Dichotomy in a scaling limit underwiener measure with density

Tadahisa Funaki*

*この研究の対応する著者

研究成果: Article査読

4 被引用数 (Scopus)

抄録

In general, if the large deviation principle holds for a sequence of probability measures and its rate functional admits a unique minimizer, then the measures asymptotically concentrate in its neighborhood so that the law of large numbers follows. This paper discusses the situation that the rate functional has two distinct minimizers, for a simple model described by the pinned Wiener measures with certain densities involving a scaling. We study their asymptotic behavior and determine to which minimizers they converge based on a more precise investigation than the large deviation’s level.

本文言語English
ページ(範囲)173-183
ページ数11
ジャーナルElectronic Communications in Probability
12
DOI
出版ステータスPublished - 2007 1 1
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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