Variational representations of Varadhan Functionals
Motivated by the theory of large deviations, we introduce a class of non-negative non-linear functionals that have a variational "rate function" representation.
math.PR↗
arXiv subjects
Publications and source records attributed to H. Bell.
Motivated by the theory of large deviations, we introduce a class of non-negative non-linear functionals that have a variational "rate function" representation.