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Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process - MaRDI portal

Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process (Q2824071)

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scientific article; zbMATH DE number 6634726
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English
Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 6634726

    Statements

    6 October 2016
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    large deviation
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    Ornstein-Uhlenbeck process
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    empirical process
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    Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process (English)
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    Identifiers