Large deviations for Gaussian stationary processes and semi-classical analysis
BERCU, Bernard
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
BERCU, Bernard
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
< Reduce
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Language
en
Article de revue
This item was published in
Séminaire de Probabilités. 2012, vol. 44, p. 409-428
Springer-Verlag
English Abstract
In this paper, we obtain a large deviation principle for quadratic forms of Gaussian stationary processes. It is established by the conjunction of a result of Roch and Silbermann on the spectrum of products of Toeplitz ...Read more >
In this paper, we obtain a large deviation principle for quadratic forms of Gaussian stationary processes. It is established by the conjunction of a result of Roch and Silbermann on the spectrum of products of Toeplitz matrices together with the analysis of large deviations carried out by Gamboa, Rouault and the rst author. An alternative proof of the needed result on Toeplitz matrices, based on semi-classical analysis, is also provided.Read less <
Origin
Hal imported