Asymptotics of large deviation probabilities for Gaussian fields

zbMath0815.60026MaRDI QIDQ1804176

V. R. Fatalov

Publication date: 17 May 1995

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

double sum methodGaussian locally homogeneous random fieldlarge excursion for a Gaussian local stationary processmultiparameter Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

Parisian ruin over a finite-time horizon ⋮ High excursions for nonstationary generalized chi-square processes ⋮ Extremes of L^p-norm of vector-valued Gaussian processes with trend

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