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Souvik Ghosh

1 paper hereh-index 12637 citations41 works total

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  • math.PR1

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most citedThe effect of memory on functional large deviations of infinite moving average processes

1 citations · 1 across the 1 of their papers we have counts for

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math.PR2007★ 1 cited

The effect of memory on functional large deviations of infinite moving average processes

Souvik Ghosh, Gennady Samorodnitsky

The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast eno…

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