Large deviations for Gaussian stationary processes and semi-classical analysis
Idioma
en
Article de revue
Este ítem está publicado en
Séminaire de Probabilités. 2012, vol. 44, p. 409-428
Springer-Verlag
Resumen en inglés
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 ...Leer más >