A functional large deviations principle for quadratic forms of Gaussian stationary processes (Q1292786)
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scientific article; zbMATH DE number 1321886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional large deviations principle for quadratic forms of Gaussian stationary processes |
scientific article; zbMATH DE number 1321886 |
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A functional large deviations principle for quadratic forms of Gaussian stationary processes (English)
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9 August 1999
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A functional large deviation principle is proved for quadratic forms of centered Gaussian processes with discrete or continuous time. The large deviation principles for random measures with convex but not strictly convex rate functions are given.
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Gaussian processes
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quadratic forms
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large deviations
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Toeplitz matrices
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Wiener-Hopf operators
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