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On large deviations in Hilbert space
Published online by Cambridge University Press: 20 January 2009
Abstract
Nonstandard methods and a flat integral representation are used to give a simple and intuitive proof of the large deviation principle for a Gaussian measure on a separable Hilbert space.
- Type
- Research Article
- Information
- Proceedings of the Edinburgh Mathematical Society , Volume 34 , Issue 3 , October 1991 , pp. 487 - 495
- Copyright
- Copyright © Edinburgh Mathematical Society 1991
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