Probabilities of large excursions of nearly Gaussian stochastic processes

DOI10.1007/BF00971954zbMath0724.60042MaRDI QIDQ757981

D. Kharzeev

Publication date: 1989

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

higher order cumulantscontinuously differentiable random processprobability of large excursions

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Large deviations (60F10) Sample path properties (60G17)

Cites Work

• Density of the probability of a large rejection of a Gaussian stochastic process. II
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