Sample Path Large Deviations for Squares of Stationary Gaussian Processes
Overview & Synopsis
In this paper, we show large deviations for random step functions of type Zn(t) = 1 n X[nt] k=1 X2 k ; where fXkgk is a stationary Gaussian process. We deal with the associated random measures n = 1 n Pn k=1 X2 k k=n. The proofs require a Szego theorem for generalized Toeplitz matrices, which is presented in the Appendix and is analogous to a result of Kac, Murdoch and Szego [10]. We also study the polygonal line built on Zn(t) and show moderate deviations for both random families.
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Document Information
| Document Title | Sample Path Large Deviations for Squares of Stationary Gaussian Processes |
|---|---|
| Author / Organization | Marguerite Zani |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2012 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-202751 |
| Original Source Link | Visit Source Page on hal.science » |