Tightness and exponential tightness of Gaussian probabilities
Keyword(s):
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.
Keyword(s):
2010 ◽
Vol 148
(3)
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pp. 519-529
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1965 ◽
Vol 17
◽
pp. 367-372
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Keyword(s):
1990 ◽
Vol 41
(2)
◽
pp. 271-281