LARGE DEVIATION PRINCIPLE FOR SET-VALUED UNION PROCESSES
Abstract: The purpose of the paper is to establish a large deviation principle for a
certain class of increasing set-valued processes obeying Markovian dynamics. The
obtained result is then applied to investigate the asymptotics of the sequence of
successive convex hulls generated by uniform samples on a -dimensional ball.
1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: large deviations, random closed sets, Markov process, convex
hull.