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
  • Page Number: 87 to 94

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

*E-mail: Sonia.Chaari@fsb.rnu.tn

**E-mail: habib.ouerdiane@fst.rnu.tn

***E-mail: soumaye gheryani@yahoo.fr

AMS Subject Classification: primary 60F10; secondary 60H40.

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 pX. 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