Variational representations of Varadhan Functionals
Probability
2007-05-23 v1 Functional Analysis
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.
Keywords
Cite
@article{arxiv.math/0009009,
title = {Variational representations of Varadhan Functionals},
author = {H. Bell and W. Bryc},
journal= {arXiv preprint arXiv:math/0009009},
year = {2007}
}
Comments
LaTeX, 6 pages