Criteria for large deviations

DOI10.1090/S0002-9947-03-03274-4MaRDI QIDQ4806464zbMATH OpenOpenAlexFDO

Authors Henri Comman

Publication date 14 May 2003

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9947-03-03274-4

zbMATH Keywords

large deviationtightness conditionvariational representation

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Large deviations (60F10)

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• Variational representations of Varadhan functionals

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(21)

• Stone-Weierstrass type theorems for large deviations
• Differentiability-free conditions on the free-energy function implying large deviations
• Functional approach of large deviations in general spaces
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Variational form of the large deviation functional
• Equivalences and counterexamples between several definitions of the uniform large deviations principle
• Representation of weakly maxitive monetary risk measures and their rate functions
• Variational representations of Varadhan functionals
• Criteria for the density of the graph of the entropy map restricted to ergodic states
• Large deviations for inhomogeneous systems
• Large deviation principles for non-uniformly hyperbolic rational maps
• scientific article; zbMATH DE number 2128123 (Why is no real title available?)
• scientific article; zbMATH DE number 4194836 (Why is no real title available?)
• Some familiar examples for which the large deviation principle does not hold
• scientific article; zbMATH DE number 1064647 (Why is no real title available?)
• Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
• scientific article; zbMATH DE number 4184511 (Why is no real title available?)
• Laplace principle for large population games with control interaction
• Small noise and small time asymptotics for McKean-Vlasov SDEs with local Lipschitz coefficients
• A general conditional large deviation principle
• On the upper bound in Varadhan's lemma

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