On large deviations formulas for quadratic functions of Gaussian random variables
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Publication:2722273
DOI10.1515/rose.2001.9.1.23zbMath0972.60010OpenAlexW1984812245MaRDI QIDQ2722273
Anatoli V. Skorokhod, I. Ibramhalilov
Publication date: 11 July 2001
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2001.9.1.23
Gaussian processes (60G15) Hypothesis testing in multivariate analysis (62H15) Large deviations (60F10)
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