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.
Macci, C., Pacchiarotti, B. (2024). Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities. THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 111, 21-43 [10.1090/tpms/1216].
Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
Macci C.;Pacchiarotti B.
2024-01-01
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.File in questo prodotto:
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