1
$\begingroup$

I could not find any introductory material with basic results regarding chi-square processes. Their definition from The Supremum of Chi-Square Processes is as a sum of $d$ squares of independent Gaussian processes.

I'm looking for results such as large deviations, first passage time, etc.

Improve this question
$\endgroup$

0

Reset to default

You must log in to answer this question.