AbstractIn this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process
AbstractWe establish large increment properties for infinite series of independent Ornstein-Uhlenbec...
AbstractIn this paper, it is shown that the Wentzell-Freidlin large deviations estimates for random ...
This is the publisher's version, also available electronically from http://www.jstor.org/stable/2545...
AbstractIn this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong an...
AbstractLet {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 ...
AbstractIn this paper, we establish some limit results on Csörgó-Révész-type increments combined wit...
AbstractWe study the supremum of ‘the’ standard isonormal linear process L on a subset C of a real H...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
The main results in this paper concern large deviations for families of non-Gaussian processes obtai...
Let {X(t); t [greater-or-equal, slanted] 0} be a Gaussian process with stationary increments E{X(t +...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
2014-07-24We study large deviations (LD) rates in a Gaussian setting and their representation in ter...
AbstractSuppose that X(t), t∈[0, T], is a centered differentiable Gaussian random process, X1(t), …,...
This thesis is devoted to the studies of two themes : large deviations of the kernel density estmato...
AbstractWe establish large increment properties for infinite series of independent Ornstein-Uhlenbec...
AbstractIn this paper, it is shown that the Wentzell-Freidlin large deviations estimates for random ...
This is the publisher's version, also available electronically from http://www.jstor.org/stable/2545...
AbstractIn this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong an...
AbstractLet {X(t), t⩾0} be a centred nonstationary Gaussian process with EX2(t) = C0t2α for some C0 ...
AbstractIn this paper, we establish some limit results on Csörgó-Révész-type increments combined wit...
AbstractWe study the supremum of ‘the’ standard isonormal linear process L on a subset C of a real H...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
The main results in this paper concern large deviations for families of non-Gaussian processes obtai...
Let {X(t); t [greater-or-equal, slanted] 0} be a Gaussian process with stationary increments E{X(t +...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
2014-07-24We study large deviations (LD) rates in a Gaussian setting and their representation in ter...
AbstractSuppose that X(t), t∈[0, T], is a centered differentiable Gaussian random process, X1(t), …,...
This thesis is devoted to the studies of two themes : large deviations of the kernel density estmato...
AbstractWe establish large increment properties for infinite series of independent Ornstein-Uhlenbec...
AbstractIn this paper, it is shown that the Wentzell-Freidlin large deviations estimates for random ...
This is the publisher's version, also available electronically from http://www.jstor.org/stable/2545...
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