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

2022/05/21 by Macci, C., Pacchiarotti, B.
#60F10 #60G15 #60G22 #91B30 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2205.10547

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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