Large deviations for conditionally Gaussian processes: estimates of level crossing probability
The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes – the conditionally Gaussian processes. The estimates of level crossing probability for...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2018-10-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/18-VMSTA119 |