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Variational representations of Varadhan functionals
Author(s):
Harold
Bell;
Wlodzimierz
Bryc
Journal:
Proc. Amer. Math. Soc.
129
(2001),
2119-2125.
MSC (2000):
Primary 60F10
Posted:
November 21, 2000
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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
DOI:
10.1090/S0002-9939-00-05764-6
PII:
S 0002-9939(00)05764-6
Keywords:
Large deviation,
\v{C}ech-Stone compactification,
Varadhan functionals,
rate functions
Received by editor(s):
June 11, 1999
Received by editor(s) in revised form:
November 10, 1999
Posted:
November 21, 2000
Communicated by:
Claudia Neuhauser
Copyright of article:
Copyright
2000,
American Mathematical Society
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