Weakly maxitive set functions and their possibility distributions
Abstract
The Shilkret integral with respect to a completely maxitive capacity is fully determined by a possibility distribution. In this paper, we introduce a weaker topological form of maxitivity and show that under this assumption the Shilkret integral is still determined by its possibility distribution for functions that are sufficiently regular. Motivated by large deviations theory, we provide a Laplace principle for maxitive integrals and characterize the possibility distribution under certain separation and convexity assumptions. Moreover, we show a maxitive integral representation result for weakly maxitive non-linear expectations. The theoretical results are illustrated by providing large deviations bounds for sequences of capacities, and by deriving a monotone analogue of Cram\'{e}r's theorem.
Cite
@article{arxiv.2103.15102,
title = {Weakly maxitive set functions and their possibility distributions},
author = {Michael Kupper and José Miguel Zapata},
journal= {arXiv preprint arXiv:2103.15102},
year = {2023}
}