We prove a large deviation principle for a stationary Gaussian process over ℝb indexed by ℤd (for some positive integers d and b), with positive definite spectral density, and provide an expression of the corresponding rate function in terms of the mean of the process and its spectral density. This result is useful in applications where such an expression is needed.
展开▼
机译：我们证明了由ℝ d 索引的ℝ b 的平稳高斯过程的大偏差原理（对于某些正整数d和b），具有正的确定频谱密度，并提供根据过程的平均值及其频谱密度表达相应的速率函数。此结果在需要这种表达式的应用程序中很有用。
展开▼
