Download e-book for iPad: Non-Additive Measure and Integral by D. Denneberg

By D. Denneberg

ISBN-10: 9048144043

ISBN-13: 9789048144044

ISBN-10: 9401724342

ISBN-13: 9789401724340

Non-Additive degree and Integral is the 1st systematic method of the topic. a lot of the additive conception (convergence theorems, Lebesgue areas, illustration theorems) is generalized, at the least for submodular measures that are characterised by way of having a subadditive fundamental. the idea is of curiosity for functions to fiscal choice conception (decisions lower than chance and uncertainty), to statistical data (including trust features, fuzzy measures) to cooperative video game idea, man made intelligence, assurance, and so on.
Non-Additive degree and Integral collects the result of scattered and sometimes remoted methods to non-additive measures and their integrals which originate in natural arithmetic, capability conception, information, video game thought, fiscal determination conception and different fields of software. It unifies, simplifies and generalizes identified effects and vitamins the speculation with new effects, therefore offering a valid foundation for functions and extra examine during this becoming box of accelerating curiosity. It additionally includes primary result of sigma-additive and finitely additive degree and integration thought and sheds new mild on additive thought. Non-Additive degree andIntegral employs distribution services and quantile capabilities as foundation instruments, therefore ultimate with regards to the wide-spread language of chance concept.
as well as serving as a big reference, the publication can be utilized as a arithmetic textbook for graduate classes or seminars, containing many routines to help or complement the textual content.

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Example text

5 Let PI, P2 be probability measures on a a-algebra A. Define a) Show that Jl is monotone and continuous from below. b) Show p; = PI A P2 • c) In the special case n = {O,l}, A = 2 0 , show that Jl is submodular (which fails in general). 8 Let Jl be monotone and subadditive on 20. e. Jl (N) = O. e. t. 9 Let Jl be a finite measure on a a-algebra A. Show that for any Caratheodory Jl* -measurable set C there exist sets A, B E A with Ace c B, Jl (B\A) = O. t* can be generated from sets in A by joining Jl* -nullsets.

1 only regularity of a has to be proved. 10 to see that any set A E A has a representation n A = U(Ai\Bi) ' i=l Let E: > o. Since J-l is regular there are open sets A/ E M and compact sets B/ E M such that 3. Construction of Measures using Topology 41 n Then A/\B/ = A/ n (B/)C is open such that U := U (A/ \B/) is open, too, and U ::) A. But the sets A/ \B/ i=l may overlap. We get n a (U) - a (A) ~ 2)JL (A/) - JL (Ai) + JL (Bd - JL (B/)) < E. i=l In the same way one proves that a (A) is approximated from below by 0 a (C) with compact sets C E A, C cA.

6. 14 Let X, Y : n -+ IR be (bounded) comonotonic functions. Show that there are increasing sequences X n , Yn of primitive (simple) functions converging to X and Y, respectively, so that the functions X, Y, X n , Yn , nE IN, form a comotononic class. Hint: Xn = Un(X) , un(x) = sup {;' I kE'L, 2~ ~ x} (cf. 2).

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Non-Additive Measure and Integral by D. Denneberg


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