Large deviations and stochastic homogenization (Q1108658)

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scientific article; zbMATH DE number 4067959
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    Large deviations and stochastic homogenization
    scientific article; zbMATH DE number 4067959

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      Large deviations and stochastic homogenization (English)
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      1988
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      Consider a family of probability measures \(\{\mu_ h:\) \(h\in {\mathbb{R}}\}\) on a topological vector space. If a condition ensuring tightness of the \(\mu_ h\) is satisfied, it is shown that the proof of the large deviation property in {\S} 5.1 of \textit{M. I. Freidlin} and \textit{A. D. Wentzell}, Random perturbations of dynamical systems. (1984; Zbl 0522.60055), extends to the infinite dimensional case. This result is applied to problems arising in stochastic homogenization and in connection with Donsker's invariance principle.
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      tightness
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      large deviation property
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      stochastic homogenization
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      Donsker's invariance principle
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