Exponential tightness for Gaussian processes, with applications to some sequences of weighted means

被引：7

作者：

Macci, Claudio ^{[1
]}

Pacchiarotti, Barbara ^{[1
]}

机构：

[1] Univ Roma Tor Vergata, Dipartimento Matemat, Rome, Italy

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2017年 / 89卷 / 02期

关键词：

Covariance function; Holder condition; large deviations; self-similar process; LARGE DEVIATIONS;

D O I：

10.1080/17442508.2016.1248968

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Exponential tightness plays a crucial role in large deviations; in fact this condition is often required to obtain the large deviation principle for a sequence of random variables taking values on an infinite dimensional topological space. In this paper we present some conditions which yield the exponential tightness of a sequence of continuous Gaussian processes. Moreover we check these conditions for some sequences of weighted means.

引用

页码：469 / 484

页数：16

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