Open Access
October, 1991 On Some Applicable Versions of Abstract Large Deviations Theorems
Dimitry Ioffe
Ann. Probab. 19(4): 1629-1639 (October, 1991). DOI: 10.1214/aop/1176990226

Abstract

Two algorithms for calculating rate functions for a family of measures $\{\mu_\varepsilon\}$ 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 $\{\mu_\varepsilon\}$ can be replaced by a more convenient family $\{\mu^x_\varepsilon\}$ near admissible points $x \in X$ 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.

Citation

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Dimitry Ioffe. "On Some Applicable Versions of Abstract Large Deviations Theorems." Ann. Probab. 19 (4) 1629 - 1639, October, 1991. https://doi.org/10.1214/aop/1176990226

Information

Published: October, 1991
First available in Project Euclid: 19 April 2007

zbMATH: 0754.60027
MathSciNet: MR1127718
Digital Object Identifier: 10.1214/aop/1176990226

Subjects:
Primary: 60F10
Secondary: 35K57

Keywords: large deviations , reaction-diffusion equation

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 4 • October, 1991
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