| Issue |
ESAIM: PS
Volume 24, 2020
|
|
|---|---|---|
| Page(s) | 113 - 126 | |
| DOI | https://doi.org/10.1051/ps/2020003 | |
| Published online | 03 March 2020 | |
Tightness and exponential tightness of Gaussian probabilities*
Dipartimento di Matematica, Università di Roma “Tor Vergata”, Via della Ricerca Scientifica,
00133
Roma, Italy.
** Corresponding author: baldi@mat.uniroma2.it
Received:
16
October
2018
Accepted:
15
January
2020
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.
Mathematics Subject Classification: 60F10 / 60B12
Key words: Gaussian probabilities / large deviations
© EDP Sciences, SMAI 2020
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