Spatializing random measures: doubly indexed processes and the large deviation principle
A doubly indexed sequence of random measures is a sequence \[ W_{r,q}(dx\times dy) \mathrel{\dot{=}} \theta(dx)\otimes \sum_{k=1}^{2^r}1_{D_{r,k}}L_{q,k}(dy), \] where \(\theta\) is a probability measure on a Polish space \({\mathcal X}\), \(\{D_{r,k},\;k=1,\ldots, 2^r\}\) is a dyadic partition of \({\mathcal X}\) satisfying \(\theta\{D_{r,k}\}=1/2^r\) and \(L_{q,1}, L_{q,2},\ldots,L_{q,2^r}\) is a sequence of i.i.d. random probability measures on a Polish space \({\mathcal Y}\) such that \(\{L_{q,k},\;q\in{\mathbb N}\}\) satisfies the large deviation principle with a convex rate function. The large deviation principle is proved for such sequences. The random measures \(W_{r,q}\) have important applications to the statistical mechanics of turbulence. In a companion paper by the authors (published elsewhere) the large deviation principle presented in the paper under review is used to give a rigorous derivation of maximum entropy principles arising in the well-known Miller-Robert theory of two-dimensional turbulence [\textit{R. Robert}, C. R. Acad. Sci., Paris, Sér. I 309, No. 12, 757-760 (1989; Zbl 0709.94010)] as well as in a modification of that theory recently proposed by \textit{B. Turkington} [Commun. Pure Appl. Math. 52, No. 7, 781-809 (1999)].
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