Asymptotic Expansion for the Distribution and Density Functions of the Quadratic Form of a Stationary Gaussian Process in the Large Deviation Cramer Zone
The work considers the asymptomic expansions in the large deviation Cramer zone for the distribution and its density functions of the quadratic form a stationary Gaussian sequence. To this end the general authors lemma [1], [3] for an arbitrary random variable with regular behavior of its cumulants is used.