均匀大偏差原理若干定义的等价和反例

IF 1.3 Q2 STATISTICS & PROBABILITY Probability Surveys Pub Date : 2017-12-19 DOI:10.1214/18-PS309
M. Salins
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引用次数: 13

摘要

本文探讨了文献中一致大偏差原理和一致拉普拉斯原理的四个定义之间的等价性。举例说明了这些定义之间的差异,并描述了这些定义相互等效的特定条件。提出了第五个定义,称为等连续一致拉普拉斯原理(EULP),并证明其等价于Freidlin和Wentzell对一致大偏差原理的定义。利用Budhiraja、Dupuis和Maroulas的变分方法,给出了无穷维Wiener过程的可测函数满足EULP的充分条件。最后,应用该理论证明了一类暴露于乘性噪声的Hilbert空间值随机方程组满足一致大偏差原理,该原理在Hilbert空间的有界子集中的所有初始条件上都是一致的。
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Equivalences and counterexamples between several definitions of the uniform large deviations principle
This paper explores the equivalences between four definitions of uniform large deviations principles and uniform Laplace principles found in the literature. Counterexamples are presented to illustrate the differences between these definitions and specific conditions are described under which these definitions are equivalent to each other. A fifth definition called the equicontinuous uniform Laplace principle (EULP) is proposed and proven to be equivalent to Freidlin and Wentzell's definition of a uniform large deviations principle. Sufficient conditions that imply a measurable function of infinite dimensional Wiener process satisfies an EULP using the variational methods of Budhiraja, Dupuis and Maroulas are presented. Finally, this theory is applied to prove that a family of Hilbert space valued stochastic equations exposed to multiplicative noise satisfy a uniform large deviations principle that is uniform over all initial conditions in bounded subsets of the Hilbert space.
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来源期刊
Probability Surveys
Probability Surveys STATISTICS & PROBABILITY-
CiteScore
4.70
自引率
0.00%
发文量
9
期刊最新文献
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