广义条件高斯过程的大偏差及其桥接

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2019-06-10 DOI:10.19195/0208-4147.39.1.11

B. Pacchiarotti

引用次数: 5

摘要

我们研究了一个高斯过程的渐近行为，条件是它的路径和该过程的桥的n个线性泛函。特别是，函数大偏差结果是在小时间内陈述的。考虑了两个例子。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Large deviations for generalized conditioned Gaussian processes and their bridges

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.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.