Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p>0$, and the hypergeometric function
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Publication:4658264
DOI10.1070/SM2003v194n03ABEH000721zbMath1062.60022OpenAlexW2042955449MaRDI QIDQ4658264
Publication date: 16 March 2005
Published in: Sbornik: Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/sm2003v194n03abeh000721
Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (3)
Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) ⋮ Upper tail probabilities of integrated Brownian motions
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