A note on LDP for supremum of Gaussian processes over infinite horizon (Q1962198)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on LDP for supremum of Gaussian processes over infinite horizon |
scientific article; zbMATH DE number 1395167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on LDP for supremum of Gaussian processes over infinite horizon |
scientific article; zbMATH DE number 1395167 |
Statements
A note on LDP for supremum of Gaussian processes over infinite horizon (English)
0 references
4 September 2000
0 references
Brownian motion
0 references
exponential bound
0 references
fractional Brownian motion
0 references
Gaussian process
0 references
large deviation
0 references
logarithmic asymptotic
0 references
long range dependence
0 references
0 references
