Large Deviations in a Gaussian Setting: The Role of the Cameron-Martin Space

DOI10.1007/978-3-319-16637-7_3zbMath1315.60003OpenAlexW636008528MaRDI QIDQ5255991

Diogo Bessam

Publication date: 22 June 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-16637-7_3

zbMATH Keywords

Gaussian measuresreproducing kernel Hilbert spaceCameron-Martin spacelarge deviations rates

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Probability theory on linear topological spaces (60B11)

Related Items (1)

Large deviations for the stochastic predator–prey model with nonlinear functional response

Cites Work

• Transformations of Wiener integrals under translations
• Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Gaussian Measures on Function Spaces
• Asymptotic probabilities and differential equations
• Some Asymptotic Formulas for Wiener Integrals
• Gaussian Processes and Gaussian Measures
• Theory of Reproducing Kernels
• Large deviations
• Stochastic Equations in Infinite Dimensions
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