Pages that link to "Item:Q5203894"
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The following pages link to Extended Laplace principle for empirical measures of a Markov chain (Q5203894):
Displaying 10 items.
- Large deviations built on max-stability (Q2040048) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Conditional nonlinear expectations (Q2289810) (← links)
- A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration (Q2686620) (← links)
- Representation of weakly maxitive monetary risk measures and their rate functions (Q2695985) (← links)
- A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- Extended Laplace principle for empirical measures of a Markov chain (Q5203894) (← links)
- Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)
