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Variational representations of Varadhan functionals

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Publication:2718980
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DOI10.1090/S0002-9939-00-05764-6zbMath0978.60018arXivmath/0009009OpenAlexW1507989596MaRDI QIDQ2718980

Harold Bell, Wlodzimierz Bryc

Publication date: 14 May 2001

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

Full work available at URL: https://arxiv.org/abs/math/0009009

zbMATH Keywords

large deviationrate functionsCech-Stone compactificationVaradhan functionals


Mathematics Subject Classification ID

Large deviations (60F10)


Related Items

Criteria for large deviations, Representation of weakly maxitive monetary risk measures and their rate functions, The onset of dominance in balls-in-bins processes with feedback



Cites Work

  • Compactness in the theory of large deviations
  • Sequences of capacities, with connections to large-deviation theory
  • Upper bounds for large deviations of dependent random vectors
  • Densities of idempotent measures and large deviations
  • Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
  • Asymptotic probabilities and differential equations
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