Global Journal of Pure and Applied Mathematics

  • Year: 2006
  • Volume: 2
  • Issue: 2

Large Deviation Principle for White Noise Gaussian Measures

  • Author:
  • Sonia Chaari, Soumaya Gheryani, Habib Ouerdiane
  • Total Page Count: 8
  • DOI:
  • Page Number: 87 to 94

Department of mathematics, Faculty of Sciences of Tunis, University of Tunis El Manar, Tunisia.

Abstract

In the theory of large deviations, one of the main result is the Schilder's theorem. It gives the large deviation estimates for a family {μ∈,∈ > 0} of measures on some Polish space X, which tends weakly to the Dirac measure δp at the point p ∈ X. In this paper, we investigate analogous problems for a family {γ∈,∈ > 0} of white noise Gaussian measures with mean 0 and variance ∈ on the Schwartz distributions space S′(ℝ).

Keywords

Gaussian measure, White noise distributions, Large deviation principle