Large deviations for Gaussian processes in Holder norm

摘要

Some results are proved on the exact asymptotic representation of large deviation probabilities for Gaussian processes in the Holder norm. The following classes of processes are considered: the Wiener process, the Brownian bridge, fractional Brownian motion, and stationary Gaussian processes with power-law covariance function. The investigation uses the method of double sums for Gaussian fields.