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Zapiski Nauchnykh Seminarov POMI, 2005, Volume 328, Pages 169–181 (Mi znsl313)  
This article is cited in 1 scientific paper (total in 1 paper)

Large deviations for sample paths of Gaussian processes quadratic variations

O. Perrina, M. Zanib

a Université Toulouse 1 Sciences Sociales
b Université Paris XII Val de Marne
Full-text PDF (205 kB) Citations (1)
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Abstract: We show a functional large deviations principle for the family of random functions
$$ \left\{V_n(x)=\sum_{k=1}^{[nx]}(Z_{k/n}-Z_{k-1/n})^2,\ x\in[0,1]\right\}, $$
where $\{Z_t,\,t\in[0,1]\}$ is a real valued centered Gaussian process.
Received: 07.10.2005
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 139, Issue 3, Pages 6595–6602
DOI: https://doi.org/10.1007/s10958-006-0375-4
Bibliographic databases:
UDC: 519.21
Language: English
Citation: O. Perrin, M. Zani, “Large deviations for sample paths of Gaussian processes quadratic variations”, Probability and statistics. Part 9, Zap. Nauchn. Sem. POMI, 328, POMI, St. Petersburg, 2005, 169–181; J. Math. Sci. (N. Y.), 139:3 (2006), 6595–6602
Citation in format AMSBIB
\Bibitem{PerZan05}
\by O.~Perrin, M.~Zani
\paper Large deviations for sample paths of Gaussian processes quadratic variations
\inbook Probability and statistics. Part~9
\serial Zap. Nauchn. Sem. POMI
\yr 2005
\vol 328
\pages 169--181
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl313}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2214540}
\zmath{https://zbmath.org/?q=an:1089.60020}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 139
\issue 3
\pages 6595--6602
\crossref{https://doi.org/10.1007/s10958-006-0375-4}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33750521166}
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  • https://www.mathnet.ru/eng/znsl/v328/p169
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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