On large deviations of empirical measures for stationary Gaussian processes
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.
scientific article; zbMATH DE number 803375
scientific article