ON SOME APPLICABLE VERSIONS OF ABSTRACT LARGE DEVIATIONS THEOREMS

成果类型:
Article
署名作者:
IOFFE, D
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176990226
发表日期:
1991
页码:
1629-1639
关键词:
摘要:
Two algorithms for calculating rate functions for a family of measures {mu-epsilon} on a B-space X are considered. The first one is a relaxed version of the Fenchel transform type theorem for convex rate functions. The second gives conditions under which {mu-epsilon} can be replaced by a more convenient family {mu-epsilon-x} near admissible points x is-an-element-of X such that rate functions for both families coincide near x. As an example, we apply both techniques to investigate large deviation properties of some reaction-diffusion equations with quick random noise.