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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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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DOI: https://doi.org/10.1007/BF01192559
Mathematics Subject Classification
- 60∓10