Varadhan's theorem for capacities
Commentationes Mathematicae Universitatis Carolinae, Tome 37 (1996) no. 4, pp. 667-690.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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
@article{CMUC_1996__37_4_a1,
     author = {Gerritse, Bart},
     title = {Varadhan's theorem for capacities},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {667--690},
     publisher = {mathdoc},
     volume = {37},
     number = {4},
     year = {1996},
     mrnumber = {1440700},
     zbl = {0890.28002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1996__37_4_a1/}
}
TY  - JOUR
AU  - Gerritse, Bart
TI  - Varadhan's theorem for capacities
JO  - Commentationes Mathematicae Universitatis Carolinae
PY  - 1996
SP  - 667
EP  - 690
VL  - 37
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CMUC_1996__37_4_a1/
LA  - en
ID  - CMUC_1996__37_4_a1
ER  - 
%0 Journal Article
%A Gerritse, Bart
%T Varadhan's theorem for capacities
%J Commentationes Mathematicae Universitatis Carolinae
%D 1996
%P 667-690
%V 37
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CMUC_1996__37_4_a1/
%G en
%F CMUC_1996__37_4_a1
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/