Densities of idempotent measures and large deviations

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Abstract

Considering measure theory in which the semifield of positive real numbers is replaced by an idempotent semiring leads to the notion of idempotent measure introduced by Maslov. Then, idempotent measures or integrals with density correspond to supremums of functions for the partial order relation induced by the idempotent structure. In this paper, we give conditions under which an idempotent measure has a density and show by many examples that they are often satisfied. These conditions depend on the lattice structure of the semiring and on the Boolean algebra in which the measure is defined. As an application, we obtain a necessary and sufficient condition for a family of probabilities to satisfy the large deviation principle.

Original languageEnglish
Pages (from-to)4515-4543
Number of pages29
JournalTransactions of the American Mathematical Society
Volume351
Issue number11
DOIs
Publication statusPublished - 1 Jan 1999

Keywords

  • Continuous lattice
  • Dioid
  • Idcmpotent measure
  • Idempotent semiring
  • Large deviations
  • Max-plus algebra
  • Optimization

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