Γ-convergence of Onsager-Machlup functionals. Part II: Infinite product measures on Banach spaces

Abstract

We derive Onsager-Machlup functionals for countable product measures on weighted ${\ell }^p$ subspaces of the sequence space ${\mathbb{R}}^{\mathbb{N}}$. Each measure in the product is a shifted and scaled copy of a reference probability measure on $\mathbb{R}$ that admits a sufficiently regular Lebesgue density. We study the equicoercivity and $\Gamma$-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 $1\le p\le 2$. 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.

arXiv comment32 pages

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Cited by in corpus (6)

• Γ-convergence of Onsager-Machlup functionals. Part I: With applications to maximum a posteriori estimation in Bayesian inverse problems
• Most probable transition paths in piecewise-smooth stochastic differential equations
• Maximum a posteriori estimators in ${\ell }^p$ are well-defined for diagonal Gaussian priors
• An order-theoretic perspective on modes and maximum a posteriori estimation in Bayesian inverse problems
• Are minimizers of the Onsager-Machlup functional strong posterior modes?
• Strong maximum a posteriori estimation in Banach spaces with Gaussian priors