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
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