Abstract
We show that the large deviation principle with respect to the weak topology holds for the empirical measure of any stationary continuous-time Gaussian process with continuous vanishing at infinity spectral density. We also point out that large deviation principle might fail in both continuous and discrete time if the spectral density is discontinuous.
Full Text
Sign-in/Register to access full text options
Published version (Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have