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 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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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