Large Deviations of Random Processes Close to Gaussian Ones

DOI10.1137/1127059zbMath0517.60029OpenAlexW2125419274MaRDI QIDQ3665967

Vladimir I. Piterbarg

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127059

zbMATH Keywords

asymptotic expansionscentral limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

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