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.References
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Additional Information
- Harold Bell
- Affiliation: Department of Mathematics, University of Cincinnati, P.O. Box 210025, Cincinnati, Ohio 45221–0025
- Email: bellh@math.uc.edu
- Wlodzimierz Bryc
- Affiliation: Department of Mathematics, University of Cincinnati, P.O. Box 210025, Cincinnati, Ohio 45221–0025
- Email: brycwz@email.uc.edu
- Received by editor(s): June 11, 1999
- Received by editor(s) in revised form: November 10, 1999
- Published electronically: November 21, 2000
- Communicated by: Claudia Neuhauser
- © Copyright 2000 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 129 (2001), 2119-2125
- MSC (2000): Primary 60F10
- DOI: https://doi.org/10.1090/S0002-9939-00-05764-6
- MathSciNet review: 1825925