Spatializing random measures: Doubly indexed processes and the large deviation principle

Citation
C. Boucher et al., Spatializing random measures: Doubly indexed processes and the large deviation principle, ANN PROBAB, 27(1), 1999, pp. 297-324
Citations number
22
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
27
Issue
1
Year of publication
1999
Pages
297 - 324
Database
ISI
SICI code
0091-1798(199901)27:1<297:SRMDIP>2.0.ZU;2-Z
Abstract
The main theorem is the large deviation principle for the doubly indexed se quence of random measures [GRAPHICS] Here theta is a probability measure on a Polish space K, {D-r, k, k = 1,... ,2(r)} is a dyadic partition of K (hence the use of 2(r) summands) satisfyi ng theta{D-r,D-k} = 1/2(r) and L-q,(1), L-q,(2),...,L-q, (2r) is an indepen dent, identically distributed sequence of random probability measures on a Polish space Y such that {L-q,L-k, q is an element of N} satisfies the larg e deviation principle with a convex rate function. A number of related asym ptotic results are also derived. The random measures W-r,W-q have important applications to the statistical mechanics of turbulence. In a companion paper, the large deviation principl e presented here is used to give a rigorous derivation of maximum entropy p rinciples arising in the well-known Miller-Robert theory of two-dimensional turbulence as well as in a modification of that theory recently proposed b y Turkington.