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Dichotomy in a scaling limit under Wiener measure with density
deviation principle scaling limit measure density
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2009/3/27
In general, if the large deviation principle holds for a sequence of probability measures and its rate functional admits a unique minimizer, then the measures asymptotically concentrate in its neighbo...
Dichotomy in a scaling limit under Wiener measure with density
Dichotomy scaling limit measure density
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2009/3/23
In general, if the large deviation principle holds for a sequence of probability measures and its rate functional admits a unique minimizer, then the measures asymptotically concentrate in its neighbo...