scientific article; zbMATH DE number 2058891

MaRDI QIDQ4455448zbMATH OpenFDO

Authors A. A. Simogin

Publication date 16 March 2004

zbMATH Keywords

strong mixing conditionlarge deviation probabilitystrictly stationary stochastic process

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Probabilities of large excursions of nearly Gaussian stochastic processes
• О неравенстве Колмогорова - Гаека - Реньи для нормированных интегралов от процессов со слабой зависимостью
• scientific article; zbMATH DE number 16740
• Exponential inequalities for the distribution tails of multiple stochastic integrals with respect to Gaussian integrating processes
• Probability of a large excursion of a nonstationary Gaussian process. I

Cited in

(6)

• scientific article; zbMATH DE number 503483 (Why is no real title available?)
• Rounding of continuous random variables and oscillatory asymptotics
• Almost sure oscillation of certain random processes
• On the probability of stay in curvilinear bounds for processes with fast oscillations and weak dependence
• Rapid variability and Karamata’s integral theorem
• Sparse bounds for oscillatory and random singular integrals

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455448)