Probabilities of large deviations for Gaussian vector processes

DOI10.1070/RM1991V046N02ABEH002740zbMATH Open0739.60028OpenAlexW1967651883MaRDI QIDQ3980233

T. L. Mikhaleva

Publication date: 26 June 1992

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1991v046n02abeh002740

zbMATH Keywords

large deviationsGaussian random field

Mathematics Subject Classification ID

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

Related Items (8)

Large deviations for vector-valued Lévy processes ⋮ Gaussian probabilities of large deviation for fixed or increasing dimension ⋮ Title not available (Why is that?) ⋮ Large deviation theorems for Gaussian processes and their applications in information theory ⋮ Convergence of the probability of large deviations in a model of correlated random variables having compact-supportQ-Gaussians as limiting distributions ⋮ A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors ⋮ On the density functions of integrals of Gaussian random fields ⋮ Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes

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