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Absolute continuity of functionals of “supremum” type for Gaussian processes

✍ Scribed by M. A. Lifshits

Publisher
Springer US
Year
1984
Tongue
English
Weight
498 KB
Volume
27
Category
Article
ISSN
1573-8795

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📜 SIMILAR VOLUMES

A note on LDP for supremum of Gaussian p
A note on LDP for supremum of Gaussian processes over infinite horizon
✍ Krzysztof Dȩbicki 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 98 KB

The aim of this paper is to give a short proof of a large deviation result for supremum of nencentered Gaussian process over inÿnite horizon. We study family { X; d; u ; u ¿ 0} of Borel probability measures on R, where for Borel B ⊂ R, drift function d(t) and centered Gaussian processes {X (t); t¿0