On large deviations of empirical measures for stationary Gaussian processes
type: Item
instance of: scholarly article
title: On large deviations of empirical measures for stationary Gaussian processes
zbMATH Open document ID: 0833.60027
DOI: 10.1016/0304-4149(95)00003-P
author: Amir Dembo
author: Włodek Bryc
published in: Stochastic Processes and their Applications
publication date: 1995-11-14T00:00:00Z
review text: A large deviation principle of the empirical measures for stationary Gaussian processes is shown. The processes are supposed to have a continuous spectral density that vanishes in infinity; extending thus the results given by \textit{T. Chiyonobu} and \textit{S. Kusuoka} [Probab. Theory Relat. Fields 78, No. 4, 627-649 (1988; Zbl 0634.60025)]. The authors give two examples showing that the result can not be extended to all bounded spectral densities.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 803375
zbMATH Keywords: large deviation
zbMATH Keywords: empirical measures
zbMATH Keywords: Gaussian processes
zbMATH Keywords: spectral density
reviewed by: José R. León
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 803375