Large deviations and stochastic homogenization (Q1108658)
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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)
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1988
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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.
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tightness
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large deviation property
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stochastic homogenization
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Donsker's invariance principle
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