scholarly journals Exponential tightness of a family of Skorohod integrals

2022 ◽  
Vol 27 (none) ◽  
Author(s):  
Nhu N. Nguyen
Keyword(s):  
Exponential Tightness

scholarly journals Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case)

1994 ◽  
Vol 7 (3) ◽  
pp. 423-436 ◽  
Author(s):  
O. V. Gulinskii ◽  
Robert S. Lipster ◽  
S. V. Lototskii
Keyword(s):  
Markov Process ◽  
Large Deviations ◽  
Discrete Time ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Occupation Measure ◽  
Additive Functionals ◽  
Deviation Principle ◽  
Exponential Tightness

We combine the Donsker and Varadhan large deviation principle (l.d.p) for the occupation measure of a Markov process with certain results of Deuschel and Stroock, to obtain the l.d.p. for unbounded functionals. Our approach relies on the concept of exponential tightness and on the Puhalskii theorem. Three illustrative examples are considered.

Exponential tightness can fail in the strong topology

1999 ◽  
Vol 41 (1) ◽  
pp. 83-86
Author(s):  
Peter Eichelsbacher ◽  
Malte Grunwald
Keyword(s):  
Strong Topology ◽  
Exponential Tightness

scholarly journals Intermediate spaces, Gaussian probabilities and exponential tightness

2021 ◽  
Author(s):  
Paolo Baldi
Keyword(s):  
Banach Space ◽  
Gaussian Measure ◽  
Wiener Measure ◽  
Intermediate Space ◽  
Exponential Tightness

AbstractWe prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS, thus extending what happens with Wiener measure, where the intermediate space can be chosen as a space of Hölder paths. From this result, it is very simple to deduce a result of exponential tightness for Gaussian probabilities.

scholarly journals Tightness and exponential tightness of Gaussian probabilities

2020 ◽  
Vol 24 ◽  
pp. 113-126
Author(s):  
Paolo Baldi
Keyword(s):  
Banach Space ◽  
Large Deviations ◽  
General Result ◽  
Separable Banach Space ◽  
Simple Criterion ◽  
Exponential Tightness

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.

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