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.
Giuliano, R., Macci, C., Pacchiarotti, B. (2014). On large deviations for some sequences of weighted means of Gaussian processes. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 414(2), 612-631 [10.1016/j.jmaa.2014.01.022].
On large deviations for some sequences of weighted means of Gaussian processes
MACCI, CLAUDIO;PACCHIAROTTI, BARBARA
2014-01-01
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.| File | Dimensione | Formato | |
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