Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
Probability
2023-07-06 v5
Abstract
The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present some corollaries and, as a consequence, we obtain logarithmic asymptotic estimates for exit probabilities from suitable halfspaces and quadrants.
Cite
@article{arxiv.2205.10547,
title = {Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities},
author = {C. Macci and B. Pacchiarotti},
journal= {arXiv preprint arXiv:2205.10547},
year = {2023}
}
Comments
22 pages