On Cramer's theory in infinite dimensions / Raphael Cerf

Auteur: Cerf, Raphaël - AuteurType de document: MonographieCollection: Panoramas et synthèses ; 23Langue: anglaisPays: FranceÉditeur: Paris : Société Mathématique de France, 2007Description: 1 vol. (VI-159 p.) ; 24 cm ISBN: 9782856292358 ; br. Note: This slim monography is a self-contained account on Cramér's theory in infinite dimensions. It is mainly based on the classical texts of R. Azencott [Lect. Notes Math. 774 (1980; Zbl 0435.60028)], R. R. Bahadur and S. L. Zabell [Ann. Probab. 7, 587–621 (1979; Zbl 0424.60028)], A. Dembo and O. Zeitouni [“Large deviation techniques and applications”. 2nd ed. (1998; Zbl 0896.60013)] and J.-D. Deuschel and D. W. Stroock [“Large deviations” (1989; Zbl 0705.60029)]. However the focus of this text lies on the topological assumptions in order to carry out the heart of the theory in greatest generality, especially without a priori necessity to work in Polish spaces and their Borel-σ field. This is the reason why it considerably appeals to functional analytic tools coming from the theory of locally convex vector spaces, which for the convenience of the reader are entirely gathered here. (Zentralblatt)Bibliographie: Bibliogr. p. [155]-159. Index. Sujets MSC: 60F10 Probability theory and stochastic processes -- Limit theorems -- Large deviations
46A03 Functional analysis -- Topological linear spaces and related structures -- General theory of locally convex spaces
49J35 Calculus of variations and optimal control; optimization -- Existence theories -- Minimax problems
En-ligne: Sommaire
Location Call Number Status Date Due
Couloir 04714-01 / Séries Panor 23 (Browse Shelf) Available

This slim monography is a self-contained account on Cramér's theory in infinite dimensions. It is mainly based on the classical texts of R. Azencott [Lect. Notes Math. 774 (1980; Zbl 0435.60028)], R. R. Bahadur and S. L. Zabell [Ann. Probab. 7, 587–621 (1979; Zbl 0424.60028)], A. Dembo and O. Zeitouni [“Large deviation techniques and applications”. 2nd ed. (1998; Zbl 0896.60013)] and J.-D. Deuschel and D. W. Stroock [“Large deviations” (1989; Zbl 0705.60029)]. However the focus of this text lies on the topological assumptions in order to carry out the heart of the theory in greatest generality, especially without a priori necessity to work in Polish spaces and their Borel-σ field. This is the reason why it considerably appeals to functional analytic tools coming from the theory of locally convex vector spaces, which for the convenience of the reader are entirely gathered here. (Zentralblatt)

Bibliogr. p. [155]-159. Index

There are no comments for this item.

Log in to your account to post a comment.
Languages: English | Français | |