Large deviations of infinite intersections of events in Gaussian processes

Stochastic Processes and their Applications

Volumn 116, Issue 9, 2006, Pages 1269-1293

  Mandjes, Michel ^a   Mannersalo, Petteri ^b   Norros, Ilkka ^b   van Uitert, Miranda ^a  

^a CWI   (Netherlands)

^b VTT TECHNICAL RESEARCH CENTRE OF FINLAND   (Finland)

Author keywords

Busy period; Dominating point; Fractional Brownian motion; Minimum norm problem; Reproducing kernel Hilbert space; Sample path large deviations

Indexed keywords

BROWNIAN MOVEMENT; FUNCTION EVALUATION; PROBLEM SOLVING;

DOMINATING POINT; FRACTIONAL BROWNIAN MOTION; MINIMUM NORM PROBLEM; REPRODUCING KERNEL HILBERT SPACE; SAMPLE-PATH LARGE DEVIATIONS;

RANDOM PROCESSES;

EID: 33746651793     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.02.003     Document Type: Article

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