Criteria for large deviations

DOI10.1090/S0002-9947-03-03274-4zbMATH Open1018.60027OpenAlexW1511035913MaRDI QIDQ4806464FDOQ4806464

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

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zbMATH Keywords

large deviationvariational representationtightness condition

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Variational representations of Varadhan functionals

Cited In (19)

• Equivalences and counterexamples between several definitions of the uniform large deviations principle
• Large deviation principles for non-uniformly hyperbolic rational maps
• Title not available (Why is that?)
• On the upper bound in Varadhan's lemma
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
• Functional approach of large deviations in general spaces
• A general conditional large deviation principle
• Variational form of the large deviation functional
• Large deviations for inhomogeneous systems
• Title not available (Why is that?)
• Laplace principle for large population games with control interaction
• Stone-Weierstrass type theorems for large deviations
• Differentiability-free conditions on the free-energy function implying large deviations
• Some familiar examples for which the large deviation principle does not hold
• Criteria for the density of the graph of the entropy map restricted to ergodic states
• Representation of weakly maxitive monetary risk measures and their rate functions
• Variational representations of Varadhan functionals
• Title not available (Why is that?)

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