Tightness and exponential tightness of Gaussian probabilities
Probability
2020-01-09 v1
Abstract
We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various situations.
Keywords
Cite
@article{arxiv.2001.02516,
title = {Tightness and exponential tightness of Gaussian probabilities},
author = {Paolo Baldi},
journal= {arXiv preprint arXiv:2001.02516},
year = {2020}
}