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This article is cited in 1 scientific paper (total in 1 paper)
Spectral potential, Kullback action, and large deviation principlefor finitely-additive measures
V. I. Bakhtin Belarusian State University, Minsk
Abstract:
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.
Received: 30.06.2015
Citation:
V. I. Bakhtin, “Spectral potential, Kullback action, and large deviation principlefor finitely-additive measures”, Tr. Inst. Mat., 23:2 (2015), 11–23
Linking options:
https://www.mathnet.ru/eng/timb236 https://www.mathnet.ru/eng/timb/v23/i2/p11
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