Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Pathwise large deviations for white noise chaos expansions   We consider a family of continuous processes
$\{X^\varepsilon\}_{\varepsilon>0}$ which are measurable with respect to a
white noise measure, take values in the space of continuous functions
$C([0,1]^d:\mathbb{R})$, and have the Wiener chaos expansion
  \[
  X^\varepsilon = \sum_{n=0}^{\infty} \varepsilon^n I_n \big(f_n^{\varepsilon}
\big).
  \] We provide sufficient conditions for the large deviations principle of
$\{X^\varepsilon\}_{\varepsilon>0}$ to hold in $C([0,1]^d:\mathbb{R})$, thereby
refreshing a problem left open by P\'erez-Abreu (1993) in the Brownian motion
case. The proof is based on the weak convergence approach to large deviations:
it involves demonstrating the convergence in distribution of certain
perturbations of the original process, and thus the main difficulties lie in
analysing and controlling the perturbed multiple stochastic integrals.
Moreover, adopting this representation offers a new perspective on pathwise
large deviations and induces a variety of applications thereof.

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The categories of this paper are: astro-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: gr-qc
21
The categories of this paper are: adap-org
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The categories of this paper are: q-bio
36
The categories of this paper are: cmp-lg
16
The categories of this paper are: stat
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The categories of this paper are: nucl-ex
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The categories of this paper are: funct-an
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The categories of this paper are: nucl-th
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The categories of this paper are: physics
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The categories of this paper are: comp-gas
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The categories of this paper are: hep-th
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The categories of this paper are: patt-sol
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The categories of this paper are: mtrl-th
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The categories of this paper are: solv-int