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

C. Macci; B. Pacchiarotti

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arXiv · 2205.10547

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

C. Macci·B. Pacchiarotti

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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.

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C. Macci, B. Pacchiarotti. 2022-05-21. Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities. https://arxiv.org/abs/2205.10547

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