Sharp large deviations for Gaussian quadratic forms with applications

ESAIM - Probability and Statistics

Volumn 4, Issue , 2000, Pages 1-24

  Bercu, Bernard ^a   Gamboa, Fabrice ^b   Lavielle, Marc ^c  

^a UNIVERSITÉ PARIS SACLAY   (France)

^b UNIVERSITÉ DE TOULOUSE   (France)

^c UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Gaussian processes; Large deviations; Quadratic forms; Toeplitz matrices

Indexed keywords

EID: 0034453348     PISSN: 12928100     EISSN: None     Source Type: Journal    
DOI: 10.1051/ps:2000101     Document Type: Article

References (34)