On the continuity of the Cramer transform

Abstract

The Cramer transform introduced in large deviations theory sends classical probabilities (resp. finite positive measures) into (min,+) probabilities (resp. finite measures) also called cost measures. We study its continuity when the two spaces of measures are endowed with the weak convergence topology. We prove that the Cramer transform is continuous in the… (More)

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Cite this paper

@inproceedings{Akian1996OnTC, title={On the continuity of the Cramer transform}, author={M. Akian and T D Cramer}, year={1996} }