Geodesic
Varadhan's theorem for capacities
Commentationes Mathematicae Universitatis Carolinae, Tome 37 (1996) no. 4, pp. 667-690 Cet article a éte moissonné depuis la source 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.
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.
Classification : 28A12, 28A25, 60F10
Keywords: capacities; large deviations; Choquet integral; Varadhan's integration theorem 
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Gerritse, Bart. Varadhan's theorem for capacities. Commentationes Mathematicae Universitatis Carolinae, Tome 37 (1996) no. 4, pp. 667-690. http://geodesic.mathdoc.fr/item/CMUC_1996_37_4_a1/