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 #.
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
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
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