Citation
H. Bell et W. Bryc, Variational representations of Varadhan Functionals, P AM MATH S, 129(7), 2001, pp. 2119-2125
Citations number
12
Categorie Soggetti
Mathematics
Journal title
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
ISSN journal
00029939
→ ACNP
Volume
129
Issue
7
Year of publication
2001
Pages
2119 - 2125
Database
ISI
SICI code
0002-9939(2001)129:7<2119:VROVF>2.0.ZU;2-#
Abstract
Motivated by the theory of large deviations, we introduce a class of non-ne
gative non-linear functionals that have a variational "rate function" repre
sentation.