On large deviations in Hilbert space

DOI10.1017/S0013091500005241MaRDI QIDQ3985502zbMATH OpenFDO

Authors Nigel J. Cutland

Publication date 27 June 1992

Published in Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0013091500005241

zbMATH Keywords

large deviation principle for Gaussian measures on Hilbert spacesnonstandard analysis

Mathematics Subject Classification ID

Nonstandard models in mathematics (03H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard measure theory (28E05) Characterizations of Hilbert spaces (46C15) Large deviations (60F10)

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Cites work

• An action functional for Lévy Brownian motion
• An introduction to the theory of large deviations
• Gaussian measures in Banach spaces
• Infinitesimals in Action

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• A mathematical flat integral realization and a large deviation result for the free Euclidean field
• Large deviations for Hilbert-space-valued Wiener processes: a sequence space approach
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• On Large Deviation Asymptotics in Hilbert Space I
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• Large deviations for infinite dimensional analytical distributions
• ON THE LARGE DEVIATION PROPERTY OF RANDOM MEASURES ON THE d-DIMENSIONAL EUCLIDEAN SPACE
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis

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