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An exponential probability bound for the energy of a type of Gaussian process. (English) Zbl 0248.60032

MSC:
60G15 Gaussian processes
60E05 Probability distributions: general theory
60G17 Sample path properties
60G35 Signal detection and filtering (aspects of stochastic processes)
60G10 Stationary stochastic processes
60H05 Stochastic integrals
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