Fatalov, V. R. Large deviations for Gaussian processes in the Hölder norm. (English. Russian original) Zbl 1064.60045 Izv. Math. 67, No. 5, 1061-1079 (2003); translation from Izv. Ross. Akad. Nauk Ser. Mat. 67, No. 5, 207-224 (2003). Summary: Some results are proved on the exact asymptotic representation of large deviation probabilities for Gaussian processes in the Hölder norm. The following classes of processes are considered: the Wiener process, the Brownian bridge, fractional Brownian motion, and stationary Gaussian processes with power-law covariance function. The investigation uses the method of double sums for Gaussian fields. Cited in 3 Documents MSC: 60F10 Large deviations 60G15 Gaussian processes Keywords:Wiener process; Brownian bridge; fractional Brownian motion; stationary Gaussian processes with power-law PDFBibTeX XMLCite \textit{V. R. Fatalov}, Izv. Math. 67, No. 5, 1061--1079 (2003; Zbl 1064.60045); translation from Izv. Ross. Akad. Nauk Ser. Mat. 67, No. 5, 207--224 (2003) Full Text: DOI