Spectral potential, Kullback action, and large deviation principlefor finitely-additive measures
Trudy Instituta matematiki, Tome 23 (2015) no. 2, pp. 11-23
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The known large deviation principle for empirical measures, generated by a sequence if i.i.d. random variables, is extended to the case of finitely-additive and nonnormalized distributions. For the Kullback–Leibler information function we prove a least action principle and gauge identities, linking the Kullback–Leibler information function with its Legendre dual functional.
@article{TIMB_2015_23_2_a1,
author = {V. I. Bakhtin},
title = {Spectral potential, {Kullback} action, and large deviation principlefor finitely-additive measures},
journal = {Trudy Instituta matematiki},
pages = {11--23},
publisher = {mathdoc},
volume = {23},
number = {2},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMB_2015_23_2_a1/}
}
TY - JOUR AU - V. I. Bakhtin TI - Spectral potential, Kullback action, and large deviation principlefor finitely-additive measures JO - Trudy Instituta matematiki PY - 2015 SP - 11 EP - 23 VL - 23 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TIMB_2015_23_2_a1/ LA - ru ID - TIMB_2015_23_2_a1 ER -
V. I. Bakhtin. Spectral potential, Kullback action, and large deviation principlefor finitely-additive measures. Trudy Instituta matematiki, Tome 23 (2015) no. 2, pp. 11-23. http://geodesic.mathdoc.fr/item/TIMB_2015_23_2_a1/