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Sharp large deviations for Gaussian quadratic forms with applications

Bernard Bercu, Fabrice Gamboa, Marc Lavielle (2010)

ESAIM: Probability and Statistics

Under regularity assumptions, we establish a sharp large deviation principle for Hermitian quadratic forms of stationary Gaussian processes. Our result is similar to the well-known Bahadur-Rao theorem [2] on the sample mean. We also provide several examples of application such as the sharp large deviation properties of the Neyman-Pearson likelihood ratio test, of the sum of squares, of the Yule-Walker estimator of the parameter of a stable autoregressive Gaussian process, and finally of the empirical...

Sums of Squares Coprime in Pairs

Jörg Brüdern (2014)

Bulletin of the Polish Academy of Sciences. Mathematics

Asymptotic formulae are provided for the number of representations of a natural number as the sum of four and of three squares that are pairwise coprime.

Sums of squares in rings of integers with 2 inverted

Gaël Collinet (2016)

Acta Arithmetica

We prove that in a ring of S-integers containing 1/2, any totally positive element is a sum of five squares. We also exhibit examples of such rings where some totally positive elements cannot be written as the sum of four squares.

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