| Title:
|
Varadhan's theorem for capacities (English) |
| Author:
|
Gerritse, Bart |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
37 |
| Issue:
|
4 |
| Year:
|
1996 |
| Pages:
|
667-690 |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
capacities |
| Keyword:
|
large deviations |
| Keyword:
|
Choquet integral |
| Keyword:
|
Varadhan's integration theorem |
| MSC:
|
28A12 |
| MSC:
|
28A25 |
| MSC:
|
60F10 |
| idZBL:
|
Zbl 0890.28002 |
| idMR:
|
MR1440700 |
| . |
| Date available:
|
2009-01-08T18:27:17Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118877 |
| . |
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| . |
