A Dirichlet form on a large (complicated or multidimensional) space may be carried over onto a small (simple or one-dimensional) space. Here conditions are given ensuring the induced form is regular. A capacitary inequality between the two forms allows one to estimate the probability of a large deviation on the large space by that on the small space. Also asymptotically sharp results are derived in a one-dimensional setting.
Publié le : 1990-07-14
Classification:
Dirichlet forms,
large deviations,
hitting probabilities,
capacity,
60G17,
60G15
@article{1176990742,
author = {Iscoe, I. and McDonald, D.},
title = {Induced Dirichlet Forms and Capacitary Inequalities},
journal = {Ann. Probab.},
volume = {18},
number = {4},
year = {1990},
pages = { 1195-1221},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990742}
}
Iscoe, I.; McDonald, D. Induced Dirichlet Forms and Capacitary Inequalities. Ann. Probab., Tome 18 (1990) no. 4, pp. 1195-1221. http://gdmltest.u-ga.fr/item/1176990742/