Variational representations of Varadhan functionals

Bell, Harold; Bryc, Wlodzimierz

doi:10.1090/S0002-9939-00-05764-6

Variational representations of Varadhan functionals
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by Harold Bell and Wlodzimierz Bryc PDF

Proc. Amer. Math. Soc. 129 (2001), 2119-2125 Request permission

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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