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arXiv · 2001.02516

Tightness and exponential tightness of Gaussian probabilities

Paolo Baldi
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Abstract

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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Paolo Baldi. 2020-01-08. Tightness and exponential tightness of Gaussian probabilities. https://arxiv.org/abs/2001.02516

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