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A large deviation principle for (r,p)-capacities on the Wiener space
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  • Published: December 1993

A large deviation principle for (r,p)-capacities on the Wiener space

  • Nobuo Yoshida1 

Probability Theory and Related Fields volume 94, pages 473–488 (1993)Cite this article

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  • 14 Citations

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Summary

We formulate and prove a large deviation principle for the (r, p)-capacity on an abstract Wiener space. As an application, we obtain a sharpening of Strassen's law of the iterated logarithm in terms of the capacity.

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Authors and Affiliations

  1. Department of Mathematics, Faculty of Science, Kyoto University, 606, Kyoto, Japan

    Nobuo Yoshida

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  1. Nobuo Yoshida
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Yoshida, N. A large deviation principle for (r,p)-capacities on the Wiener space. Probab. Th. Rel. Fields 94, 473–488 (1993). https://doi.org/10.1007/BF01192559

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  • Received: 10 December 1991

  • Revised: 18 May 1992

  • Issue Date: December 1993

  • DOI: https://doi.org/10.1007/BF01192559

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