A rigorous connection between large deviations theory and 0-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for coupled systems and a second order Sanov theorem.
A Γ-convergence approach to large deviations / Mariani, Mauro. - In: ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA. CLASSE DI SCIENZE. - ISSN 0391-173X. - 18:3(2018), pp. 951-976. [10.2422/2036-2145.201301_010]
A Γ-convergence approach to large deviations
Mariani, Mauro
2018
Abstract
A rigorous connection between large deviations theory and 0-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for coupled systems and a second order Sanov theorem.File allegati a questo prodotto
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