Moderate deviations for log-like functions of stationary Gaussian processes

Details Moderate deviations for log-like functions of stationary Gaussian processes Moderate deviations for log-like functions of stationary Gaussian processes

2007-03-10

arxiv.org/abs/math/0703289v1

Mathematics

Probability

25 pages

Scientific paper

A moderate deviation principle for nonlinear functions of Gaussian processes
is established. The nonlinear functions need not be locally bounded.
Especially, the logarithm is allowed. (Thus, small deviations of the process
are relevant.) Both discrete and continuous time is treated. An integrable
power-like decay of the correlation function is assumed.

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