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On large deviations for random currents induced from stochastic line integrals
Veröffentlicht/Copyright:
14. August 2006
Abstract
We study the large deviation and its rate function in the framework of current-valued processes. The class of processes we consider are determined by stochastic line integrals of 1-forms on a compact manifold. We obtain an explicit expression of the rate function, which enables us to observe the difference from the rate function which governs the moderate deviation. As a corollary, our result includes the large deviation for empirical laws in the space of currents.
Received: 2004-06-02
Accepted: 2004-12-06
Published Online: 2006-08-14
Published in Print: 2006-07-01
© Walter de Gruyter
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Artikel in diesem Heft
- Optimal Sobolev imbeddings
- On spectral gaps and exit time distributions for a non-smooth domain
- Sums of three squares over imaginary quadratic fields
- Totally projective unit groups in modular abelian group algebras
- Wellposedness and asymptotic behaviour of non-autonomous boundary Cauchy problems
- On large deviations for random currents induced from stochastic line integrals
- A bound for the 3-part of class numbers of quadratic fields by means of the square sieve
- On a question of Lillian Pierce
