2 papers
math.PR2016
Addendum to " Sum rules via large deviations "
Fabrice Gamboa, Jan Nagel, Alain Rouault
In these notes we fill a gap in a proof in Section 4 of Gamboa, Nagel, Rouault [Sum rules via large deviations, J. Funct. Anal. 270 (2016), 509-559]. We prove a general theorem whi…
math.PR2014
Sum rules via large deviations
Fabrice Gamboa, Jan Nagel, Alain Rouault
In this paper, a sum rule means a relationship between a functional defined on a subset of all probability measures on involving the reverse Kullback-Leibler divergenc…