An Exponential Probability Bound for the Energy of a Type of Gaussian Process

DOI10.1214/aoms/1177690866zbMath0248.60032OpenAlexW2082971241MaRDI QIDQ5660960

L. H. Koopmans, Clifford Qualls

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177690866

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Probability distributions: general theory (60E05) Signal detection and filtering (aspects of stochastic processes) (60G35) Sample path properties (60G17) Stochastic integrals (60H05)

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