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Dawson–Gärtner theorem

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348: 143: 567: 343:{\displaystyle X=\varprojlim _{j\in J}Y_{j}=\left\{\left.y=(y_{j})_{j\in J}\in Y=\prod _{j\in J}Y_{j}\right|i<j\implies y_{i}=p_{ij}(y_{j})\right\}.} 486: 588: 621: 626: 583:. Applications of Mathematics (New York) 38 (Second ed.). New York: Springer-Verlag. pp. xvi+396. 616: 32: 28: 598: 386: 8: 370: 424: 31:. Heuristically speaking, the Dawson–Gärtner theorem allows one to transport a 584: 67: 36: 594: 71: 610: 105:
be the projective limit (also known as the inverse limit) of the system (
20: 198: 489: 146: 578: 562:{\displaystyle I(x)=\sup _{j\in J}I_{j}(p_{j}(x)).} 561: 342: 608: 506: 16:Mathematical result in large deviations theory 581:Large deviations techniques and applications 464:satisfies the large deviation principle on 423:satisfy the large deviation principle with 42: 289: 285: 609: 448: ∪ {+∞}. Then the family ( 579:Dembo, Amir; Zeitouni, Ofer (1998). 13: 14: 638: 553: 550: 544: 531: 499: 493: 329: 316: 286: 221: 207: 1: 572: 72:Hausdorff topological spaces 25:Dawson–Gärtner theorem 7: 480: ∪ {+∞} given by 10: 643: 377:. Assume that, for each 33:large deviation principle 468:with good rate function 43:Statement of the theorem 622:Large deviations theory 29:large deviations theory 563: 344: 564: 387:push-forward measures 345: 627:Probability theorems 487: 371:probability measures 144: 617:Asymptotic analysis 603:(See theorem 4.6.1) 39:to a “larger” one. 559: 520: 425:good rate function 340: 260: 175: 162: 505: 245: 155: 153: 68:projective system 37:topological space 634: 602: 568: 566: 565: 560: 543: 542: 530: 529: 519: 349: 347: 346: 341: 336: 332: 328: 327: 315: 314: 299: 298: 275: 271: 270: 269: 259: 235: 234: 219: 218: 188: 187: 174: 163: 642: 641: 637: 636: 635: 633: 632: 631: 607: 606: 591: 575: 538: 534: 525: 521: 509: 488: 485: 484: 463: 456: 443: 434: 422: 413: 406: 398: 369:be a family of 368: 361: 323: 319: 307: 303: 294: 290: 265: 261: 249: 224: 220: 214: 210: 200: 197: 196: 192: 183: 179: 164: 154: 145: 142: 141: 136: 122: 113: 100: 91: 82: 65: 55: 45: 35:on a “smaller” 27:is a result in 17: 12: 11: 5: 640: 630: 629: 624: 619: 605: 604: 589: 574: 571: 570: 569: 558: 555: 552: 549: 546: 541: 537: 533: 528: 524: 518: 515: 512: 508: 504: 501: 498: 495: 492: 458: 452: 439: 430: 418: 408: 402: 393: 363: 357: 351: 350: 339: 335: 331: 326: 322: 318: 313: 310: 306: 302: 297: 293: 288: 284: 281: 278: 274: 268: 264: 258: 255: 252: 248: 244: 241: 238: 233: 230: 227: 223: 217: 213: 209: 206: 203: 199: 195: 191: 186: 182: 178: 173: 170: 167: 161: 158: 152: 149: 124: 118: 109: 96: 87: 78: 57: 51: 44: 41: 15: 9: 6: 4: 3: 2: 639: 628: 625: 623: 620: 618: 615: 614: 612: 600: 596: 592: 590:0-387-98406-2 586: 582: 577: 576: 556: 547: 539: 535: 526: 522: 516: 513: 510: 502: 496: 490: 483: 482: 481: 479: 476: →  475: 472: :  471: 467: 461: 455: 451: 447: 444: →  442: 438: 435: :  433: 429: 426: 421: 417: 411: 405: 401: 396: 392: 388: 384: 381: ∈  380: 376: 372: 366: 360: 356: 337: 333: 324: 320: 311: 308: 304: 300: 295: 291: 282: 279: 276: 272: 266: 262: 256: 253: 250: 246: 242: 239: 236: 231: 228: 225: 215: 211: 204: 201: 193: 189: 184: 180: 176: 171: 168: 165: 159: 156: 150: 147: 140: 139: 138: 135: 131: 127: 121: 117: 112: 108: 104: 99: 95: 92: →  90: 86: 83: :  81: 77: 73: 69: 64: 60: 54: 50: 40: 38: 34: 30: 26: 22: 580: 477: 473: 469: 465: 459: 453: 449: 445: 440: 436: 431: 427: 419: 415: 409: 403: 399: 394: 390: 382: 378: 374: 364: 358: 354: 352: 133: 129: 125: 119: 115: 110: 106: 102: 97: 93: 88: 84: 79: 75: 62: 58: 52: 48: 46: 24: 18: 21:mathematics 611:Categories 573:References 74:with maps 514:∈ 287:⟹ 254:∈ 247:∏ 237:∈ 229:∈ 177:⁡ 169:∈ 160:← 599:1619036 137:, i.e. 114:,  101:. Let 597:  587:  460:ε 454:ε 450:μ 410:ε 404:ε 400:μ 385:, the 365:ε 359:ε 355:μ 23:, the 462:>0 412:>0 367:>0 353:Let ( 66:be a 47:Let ( 585:ISBN 280:< 507:sup 414:on 373:on 157:lim 70:of 19:In 613:: 595:MR 593:. 120:ij 80:ij 601:. 557:. 554:) 551:) 548:x 545:( 540:j 536:p 532:( 527:j 523:I 517:J 511:j 503:= 500:) 497:x 494:( 491:I 478:R 474:X 470:I 466:X 457:) 446:R 441:j 437:Y 432:j 428:I 420:j 416:Y 407:) 397:∗ 395:j 391:p 389:( 383:J 379:j 375:X 362:) 338:. 334:} 330:) 325:j 321:y 317:( 312:j 309:i 305:p 301:= 296:i 292:y 283:j 277:i 273:| 267:j 263:Y 257:J 251:j 243:= 240:Y 232:J 226:j 222:) 216:j 212:y 208:( 205:= 202:y 194:{ 190:= 185:j 181:Y 172:J 166:j 151:= 148:X 134:J 132:∈ 130:j 128:, 126:i 123:) 116:p 111:j 107:Y 103:X 98:i 94:Y 89:j 85:Y 76:p 63:J 61:∈ 59:j 56:) 53:j 49:Y

Index

mathematics
large deviations theory
large deviation principle
topological space
projective system
Hausdorff topological spaces
probability measures
push-forward measures
good rate function
ISBN
0-387-98406-2
MR
1619036
Categories
Asymptotic analysis
Large deviations theory
Probability theorems

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