Variational representations of Varadhan Functionals
概率论
2007-05-23 v1 泛函分析
摘要
Motivated by the theory of large deviations, we introduce a class of non-negative non-linear functionals that have a variational "rate function" representation.
引用
@article{arxiv.math/0009009,
title = {Variational representations of Varadhan Functionals},
author = {H. Bell and W. Bryc},
journal= {arXiv preprint arXiv:math/0009009},
year = {2007}
}
备注
LaTeX, 6 pages