Large deviation principle with generated pseudo measures

Abstract

Contemporary large deviation theory uses various approaches. One of possible recent approaches is based on the idempotent sup-measure and related integrals based on operations sup and the usual product. In this paper, the large deviation convergence of a sequence of generated pseudo-measures to sup-decomposable measure is introduced. The main result of the paper gives a necessary condition for introduced convergence. © 2005 Elsevier B.V. All rights reserved.