Moderate deviations for log-like functions of stationary Gaussian processes

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dc.creatorTsirelson, Boris
dc.date2007-03-10
dc.date.accessioned2026-07-07T07:51:24Z
dc.date.available2026-07-07T07:51:24Z
dc.descriptionA moderate deviation principle for nonlinear functions of Gaussian processes is established. The nonlinear functions need not be locally bounded. Especially, the logarithm is allowed. (Thus, small deviations of the process are relevant.) Both discrete and continuous time is treated. An integrable power-like decay of the correlation function is assumed.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/math/0703289
dc.identifierhttp://arxiv.org/abs/math/0703289
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125500
dc.subjectProbability
dc.titleModerate deviations for log-like functions of stationary Gaussian processes
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