Large deviations principle for white noise distributions with growth condition

DOI10.1016/J.SPL.2020.108985MaRDI QIDQ826736zbMATH OpenOpenAlexFDO

Authors S. Chaari

Publication date 6 January 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108985

zbMATH Keywords

large deviations principleSchilder's theoremwhite noise distributions

Mathematics Subject Classification ID

Distributions and generalized functions on nonlinear spaces (46T30) Large deviations (60F10) White noise theory (60H40)

Recommendations

• Schilder's theorem for Gaussian white noise distributions
• Large deviation principle for white noise Gaussian measures
• Large deviations for infinite dimensional analytical distributions
• Sanov's theorem for white noise distributions and application to the Gibbs conditioning principle
• scientific article; zbMATH DE number 956582

Cites work

• A duality theorem between spaces of holomorphic functions of exponential growth
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Asymptotic estimates for white noise distributions
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Generalized Gross heat equation with noises
• scientific article; zbMATH DE number 3905550 (Why is no real title available?)
• scientific article; zbMATH DE number 3678843 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 885958 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Integral representation for positive analytic functionals
• Large deviation principle for white noise Gaussian measures
• Large deviations and stochastic homogenization
• Large deviations for a general class of random vectors
• Large deviations for infinite dimensional analytical distributions
• On Deviations of the Sample Mean
• On Large Deviations from the Invariant Measure
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Rates of Convergence of Estimates and Test Statistics
• Schilder's theorem for Gaussian white noise distributions
• Some Asymptotic Formulas for Wiener Integrals
• Some Problems Concerning Stability under Small Random Perturbations
• White noise calculus and Fock space

Cited in

(6)

• Sanov's theorem for white noise distributions and application to the Gibbs conditioning principle
• scientific article; zbMATH DE number 4126401 (Why is no real title available?)
• Large deviation principle for white noise Gaussian measures
• Large deviations for infinite dimensional analytical distributions
• Schilder's theorem for Gaussian white noise distributions
• The Dirichlet problem associated to operators defined on the nuclear algebra of entire functions

This page was built for publication: Large deviations principle for white noise distributions with growth condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q826736)