Seminars: V. R. Fatalov, On exact asymptotic behavior of ergodic moderate and small deviations for Markov and Gaussian processes

SEMINARS


Principle Seminar of the Department of Probability Theory, Moscow State University November 26, 2014 16:45, Moscow, MSU, auditorium 12-24

On exact asymptotic behavior of ergodic moderate and small deviations for Markov and Gaussian processes V. R. Fatalov M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract: Results on asymptotic behavior of averaging $L_p$ deviations for trajectories of Gaussian and Markov processes are presented.