Large deviations and stochastic homogenization
type: Item
instance of: scholarly article
title: Large deviations and stochastic homogenization
zbMATH Open document ID: 0654.60024
DOI: 10.1007/BF01762793
author: Paolo Baldi
published in: Annali di Matematica Pura ed Applicata. Serie Quarta
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 4067959
zbMATH Keywords: tightness
zbMATH Keywords: large deviation property
zbMATH Keywords: stochastic homogenization
zbMATH Keywords: Donsker's invariance principle
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4067959