Varadhan's theorem for capacities
Gerritse, Bart
Commentationes Mathematicae Universitatis Carolinae, Tome 37 (1996), p. 667-690 / Harvested from Czech Digital Mathematics Library
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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.

Publié le : 1996-01-01
Classification:  28A12,  28A25,  60F10 
@article{118877,
     author = {Bart Gerritse},
     title = {Varadhan's theorem for capacities},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {37},
     year = {1996},
     pages = {667-690},
     zbl = {0890.28002},
     mrnumber = {1440700},
     language = {en},
     url = {http://dml.mathdoc.fr/item/118877}
}

Gerritse, Bart. Varadhan's theorem for capacities. Commentationes Mathematicae Universitatis Carolinae, Tome 37 (1996) pp. 667-690. http://gdmltest.u-ga.fr/item/118877/

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