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Examples of Representations and Their Application

  • Amarjit BudhirajaEmail author
  • Paul Dupuis
Chapter
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 94)

Abstract

Our approach to the study of large deviations is based on convenient variational representations for expected values of nonnegative functionals. In this chapter we give three examples of such representations and show how they allow easy proofs of some classical results.

Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Statistics and Operations ResearchUniversity of North CarolinaChapel HillUSA
  2. 2.Division of Applied MathematicsBrown UniversityProvidenceUSA

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