Large deviations for generalized conditioned Gaussian processes and their bridges

Autor

  • Barbara Pacchiarotti

DOI:

https://doi.org/10.19195/0208-4147.39.1.11

Słowa kluczowe:

Conditioned Gaussian processes, Gaussian bridge, large deviations

Abstrakt

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.

Pobrania

Opublikowane

2019-06-10

Numer

Dział

Artykuły [1035]