Varadhan's theorem for capacities

Bart Gerritse

Commentationes Mathematicae Universitatis Carolinae (1996)

  • Volume: 37, Issue: 4, page 667-690
  • ISSN: 0010-2628

Abstract

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Varadhan's integration theorem, one of the corner stones of large-deviation theory, is generalized to the context of capacities. The theorem appears valid for any integral that obeys four linearity properties. We introduce a collection of integrals that have these properties. Of one of them, known as the Choquet integral, some continuity properties are established as well.

How to cite

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Gerritse, Bart. "Varadhan's theorem for capacities." Commentationes Mathematicae Universitatis Carolinae 37.4 (1996): 667-690. <http://eudml.org/doc/247925>.

@article{Gerritse1996,
abstract = {Varadhan's integration theorem, one of the corner stones of large-deviation theory, is generalized to the context of capacities. The theorem appears valid for any integral that obeys four linearity properties. We introduce a collection of integrals that have these properties. Of one of them, known as the Choquet integral, some continuity properties are established as well.},
author = {Gerritse, Bart},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {capacities; large deviations; Choquet integral; Varadhan's integration theorem; capacities; large deviations; Choquet integral; Varadhan's integration theorem},
language = {eng},
number = {4},
pages = {667-690},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Varadhan's theorem for capacities},
url = {http://eudml.org/doc/247925},
volume = {37},
year = {1996},
}

TY - JOUR
AU - Gerritse, Bart
TI - Varadhan's theorem for capacities
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1996
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 37
IS - 4
SP - 667
EP - 690
AB - Varadhan's integration theorem, one of the corner stones of large-deviation theory, is generalized to the context of capacities. The theorem appears valid for any integral that obeys four linearity properties. We introduce a collection of integrals that have these properties. Of one of them, known as the Choquet integral, some continuity properties are established as well.
LA - eng
KW - capacities; large deviations; Choquet integral; Varadhan's integration theorem; capacities; large deviations; Choquet integral; Varadhan's integration theorem
UR - http://eudml.org/doc/247925
ER -

References

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