Large deviations and stochastic homogenization (Q1108658)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviations and stochastic homogenization |
scientific article; zbMATH DE number 4067959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations and stochastic homogenization |
scientific article; zbMATH DE number 4067959 |
Statements
Large deviations and stochastic homogenization (English)
0 references
1988
0 references
Consider a family of probability measures \(\{\mu_ h:\) \(h\in {\mathbb{R}}\}\) on a topological vector space. If a condition ensuring tightness of the \(\mu_ h\) is satisfied, it is shown that the proof of the large deviation property in {\S} 5.1 of \textit{M. I. Freidlin} and \textit{A. D. Wentzell}, Random perturbations of dynamical systems. (1984; Zbl 0522.60055), extends to the infinite dimensional case. This result is applied to problems arising in stochastic homogenization and in connection with Donsker's invariance principle.
0 references
tightness
0 references
large deviation property
0 references
stochastic homogenization
0 references
Donsker's invariance principle
0 references
