Some large deviations principles for time-changed Gaussian processes

DOI10.1007/s10986-020-09494-6zbMath1468.60036OpenAlexW3087589682MaRDI QIDQ831327

Barbara Pacchiarotti

Publication date: 11 May 2021

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-020-09494-6

zbMATH Keywords

large deviationssubordinated Gaussian processestime-changed Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Stable stochastic processes (60G52)

Related Items (1)

Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

Cites Work

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• Large deviations for subordinated Brownian motion and applications
• Large deviations for conditional Volterra processes
• Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
• Inverse Stable Subordinators

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