arXiv · 2504.11198
Moderate deviations of suprema of Gaussian processes A cyclic approximation criterion
Abstract
We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes $\{X _x(t), t\in T _x\}$, and first present recent sharp bounds in simple cases. In the almost periodic case, we prove an approximation theorem. We introduce a modulable diophantine approximation. Finally we study for general non-vanishing coefficient sequences, the behavior along lattices of almost periodic Gaussian polynomials with linearly independent frequencies, and use a lattice localized version of Kronecker's theorem.
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Michel Weber. 2025-04-15. Moderate deviations of suprema of Gaussian processes A cyclic approximation criterion. https://arxiv.org/abs/2504.11198
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