Tightness and exponential tightness of Gaussian probabilities
ESAIM: Probability and Statistics, Tome 24 (2020), pp. 113-126.

We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.’s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various situations.

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DOI : 10.1051/ps/2020003
Classification : 60F10, 60B12
Mots-clés : Gaussian probabilities, large deviations 
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     author = {Baldi, Paolo},
     title = {Tightness and exponential tightness of {Gaussian} probabilities},
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     url = {http://www.numdam.org/articles/10.1051/ps/2020003/}
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Baldi, Paolo. Tightness and exponential tightness of Gaussian probabilities. ESAIM: Probability and Statistics, Tome 24 (2020), pp. 113-126. doi : 10.1051/ps/2020003. http://www.numdam.org/articles/10.1051/ps/2020003/

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Cité par Sources :

The author acknowledges the MIUR Excellence Department Project awarded to the Dipartimento di Matematica, Università di Roma “Tor Vergata”, CUP E83C18000100006.