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Informal Systems Seminar (ISS), Centre for Intelligent Machines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisions (GERAD)

On White Noise Associated Large Deviation Principles

David Levanony
Ben Gurion University
Beer Sheva Israel

September 28, 2018 at  11:00 AM
McConnell Engineering Room 437

We use Hida's work on stochastic distributions and white noise space theory, together with Lifshits' contributions to the theory of Gaussian processes, to construct and study a wide class of stationary increment Gaussian processes and their associated Large Deviation Principles (LDPs). These LDPs generalize the well known Schilder LDP for the Brownian motion.