A note on LDP for supremum of Gaussian processes over infinite horizon

Statistics and Probability Letters

Volumn 44, Issue 3, 1999, Pages 211-219

  Dȩbicki, Krzysztof ^a  

^a UNIVERSITY OF WROC AW   (Poland)

Author keywords

68M20; Brownian motion; Exponential bound; Fractional Brownian motion; Gaussian process; Large deviation; Logarithmic asymptotic; Long range dependence; Primary 60G15; Secondary 60G70

Indexed keywords

EID: 18244421820     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(99)00011-5     Document Type: Article

References (11)

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