ABSTRACT
We prove large deviation principles for , where X is a d-dimensional self-similar Gaussian process and
takes the form of the Dirac delta function
,
with
, or
with
. In particular, large deviations are obtained for the functionals of d-dimensional fractional Brownian motion, sub-fractional Brownian motion and bi-fractional Brownian motion. As an application, the critical exponential integrability of the functionals is discussed.
SUBJECT CLASSIFICATIONS:
Disclosure statement
No potential conflict of interest was reported by the author(s).