• Title of article

    On large deviations for some sequences of weighted means of Gaussian processes

  • Author/Authors

    Giuliano، نويسنده , , Rita and Macci، نويسنده , , Claudio and Pacchiarotti، نويسنده , , Barbara، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2014
  • Pages
    20
  • From page
    612
  • To page
    631
  • Abstract
    In this paper we study some sequences of weighted means of continuous real valued Gaussian processes. More precisely we consider suitable generalizations of both arithmetic and logarithmic means of a Gaussian process with covariance function which satisfies either an exponential decay condition or a power decay condition. Our aim is to provide limits of variances of functionals of such weighted means which allow the application of some large deviation results in the literature.
  • Keywords
    Almost sure central limit theorem , Hellinger distance , Relative entropy , Covariance function
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2014
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1564410