Geodesic
High excursions of a~quadratic form for a~Gaussian stationary vector process
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 123-144

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Exact asymptotic behavior is given for high excursion probabilities of a quadratic form for a zero-mean Gaussian stationary vector process with Pickands' type covariance matrix in the vicinity of zero. The case of a quadratic form with a positive maximum eigenvalue of order 1 is considered. 
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     author = {A. I. Zhdanov},
     title = {High excursions of a~quadratic form for {a~Gaussian} stationary vector process},
     journal = {Fundamentalʹna\^a i prikladna\^a matematika},
     pages = {123--144},
     publisher = {mathdoc},
     volume = {23},
     number = {1},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a6/}
}
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A. I. Zhdanov. High excursions of a~quadratic form for a~Gaussian stationary vector process. Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 123-144. http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a6/