On Some Applicable Versions of Abstract Large Deviations Theorems
Ioffe, Dimitry
Ann. Probab., Tome 19 (1991) no. 4, p. 1629-1639 / Harvested from Project Euclid
Two algorithms for calculating rate functions for a family of measures $\{\mu_\varepsilon\}$ on a $B$-space $X$ are considered. The first one is a relaxed version of the Fenchel transform type theorem for convex rate functions. The second gives conditions under which $\{\mu_\varepsilon\}$ can be replaced by a more convenient family $\{\mu^x_\varepsilon\}$ near admissible points $x \in X$ such that rate functions for both families coincide near $x$. As an example, we apply both techniques to investigate large deviation properties of some reaction-diffusion equations with quick random noise.
Publié le : 1991-10-14
Classification:  Large deviations,  reaction-diffusion equation,  60F10,  35K57
@article{1176990226,
     author = {Ioffe, Dimitry},
     title = {On Some Applicable Versions of Abstract Large Deviations Theorems},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 1629-1639},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990226}
}
Ioffe, Dimitry. On Some Applicable Versions of Abstract Large Deviations Theorems. Ann. Probab., Tome 19 (1991) no. 4, pp.  1629-1639. http://gdmltest.u-ga.fr/item/1176990226/