Asymptotic Expansion for the Distribution and Density Functions of the Quadratic Form of a Stationary Gaussian Process in the Large Deviation Cramer Zone

L. Saulis

doi:10.15388/NA.2001.6.1.15218

Articles

L. Saulis

Vilnius Gediminas Technical University, Lithuania

Published 2001-12-05

https://doi.org/10.15388/NA.2001.6.1.15218

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Keywords

distribution
density and characteristic function
cumulant
asymtotic expansion
large deviation

How to Cite

Saulis, L. (2001) “Asymptotic Expansion for the Distribution and Density Functions of the Quadratic Form of a Stationary Gaussian Process in the Large Deviation Cramer Zone”, Nonlinear Analysis: Modelling and Control, 6(2), pp. 87–101. doi:10.15388/NA.2001.6.1.15218.

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Abstract

The work considers the asymptomic expansions in the large deviation Cramer zone for the distribution and its density functions of the quadratic form a stationary Gaussian sequence. To this end the general authors lemma [1], [3] for an arbitrary random variable with regular behavior of its cumulants is used.

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