Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis

DOI10.1007/978-3-642-27461-9_19zbMath1248.60035OpenAlexW4235603339MaRDI QIDQ2908751

Vincent Bruneau, Bernard Bercu, Jean-François Bony

Publication date: 29 August 2012

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-27461-9_19

zbMATH Keywords

Gaussian processeslarge deviationsToeplitz matricesdistribution of eigenvalues

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Large deviations (60F10)

Related Items (1)

Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case

Cites Work

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• Asymptotic behavior of block Toeplitz matrices and determinants. II
• Introduction to large truncated Toeplitz matrices
• Large deviations for quadratic functionals of Gaussian processes
• Perturbation theory for linear operators.
• Large deviations for quadratic forms of stationary Gaussian processes
• The 𝐶*-algebra generated by an isometry
• Distribution results on the algebra generated by Toeplitz sequences: A finite-dimensional approach

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