Asymptotics of large deviations of Gaussian processes of Wiener type for L^p-functionals, p>0, and the hypergeometric function

DOI10.1070/SM2003V194N03ABEH000721MaRDI QIDQ4658264zbMATH OpenOpenAlexFDO

Publication date 16 March 2005

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/sm2003v194n03abeh000721

Large deviations (60F10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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