Some large deviations principles for time-changed Gaussian processes

DOI10.1007/S10986-020-09494-6MaRDI QIDQ831327zbMATH OpenOpenAlexFDO

Authors 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

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

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• Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
• Inverse stable subordinators
• Large deviations for conditional Volterra processes
• Large deviations for conditionally Gaussian processes: estimates of level crossing probability
• Large deviations for hierarchical systems of interacting jump processes
• Large deviations for local time fractional Brownian motion and applications
• Large deviations for subordinated Brownian motion and applications
• Large deviations for subordinated fractional Brownian motion and applications
• Large deviations techniques and applications.
• Moderate deviations and functional LIL for super-Brownian motion
• On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations

Cited in

(3)

• Large deviations of time-averaged statistics for Gaussian processes
• Small ball probabilities for a class of time-changed self-similar processes
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

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