Large deviations for stationary Gaussian processes. (English) Zbl 0657.60036

Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Marseille-Luminy/France 1984, Lect. Notes Control Inf. Sci. 69, 108-112 (1985).
[For the entire collection see Zbl 0552.00009.]
This is an announcement of results of which detailed proofs appeared under the same title in Commun. Math. Phys. 97, 187-210 (1985; Zbl 0646.60030).
Reviewer: M.Iosifescu


60F10 Large deviations
60G10 Stationary stochastic processes
60G15 Gaussian processes