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
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
We state large deviations for small time of a pinned n-conditional Gaussian process, i.e. the bridge...
In this paper we study some sequences of weighted means of continuous real valued Gaussian processes...
We study the asymptotic behavior of a Gaussian process conditioned to $n $ linear functionals of it...
The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is invest...
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay...
2014-07-24We study large deviations (LD) rates in a Gaussian setting and their representation in ter...
LetX= (X(t))(t >= 0)(X(0) = 0) be a continuous centered Gaussian process on a probability space (...
The large deviations principle for Gaussian measures in Banach space is given by the generalized Sch...
In this paper, we present large deviation results for estimators of some unknown parameters concerni...
Letting~$N=\left\{N(t), t\geq0\right\}$ be a standard Poisson process, Stroock~ \cite{Stroock-1981} ...
7 pagesInternational audienceWe prove that bridges of subelliptic diffusions on a compact manifold, ...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
We state large deviations for small time of a pinned n-conditional Gaussian process, i.e. the bridge...
In this paper we study some sequences of weighted means of continuous real valued Gaussian processes...
We study the asymptotic behavior of a Gaussian process conditioned to $n $ linear functionals of it...
The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is invest...
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay...
2014-07-24We study large deviations (LD) rates in a Gaussian setting and their representation in ter...
LetX= (X(t))(t >= 0)(X(0) = 0) be a continuous centered Gaussian process on a probability space (...
The large deviations principle for Gaussian measures in Banach space is given by the generalized Sch...
In this paper, we present large deviation results for estimators of some unknown parameters concerni...
Letting~$N=\left\{N(t), t\geq0\right\}$ be a standard Poisson process, Stroock~ \cite{Stroock-1981} ...
7 pagesInternational audienceWe prove that bridges of subelliptic diffusions on a compact manifold, ...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
We state large deviations for small time of a pinned n-conditional Gaussian process, i.e. the bridge...
In this paper we study some sequences of weighted means of continuous real valued Gaussian processes...
DOI
Add to ORKG