On large deviations in Hilbert space

DOI10.1017/S0013091500005241zbMath0745.60022MaRDI QIDQ3985502

Nigel J. Cutland

Publication date: 27 June 1992

Published in: Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

nonstandard analysislarge deviation principle for Gaussian measures on Hilbert spaces

Mathematics Subject Classification ID

Characterizations of Hilbert spaces (46C15) Large deviations (60F10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)

Related Items (2)

The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ A mathematical flat integral realization and a large deviation result for the free Euclidean field

Cites Work

• An action functional for Lévy Brownian motion
• Gaussian measures in Banach spaces
• Infinitesimals in Action
• An introduction to the theory of large deviations

This page was built for publication: On large deviations in Hilbert space