Sequences of capacities, with connections to large-deviation theory

DOI10.1007/BF02213733MaRDI QIDQ1908203zbMATH OpenFDO

Authors George L. O'Brien

Publication date 24 September 1996

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

large deviation principlesets of capacities

Mathematics Subject Classification ID

Large deviations (60F10) Probabilistic potential theory (60J45)

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• Asymptotic probabilities and differential equations
• Compactness in the theory of large deviations
• Large deviations and strong mixing
• Large deviations for processes with independent increments
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces

Cited in

(17)

• Metrizability of the Lévy topology on the space of nonadditive measures on metric spaces
• Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
• Equivalences of the large deviation principle for Gibbs measures and critical balance in the Ising model
• Moderate deviations and functional limits for random processes with stationary and independent increments
• Functional approach of large deviations in general spaces
• Capacities, Set-Valued Random Variables and Laws of Large Numbers for Capacities
• Large deviations of continuous regular conditional probabilities
• Weak convergence of probability measures to Choquet capacity functionals
• Unusually large values for spectrally positive stable and related processes
• Representation of maxitive measures: An overview
• The Research of Wim Vervaat
• scientific article; zbMATH DE number 3864225 (Why is no real title available?)
• A large deviation principle for stochastic integrals
• Variational representations of Varadhan functionals
• Densities of idempotent measures and large deviations
• Integral representation of belief measures on compact spaces
• CAPACITIES ON C*-ALGEBRAS

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