Exponential tightness plays a crucial role in large deviations; in fact this condition is often required to obtain the large deviation principle for a sequence of random variables taking values on an infinite dimensional topological space. In this paper we present some conditions which yield the exponential tightness of a sequence of continuous Gaussian processes. Moreover we check these conditions for some sequences of weighted means.

Macci, C., Pacchiarotti, B. (2017). Exponential tightness for Gaussian processes, with applications to some sequences of weighted means. STOCHASTICS, 89(2), 469-484 [10.1080/17442508.2016.1248968].

Exponential tightness for Gaussian processes, with applications to some sequences of weighted means

MACCI, CLAUDIO;PACCHIAROTTI, BARBARA
2017-01-01

Abstract

Exponential tightness plays a crucial role in large deviations; in fact this condition is often required to obtain the large deviation principle for a sequence of random variables taking values on an infinite dimensional topological space. In this paper we present some conditions which yield the exponential tightness of a sequence of continuous Gaussian processes. Moreover we check these conditions for some sequences of weighted means.
2017
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
Macci, C., Pacchiarotti, B. (2017). Exponential tightness for Gaussian processes, with applications to some sequences of weighted means. STOCHASTICS, 89(2), 469-484 [10.1080/17442508.2016.1248968].
Macci, C; Pacchiarotti, B
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/170563
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