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Dichotomy in a scaling limit under Wiener measure with density


 
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1. Title Title of document Dichotomy in a scaling limit under Wiener measure with density
 
2. Creator Author's name, affiliation, country Tadahisa Funaki; Graduate School of Mathematical Sciences, The University of Tokyo
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Large deviation principle, minimizers, pinned Wiener measure, scaling limit, concentration
 
3. Subject Subject classification 60F10, 82B24, 82B31
 
4. Description Abstract 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.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2007-05-16
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1271
 
10. Identifier Digital Object Identifier 10.1214/ECP.v12-1271
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 12
 
12. Language English=en
 
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