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Izvestiya: Mathematics, 2003, Volume 67, Issue 5, Pages 1061–1079
DOI: https://doi.org/10.1070/IM2003v067n05ABEH000457 (Mi im457) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Large deviations for Gaussian processes in Hölder norm

V. R. Fatalov
English version PDF (236 kB) Citations (5) Russian version article
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DOI: https://doi.org/10.1070/IM2003v067n05ABEH000457
Abstract: Some results are proved on the exact asymptotic representation of large deviation probabilities for Gaussian processes in the Höder norm. The following classes of processes are considered: the Wiener process, the Brownian bridge, fractional Brownian motion, and stationary Gaussian processes with power-law covariance function. The investigation uses the method of double sums for Gaussian fields.
Received: 13.07.2002
Bibliographic databases:
UDC: 519.21
MSC: 60B11, 60B12, 60F05, 60G15, 60G17, 60G60
Language: English
Original paper language: Russian
Citation: V. R. Fatalov, “Large deviations for Gaussian processes in Hölder norm”, Izv. Math., 67:5 (2003), 1061–1079
Citation in format AMSBIB
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\by V.~R.~Fatalov
\paper Large deviations for Gaussian processes in H\"older norm
\jour Izv. Math.
\yr 2003
\vol 67
\issue 5
\pages 1061--1079
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Российской академии наук. Серия математическая Izvestiya: Mathematics
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    Abstract page:448
    Russian version PDF:216
    English version PDF:18
    References:72
    First page:1
     
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