On Cramér's theory in infinite dimensions:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Paris
Société Math. de France
2007
|
| Schriftenreihe: | Panoramas et synthèses
23 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. [155] - 159 |
| Beschreibung: | VI, 159 S. |
| ISBN: | 9782856292358 |
Internformat
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| 100 | 1 | |a Cerf, Raphaël |e Verfasser |0 (DE-588)1044770651 |4 aut | |
| 245 | 1 | 0 | |a On Cramér's theory in infinite dimensions |c Raphael Cerf |
| 264 | 1 | |a Paris |b Société Math. de France |c 2007 | |
| 300 | |a VI, 159 S. | ||
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| 500 | |a Literaturverz. S. [155] - 159 | ||
| 600 | 1 | 4 | |a Cramér, Harald <1893-> |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 4 | |a Random variables | |
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Datensatz im Suchindex
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|---|---|
| adam_text |
Titel: On Cramér's theory in infinite dimensions
Autor: Cerf, Raphaël
Jahr: 2007
CONTENTS
Acknowledgements
1. Introduction . 1
1.1. The Isiiiü Curi.' Wei- in. .del . ,'i
1.2. The neatest neiülil» iiir I-iiiü mode! . 1
1.3. Overview i if the text . (I
2. Large deviation theory . !)
3. Topological vector spaces . 15
4. The model . II»
5. The weak large deviation principle . 21
6. The measurability hypothesis . 23
li.l. Weak ti.pnl.mv . 21
t.2. Cylinder n field . 21
7. Subaddit ivity 27
8. Proof of theorem 5.2 il
9. Convex regularity .V.
10. Enhanced upper bound II
11. The Cramer transform / et as a function of ¡i l'i
12. The Cramer transform and the Log Laplace 57
13. / A": the discrete case (.{
14. / \": the smooth case '.'•
15. / A": the finite dimensional rase 71
lfi. / A': infinite dimensions 77
vi CONTENTS
17. Exponential tightness . 81
18. Cramer's theorem in R . 85
19. Cramer's theorem in Md . 91
20. Cramer's theorem in the weak topology . 97
21. Cramer's theorem in a Banach space .103
22. Gaussian measures .107
23. Sanov's theorem: autonomous derivation .115
24. Cramer's theorem implies Sanov's theorem .125
25. Sanov's theorem implies the compact Cramer theorem .129
25.1. The compact case .130
25.2. A general inequality between A*,1, H .133
26. Mosco convergence .137
A. Lusin's theorem .145
B. The mean of a probability measure .147
C. Ky Fan's proof of the minimax theorem .149
Index .153
Bibliography .155 |
| adam_txt |
Titel: On Cramér's theory in infinite dimensions
Autor: Cerf, Raphaël
Jahr: 2007
CONTENTS
Acknowledgements
1. Introduction . 1
1.1. The Isiiiü Curi.' Wei- in. .del . ,'i
1.2. The neatest neiülil» iiir I-iiiü mode! . 1
1.3. Overview i if the text . (I
2. Large deviation theory . !)
3. Topological vector spaces . 15
4. The model . II»
5. The weak large deviation principle . 21
6. The measurability hypothesis . 23
li.l. Weak ti.pnl.mv . 21
t.2. Cylinder n field . 21
7. Subaddit ivity 27
8. Proof of theorem 5.2 il
9. Convex regularity .V.
10. Enhanced upper bound II
11. The Cramer transform / et as a function of ¡i l'i
12. The Cramer transform and the Log Laplace 57
13. / A": the discrete case (.{
14. / \": the smooth case '.'•
15. / A": the finite dimensional rase 71
lfi. / A': infinite dimensions 77
vi CONTENTS
17. Exponential tightness . 81
18. Cramer's theorem in R . 85
19. Cramer's theorem in Md . 91
20. Cramer's theorem in the weak topology . 97
21. Cramer's theorem in a Banach space .103
22. Gaussian measures .107
23. Sanov's theorem: autonomous derivation .115
24. Cramer's theorem implies Sanov's theorem .125
25. Sanov's theorem implies the compact Cramer theorem .129
25.1. The compact case .130
25.2. A general inequality between A*,1, H .133
26. Mosco convergence .137
A. Lusin's theorem .145
B. The mean of a probability measure .147
C. Ky Fan's proof of the minimax theorem .149
Index .153
Bibliography .155 |
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| index_date | 2024-07-02T20:30:31Z |
| indexdate | 2024-07-20T03:23:34Z |
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| isbn | 9782856292358 |
| language | English |
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| spelling | Cerf, Raphaël Verfasser (DE-588)1044770651 aut On Cramér's theory in infinite dimensions Raphael Cerf Paris Société Math. de France 2007 VI, 159 S. txt rdacontent n rdamedia nc rdacarrier Panoramas et synthèses 23 Literaturverz. S. [155] - 159 Cramér, Harald <1893-> Distribution (Probability theory) Mathematical statistics Random variables Stochastic processes Minimax-Theorem (DE-588)4135131-9 gnd rswk-swf Große Abweichung (DE-588)4330658-5 gnd rswk-swf Lokalkonvexer Raum (DE-588)4168126-5 gnd rswk-swf Lokalkonvexer Raum (DE-588)4168126-5 s Große Abweichung (DE-588)4330658-5 s Minimax-Theorem (DE-588)4135131-9 s DE-604 Panoramas et synthèses 23 (DE-604)BV037491878 23 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016443129&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Cerf, Raphaël On Cramér's theory in infinite dimensions Panoramas et synthèses Cramér, Harald <1893-> Distribution (Probability theory) Mathematical statistics Random variables Stochastic processes Minimax-Theorem (DE-588)4135131-9 gnd Große Abweichung (DE-588)4330658-5 gnd Lokalkonvexer Raum (DE-588)4168126-5 gnd |
| subject_GND | (DE-588)4135131-9 (DE-588)4330658-5 (DE-588)4168126-5 |
| title | On Cramér's theory in infinite dimensions |
| title_auth | On Cramér's theory in infinite dimensions |
| title_exact_search | On Cramér's theory in infinite dimensions |
| title_exact_search_txtP | On Cramér's theory in infinite dimensions |
| title_full | On Cramér's theory in infinite dimensions Raphael Cerf |
| title_fullStr | On Cramér's theory in infinite dimensions Raphael Cerf |
| title_full_unstemmed | On Cramér's theory in infinite dimensions Raphael Cerf |
| title_short | On Cramér's theory in infinite dimensions |
| title_sort | on cramer s theory in infinite dimensions |
| topic | Cramér, Harald <1893-> Distribution (Probability theory) Mathematical statistics Random variables Stochastic processes Minimax-Theorem (DE-588)4135131-9 gnd Große Abweichung (DE-588)4330658-5 gnd Lokalkonvexer Raum (DE-588)4168126-5 gnd |
| topic_facet | Cramér, Harald <1893-> Distribution (Probability theory) Mathematical statistics Random variables Stochastic processes Minimax-Theorem Große Abweichung Lokalkonvexer Raum |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016443129&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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