Probabilities of large excursions of nearly Gaussian stochastic processes

DOI10.1007/BF00971954zbMath0724.60042MaRDI QIDQ757981

D. Kharzeev

Publication date: 1989

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

higher order cumulants; continuously differentiable random process; probability of large excursions

Mathematics Subject Classification ID

60G15: Gaussian processes

62M09: Non-Markovian processes: estimation

60F10: Large deviations

60G17: Sample path properties