𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Sanov’s Theorem for White Noise Distributions and

✍ Scribed by S. Chaari; F. Cipriano; Soumaya Gheryani; H. Ouerdiane


Book ID
106334826
Publisher
Springer Netherlands
Year
2008
Tongue
English
Weight
352 KB
Volume
104
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Cramer's condition and Sanov's theorem
✍ Alexander Schied 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 305 KB

We discuss whether Sanov's theorem can be extended to a topology that renders the mapping v ~-~ f f dv continuous, for a given measurable function f. We show that this is possible if and only if f possesses all exponential moments with respect to the underlying law #.

Paley–Wiener Theorem for White Noise Ana
✍ Aurel Stan 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Analogue results of the classical Paley Wiener theorems that characterize classes of functions with compact support in terms of their Fourier transform are given for some subspaces of square integrable functions over a white noise space. 2000

Limit theorems for a Brownian motion wit
✍ Hiroshi Tanaka 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 539 KB

This paper discusses limit theorems for a diffusion analogue of Kesten-Kozlov-Spitzer's random walk in a random environment. The results obtained are similar to theirs but can be presented in a more explicit form by the use of Krein's spectral theory for one-dimensional generalized second-order diff