Sharp large deviations for Gaussian quadratic forms with applications
From MaRDI portal
Publication:4941312
DOI10.1051/ps:2000101zbMath0939.60013MaRDI QIDQ4941312
Bernard Bercu, Fabrice Gamboa, Marc Lavielle
Publication date: 29 February 2000
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/104262
60G15: Gaussian processes
11E25: Sums of squares and representations by other particular quadratic forms
47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators
60F10: Large deviations
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