Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process (Q1283442): Difference between revisions

Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process are investigated. One such principle due to Donsker and Varadhan is well-known. It uses as underlying space \(C({\mathbb{R}}, {\mathbb{R}}^d)\) endowed with the topology of uniform convergence on compact sets. The principles of large deviations proved in the present paper use as underlying spaces the spaces \({\mathbb{C}}_\varphi := \{\omega\in C({\mathbb{R}}, {\mathbb{R}}^d): \sup_{t\in{\mathbb{R}}}\|\omega(t)\|(\varphi(t))^{-1}<\infty\}\) endowed with the weighted supremum norm \(\|\omega\|_\varphi := \sup_{t\in{\mathbb{R}}}\|\omega(t)\|(\varphi(t))^{-1}\). These principles are natural generalizations of the principle of Donsker and Varadhan.