# Dawson–Gärtner theorem

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 (Yj)j∈J be a projective system of Hausdorff topological spaces with maps pij : Yj → Yi. Let X be the projective limit (also known as the inverse limit) of the system (Yj, pij)i,j∈J, i.e.

{displaystyle X=varprojlim _{jin J}Y_{j}=left{left.y=(y_{j})_{jin J}in Y=prod _{jin J}Y_{j}right|i0 be a family of probability measures on X. Assume that, for each j ∈ J, the push-forward measures (pj∗με)ε>0 on Yj satisfy the large deviation principle with good rate function Ij : Yj → R ∪ {+∞}. Then the family (με)ε>0 satisfies the large deviation principle on X with good rate function I : X → R ∪ {+∞} given by {displaystyle I(x)=sup _{jin J}I_{j}(p_{j}(x)).} References Dembo, Amir; Zeitouni, Ofer (1998). Large deviations techniques and applications. Applications of Mathematics (New York) 38 (Second ed.). New York: Springer-Verlag. pp. xvi+396. ISBN 0-387-98406-2. MR 1619036. (See theorem 4.6.1) Categories: Asymptotic analysisLarge deviations theoryProbability theorems

Si quieres conocer otros artículos parecidos a Dawson–Gärtner theorem puedes visitar la categoría Asymptotic analysis.

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