A large deviation principle for (r,p)-capacities on the Wiener space
Authors:
Nobuo Yoshida
Affiliation:
(1) Department of Mathematics, Faculty of Science, Kyoto University, 606 Kyoto, Japan
Abstract:
Summary We formulate and prove a large deviation principle for the (r, p)-capacity on an abstract Wiener space. As an application, we obtain a sharpening of Strassen's law of the iterated logarithm in terms of the capacity.