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On large deviations in Hilbert space

Published online by Cambridge University Press:  20 January 2009

Nigel J. Cutland
Nigel J. Cutland
Affiliation:
Department of Pure MathematicsUniversity of HullHU6 7RX, England
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Abstract

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Nonstandard methods and a flat integral representation are used to give a simple and intuitive proof of the large deviation principle for a Gaussian measure on a separable Hilbert space.

Type
Research Article
Information
Proceedings of the Edinburgh Mathematical Society , Volume 34 , Issue 3 , October 1991 , pp. 487 - 495
Copyright
Copyright © Edinburgh Mathematical Society 1991

References

REFERENCES

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