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Γ-convergence of Onsager–Machlup functionals : II. Infinite product measures on Banach spaces
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Ayanbayev, Birzhan, Klebanov, Ilja, Lie, Han Cheng and Sullivan, T. J. (2021) Γ-convergence of Onsager–Machlup functionals : II. Infinite product measures on Banach spaces. Inverse Problems, 38 (2). 025006. doi:10.1088/1361-6420/ac3f82
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Official URL: https://doi.org/10.1088/1361-6420/ac3f82
Abstract
We derive Onsager–Machlup functionals for countable product measures on weighted ℓ p subspaces of the sequence space RN . Each measure in the product is a shifted and scaled copy of a reference probability measure on R that admits a sufficiently regular Lebesgue density. We study the equicoercivity and Γ-convergence of sequences of Onsager–Machlup functionals associated to convergent sequences of measures within this class. We use these results to establish analogous results for probability measures on separable Banach or Hilbert spaces, including Gaussian, Cauchy, and Besov measures with summability parameter 1 ⩽ p ⩽ 2. Together with part I of this paper, this provides a basis for analysis of the convergence of maximum a posteriori estimators in Bayesian inverse problems and most likely paths in transition path theory.
| Item Type: | Journal Article | ||||||||||||
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| Subjects: | Q Science > QA Mathematics | ||||||||||||
| Divisions: | Faculty of Science > Mathematics | ||||||||||||
| SWORD Depositor: | Library Publications Router | ||||||||||||
| Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory, Inverse problems (Differential equations), Functionals, Gaussian measures, Banach spaces, Convergence | ||||||||||||
| Journal or Publication Title: | Inverse Problems | ||||||||||||
| Publisher: | IOP Publishing | ||||||||||||
| ISSN: | 1361-6420 | ||||||||||||
| Official Date: | 28 December 2021 | ||||||||||||
| Dates: |
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| Volume: | 38 | ||||||||||||
| Number: | 2 | ||||||||||||
| Article Number: | 025006 | ||||||||||||
| DOI: | 10.1088/1361-6420/ac3f82 | ||||||||||||
| Status: | Peer Reviewed | ||||||||||||
| Publication Status: | Published | ||||||||||||
| Access rights to Published version: | Open Access | ||||||||||||
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