Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
A. de ACOSTA and J. KUELBS, Some results on the cluster set C({Sn/an}) and the LIL (preprint).
R. AZENCOTT, Grandes deviations et applications, Lecture Notes in Math. 774, (1980), 1–176.
R.R. BAHADUR and S.L. ZABELL, Large deviations of the sample mean in general vector spaces, Annals Probab. 7, (1979), 587–621.
C. BORELL, The Brunn-Minkowski inequality in Gauss space, Invent. Math. 30, (1975), 207–216.
C. BORELL, Gaussian Radon measures on locally convex spaces, Math.Scand. 38, (1976), 265–284.
A.A. BOROVKOV and A.A. MOGULSKII, Probabilities of large deviations in topological spaces I, Siberian Math.J. 19, (1978), 697–709.
A.A. BOROVKOV and A.A. MOGULSKII, Probabilities of large deviations in topological spaces II, Siberian Math.J. 21, (1980), 653–664.
R. CARMONA and N. KONO, Convergence en loi et lois du logarithme itéré pour les vecteurs gaussiens, Z. Wahrscheinlichkeitstheorie Verw.Geb. 36, (1976), 241–267.
S. CHEVET, Compacité dans l'espace des probabilités de Radon gaussiennes sur un Banach, à paraître.
S. CHEVET, S.A. CHOBANJAN, W. LINDE, V.I. TARIELADZE, Caractérisation de certaines classes d'espaces de Banach par les mesures gaussiennes, Comptes Rendus Acad. Sc. Paris 285, (1977), 793–6.
S.A. CHOBANJAN and V.I. TARIELADZE, On the compactness of covariance operator (Russian), Soobšč. Acad. Nauk Gruzin. SSR 70, (1973), 273–276.
R.M. DUDLEY, The sizes of compact subsets of Hilbert space and continuity of Gaussian processes, J. Funct. Analysis 1, (1967), 290–330.
M.D. DONSKER and S.R.S. VARADHAN, Asymptotic evaluation of certain Mardov process expectations for large time III, Comm.Pure Appl. Math. 29, (1976), 389–461.
R.S. ELLIS and J.R. ROSEN, Laplace's Method for Gaussian integrals with an application to statistical mechanics, Annals Probab. 10, (1982), 47–66.
X. FERNIQUE, Intégrabilité des vecteurs gaussiens, Comptes Rendus Acad. Sc. Paris 270, (1970), 1698–9.
X. FERNIQUE, Une propriété intégrale des mesures gaussiennes convergeant étroitement.
M. FREIDLIN, The action functional for a class of stochastic processes, Theory Probab. Appl. 17, (1972), 511–515.
J. HOFFMANN-JORGENSEN, L.A. SHEPP and R.M. DUDLEY, On the lower tail of Gaussian seminorms, Annals Probab. 7, (1979), 319–342.
G. KALLIANPUR and H. OODAIRA, Freidlin-Wentzell type estimates for abstract Wiener spaces, Sankhyà 40, Series A, (1978), 116–137.
J. KELBS, Gaussian measures on a Banach space, J. Funct. Analysis 5, (1970), 354–367.
M.B. MARCUS and L.A. SHEPP, Sample behavior of Gaussian processes, Sixth Berkeley Symposium on Math.Stat. and Probability, II, (1972), 423–439.
M. PINCUS, Gaussian processes and Hammerstein integral equations, Trans. Amer. Math. Soc. 134, (1968), 193–216.
M. SCHILDER, Some asymptotic formulas for Wiener integrals, Trans. Amer. Math. Soc. 125, (1966), 63–85.
B. SIMON, Trace ideals and their applications, Cambridge University Press, (1979).
B. SIMON, Functional integration and Quantum physics, Academic Press, (1979).
A.V. SKOROKHOD, Limit theorems for stochastic processes, Theory Probab. Appl. 1 (1956), 261–290.
N.N. VAKHANIA, Probability distributions in linear spaces, Tbilissi, (1971).
S.R.S. VARADHAN, Asymptotic probabilities and differential equations, Comm. Pure Appl. Math. 19, (1966), 261–286.
A.D. WENTZELL, Theorems on the action functional for Gaussian random functions, Theory Probab. Appl. 17, (1972), 515–7.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1983 Springer-Verlag
About this paper
Cite this paper
Chevet, S. (1983). Gaussian measures and large deviations. In: Beck, A., Jacobs, K. (eds) Probability in Banach Spaces IV. Lecture Notes in Mathematics, vol 990. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064261
Download citation
DOI: https://doi.org/10.1007/BFb0064261
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-12295-1
Online ISBN: 978-3-540-39870-7
eBook Packages: Springer Book Archive