Variational representations of Varadhan functionals
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Abstract: Motivated by the theory of large deviations, we introduce a class of non-negative non-linear functionals that have a variational "rate function" representation.
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Cites work
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Cited in
(6)- Criteria for large deviations
- On the upper bound in Varadhan's lemma
- On the variational representation of the large deviation function on general Banach spaces
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- The onset of dominance in balls-in-bins processes with feedback
- Representation of weakly maxitive monetary risk measures and their rate functions
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