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
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
Journal title :
Journal of Mathematical Analysis and Applications