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 24 Marzo, 2026  14:30
Sezione di Probabilità e Statistica Matematica

Around Large Deviations in a Gaussian world

evento
 Paolo Baldi,  Università di Roma Tor Vergata
Abstract

The investigation of Large Deviations estimates in the Gaussian setting begins with the results of Donsker and Varadhan concerning the LD behavior of a Gaussian r.v. with values in a separable Banach space when multiplied by a small parameter.
In this talk, after a review of the old results I shall present some new extensions, motivated by the investigation of Gaussian processes in small time.