High Level Occupation Times for Gaussian Stochastic Processes with Sample Paths in Orlicz Spaces
Keyword(s):
Open Set
◽
Let X be a complete separable metric space, and a family of probability measures on the Borel subsets of X. We say that obeys the large deviation principle (LDP) with a rate function I(·) if there exists a function I(·) from X into [0, ∞] satisfying:(i)0 ≦ I(x) ≦ ∞ for all x ∊ X.(ii)I(·) is lower semicontinuous.(iii)For each l < ∞ the set {x:I(x) ≦ l} is a compact set in X.(iv)For each closed set C ⊂ X(v)For each open set C ⊂ X
1994 ◽
Vol 124
(4)
◽
pp. 737-756
◽
2000 ◽
Vol 130
(4)
◽
pp. 721-741
◽
Keyword(s):