Concepedia

Varadhan's Lemma

Varadhan's Lemma is a fundamental result in large deviations theory that characterizes the asymptotic exponential behavior of expectations of exponential functionals of a sequence of random variables satisfying a large deviation principle, by expressing the limit as the supremum of a variational problem involving the rate function and the limiting logarithmic moment generating function.

33

Publications

2.4K

Citations

53

Authors

37

Institutions

Publications per year

2017–2026

3

Variants

Varadhan's Large Deviation Lemma

Parents

Publications

33

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

, , +10

Renormalized self-intersection local time for fractional Brownian motion

Yaozhong Hu, David Nualart · The Annals of Probability · 2005 · 141 citations · Full text

, , +12

Small-time Gaussian behavior of symmetric diffusion semi-groups

Masanori Hino, José A. Ramı́rez · The Annals of Probability · 2003 · 78 citations · Full text

, , +9

On uniqueness of invariant measures for finite- and infinite-dimensional diffusions

Sergio Albeverio, M. R�ckner · Communications on Pure and Applied Mathematics · 1999 · 67 citations · Full text

, , +15

Asymptotics of Varadhan-type and the Gibbs variational principle

D. Petz, G. A. Raggio, A. Verbeure · Communications in Mathematical Physics · 1989 · 59 citations

, , +10

1–5 of 33

Authors

53

  1. GF
    Gennadiy Feldman

    B. Verkin Institute for Low Temperature Physics and Engineering of the National Academy of Sciences of Ukraine, Ukraine

    3 publications · 70 citations

    3

    h-index

  2. MT
    Masayoshi Takeda

    Tohoku University, Japan

    2 publications · 57 citations

    2

    h-index

  3. TP
    Tamás Pröhle

    Eötvös Loránd University, Hungary

    1 publications · 36 citations

    1

    h-index

  4. MC
    Mireille Chaleyat–Maurel

    Université Paris Cité, France

    1 publications · 15 citations

    1

    h-index

  5. DB
    David Brydges

    University of Virginia, United States

    1 publications · 21 citations

    1

    h-index

1–5 of 53

Institutions

37

  1. University of British Columbia

    Vancouver, Canada

    2 h-index

    5 publications

    107 citations

  2. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    2 h-index

    2 publications

    56 citations

  3. The University of Osaka

    Osaka, Japan

    2 h-index

    2 publications

    57 citations

  4. Cornell University

    Ithaca, United States

    2 h-index

    3 publications

    170 citations

  5. University of Kansas

    Lawrence, United States

    2 h-index

    3 publications

    297 citations

  6. Leipzig University

    Leipzig, Germany

    2 h-index

    4 publications

    106 citations

  7. Institut Élie Cartan de Lorraine

    Vandœuvre-lès-Nancy, France

    1 h-index

    1 publications

    41 citations

  8. KU Leuven

    Leuven, Belgium

    1 h-index

    3 publications

    177 citations

1–8 of 37

Venues

  1. The Annals of Probability

    6 publications · 322 citations

    6

    h-index

  2. Theory of Probability and Its Applications

    4 publications · 115 citations

    4

    h-index

  3. Communications on Pure and Applied Mathematics

    2 publications · 110 citations

    2

    h-index

  4. Advances in Applied Probability

    AAP · 1 publications · 32 citations

    1

    h-index

  5. Stochastic Processes and their Applications

    1 publications · 14 citations

    1

    h-index

1–5