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3
votes
0
answers
164
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Asymptotic behaviour of principal eigenfunctions and large deviations
Dear Math Overflowers,
I am currently interested in a particular problem involving Large Deviations. I am only going to talk about the PDE side of the problem, but I'll be happy to provide more detai …
3
votes
0
answers
170
views
A variant of the Laplace principle
$\newcommand{\R}{\mathbb R}\newcommand{\eps}{\varepsilon}$In $\R^d$ I am given a sequence of smooth functions $f_\eps(x)$ that converges uniformly to some $f(x)$, which is assumed to be a good rate fu …
2
votes
0
answers
289
views
Schilder's theorem for brownian bridges
I am really not a probabilist and I apologize if my question is too naive or not appropriate, please feel free to migrate to SE.
A bit of context: usually, Schilder's theorem tells us that the browni …