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Dawson–Gärtner theorem
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Dawson–Gärtner theorem : ウィキペディア英語版
Dawson–Gärtner theorem
In mathematics, the Dawson–Gärtner theorem is a result in large deviations theory. Heuristically speaking, the Dawson–Gärtner theorem allows one to transport a large deviation principle on a “smaller” topological space to a “larger” one.
==Statement of the theorem==
Let (''Y''''j'')''j''∈''J'' be a projective system of Hausdorff topological spaces with maps ''p''''ij'' : ''Y''''j'' → ''Y''''i''. Let ''X'' be the projective limit (also known as the inverse limit) of the system (''Y''''j'', ''p''''ij'')''i'',''j''∈''J'', i.e.
:X = \varprojlim_ Y_ = \left\ \in Y = \prod_ Y_ \right| i < j \implies y_ = p_ (y_) \right\}.
Let (''μ''''ε'')''ε''>0 be a family of probability measures on ''X''. Assume that, for each ''j'' ∈ ''J'', the push-forward measures (''p''''j''∗''μ''''ε'')''ε''>0 on ''Y''''j'' satisfy the large deviation principle with good rate function ''I''''j'' : ''Y''''j'' → R ∪ . Then the family (''μ''''ε'')''ε''>0 satisfies the large deviation principle on ''X'' with good rate function ''I'' : ''X'' → R ∪  given by
:I(x) = \sup_ I_(p_(x)).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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