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تسجيل مستخدم جديدExponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
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تأليف
Marina Kleptsyna
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The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.
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