Variational representations of Varadhan Functionals

H. Bell; W. Bryc

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Variational representations of Varadhan Functionals

H. Bell·W. Bryc

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Abstract

Motivated by the theory of large deviations, we introduce a class of non-negative non-linear functionals that have a variational "rate function" representation.

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H. Bell, W. Bryc. 2000-09-01. Variational representations of Varadhan Functionals. https://arxiv.org/abs/math/0009009

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