24 Marzo, 2026 14:30
Sezione di Probabilità e Statistica Matematica
Around Large Deviations in a Gaussian world

Paolo Baldi, Università di Roma Tor Vergata
Aula Seminari - VI piano. Zoom link: polimi-it.zoom.us/j/99100651823?pwd=6a48q9g4coIMbvIpPoWUiwbqMhMry6.1
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.