论文标题

对于某些出口概率的扰动高斯过程和对数渐近估计的大偏差和对数渐近估计值

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

论文作者

Macci, C., Pacchiarotti, B.

论文摘要

本文的主要结果涉及对非高斯工艺家族的巨大偏差,该家族作为连续中心的多元高斯过程的合适扰动而获得的,这些过程满足了较大的偏差原理。我们提出了一些推论,因此,我们获得了对数渐近估计值,以从合适的半个空格和象限中获得出口概率。

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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