Large deviations for generalized conditioned Gaussian Processes and their Bridges

• Autorzy: Pacchiarotti Barbara

Identyfikatory

DOI

10.19195/0208-4147.39.1.11

• Języki publikacji: EN

Abstrakty

EN

We study the asymptotic behavior of a Gaussian process conditioned to n linear functionals of its paths and of the bridge of such a process. In particular, functional large deviation results are stated for small time. Two examples are considered.

Słowa kluczowe

EN

conditioned Gaussian processes; Gaussian bridge; large deviations

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2019
• Tom: Vol. 39, Fasc. 1
• Strony: 159--181
• Opis fizyczny: Bibliogr. 12 poz.

Twórcy

autor

Pacchiarotti Barbara

• Dept. of Mathematics, University “Tor Vergata”, via della Ricerca Scientifica, 00133 Roma, Italy

Bibliografia

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