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JOURNALS // Proceedings of the Institute of Mathematics of the NAS of Belarus // Archive

Tr. Inst. Mat., 2015 Volume 23, Number 2, Pages 11–23 (Mi timb236)

This article is cited 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.

UDC: 519.214.8

Received: 30.06.2015



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