Small Deviations of Sums of Correlated Stationary Gaussian Sequences
DOI10.1137/S0040585X97T988356zbMath1377.60048arXiv1606.01072MaRDI QIDQ4602296
Frank Aurzada, Mikhail Lifshits
Publication date: 9 January 2018
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.01072
fractional Brownian motionGaussian processfractional Gaussian noisestationary Gaussian sequencesmall deviation probability
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50)
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