On the variational representation of the large deviation function on general Banach spaces

MaRDI QIDQ3102663zbMATH OpenFDO

Authors Mariana Sibiceanu

Publication date 6 December 2011

zbMATH Keywords

good rate functionGâteaux derivativelarge deviation principle

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Large deviations (60F10)

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(6)

• Differentiability-free conditions on the free-energy function implying large deviations
• When is the rate function of a random vector strictly convex?
• Variational form of the large deviation functional
• Variational representations of Varadhan functionals
• Differential techniques for the identification of the rate function in the large deviation principle
• scientific article; zbMATH DE number 4011522 (Why is no real title available?)

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