Timeline for What exactly is the relationship between Donsker-Varadhan variational formula and the Laplace principle?
Current License: CC BY-SA 4.0
13 events
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| Jun 4, 2023 at 15:22 | comment | added | Miheer | That's awesome. I am fascinated by this problem too! Thanks for formulating the question. | |
| Jun 3, 2023 at 14:46 | comment | added | user479223 | @Miheer Thank you so much for the recommendation. This book is exactly what I've been looking for | |
| Jun 3, 2023 at 13:43 | comment | added | Miheer | Yes, this is a feasible way to prove Large Deviation principle. See the book, Analysis and Approximation of Rare Events by Dupuis and Budhiraja, where this strategy is used to establish the Laplace principle in a wide variety of models. The idea is to interpret the former variational optimization as a stochastic control problem, while the latter problem is expressed as a deterministic control problem | |
| S Apr 3, 2023 at 0:00 | history | bounty ended | CommunityBot | ||
| S Apr 3, 2023 at 0:00 | history | notice removed | CommunityBot | ||
| S Mar 25, 2023 at 22:54 | history | bounty started | user479223 | ||
| S Mar 25, 2023 at 22:54 | history | notice added | user479223 | Draw attention | |
| S Oct 21, 2022 at 22:03 | history | bounty ended | CommunityBot | ||
| S Oct 21, 2022 at 22:03 | history | notice removed | CommunityBot | ||
| S Oct 13, 2022 at 20:44 | history | bounty started | user479223 | ||
| S Oct 13, 2022 at 20:44 | history | notice added | user479223 | Draw attention | |
| Oct 12, 2022 at 1:50 | history | edited | user479223 | CC BY-SA 4.0 |
added 462 characters in body
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| Oct 11, 2022 at 1:43 | history | asked | user479223 | CC BY-SA 4.0 |