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CrossRef Open Access 2024

Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities

Claudio Macci Barbara Pacchiarotti
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Abstrak

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.

Penulis (2)

C

Claudio Macci

B

Barbara Pacchiarotti

Format Sitasi

APA MLA BibTeX
Macci, C., Pacchiarotti, B. (2024). Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities. https://doi.org/10.1090/tpms/1216

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Informasi Jurnal
Tahun Terbit
2024
Bahasa
en
Sumber Database
CrossRef
DOI
10.1090/tpms/1216
Akses
Open Access ✓