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A unified approach to the large deviations for small perturbations of random evolution equations

✍ Scribed by Yijun Hu


Publisher
SP Science China Press
Year
1997
Tongue
English
Weight
515 KB
Volume
40
Category
Article
ISSN
1674-7283

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For the probabilities of large deviations of Gaussian random vectors an asymptotic expansion is derived. Based upon a geometric measure representation for the Gaussian law the interactions between global and local geometric properties both of the distribution and of the large deviation domain are st