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On the Law of Large Numbers for Nonmeasurable Identically Distributed Random Variables

Alexander R. Pruss (2013)

Bulletin of the Polish Academy of Sciences. Mathematics

Let Ω be a countable infinite product Ω of copies of the same probability space Ω₁, and let Ξₙ be the sequence of the coordinate projection functions from Ω to Ω₁. Let Ψ be a possibly nonmeasurable function from Ω₁ to ℝ, and let Xₙ(ω) = Ψ(Ξₙ(ω)). Then we can think of Xₙ as a sequence of independent but possibly nonmeasurable random variables on Ω. Let Sₙ = X₁ + ⋯ + Xₙ. By the ordinary Strong Law of Large Numbers, we almost surely have E * [ X ] l i m i n f S / n l i m s u p S / n E * [ X ] , where E * and E* are the lower and upper expectations. We ask...

Open mapping theorems for capacities

Oleh Nykyforchyn, Michael Zarichnyi (2011)

Fundamenta Mathematicae

For the functor of upper semicontinuous capacities in the category of compact Hausdorff spaces and two of its subfunctors, we prove open mapping theorems. These are counterparts of the open mapping theorem for the probability measure functor proved by Ditor and Eifler.

Order boundedness and weak compactness of the set of quasi-measure extensions of a quasi-measure

Zbigniew Lipecki (2015)

Commentationes Mathematicae Universitatis Carolinae

Let 𝔐 and be algebras of subsets of a set Ω with 𝔐 , and denote by E ( μ ) the set of all quasi-measure extensions of a given quasi-measure μ on 𝔐 to . We give some criteria for order boundedness of E ( μ ) in b a ( ) , in the general case as well as for atomic μ . Order boundedness implies weak compactness of E ( μ ) . We show that the converse implication holds under some assumptions on 𝔐 , and μ or μ alone, but not in general.

Order-theoretic properties of some sets of quasi-measures

Zbigniew Lipecki (2017)

Commentationes Mathematicae Universitatis Carolinae

Let 𝔐 and be algebras of subsets of a set Ω with 𝔐 , and denote by E ( μ ) the set of all quasi-measure extensions of a given quasi-measure μ on 𝔐 to . We show that E ( μ ) is order bounded if and only if it is contained in a principal ideal in b a ( ) if and only if it is weakly compact and extr E ( μ ) is contained in a principal ideal in b a ( ) . We also establish some criteria for the coincidence of the ideals, in b a ( ) , generated by E ( μ ) and extr E ( μ ) .

p -symmetric bi-capacities

Pedro Miranda, Michel Grabisch (2004)

Kybernetika

Bi-capacities have been recently introduced as a natural generalization of capacities (or fuzzy measures) when the underlying scale is bipolar. They allow to build more flexible models in decision making, although their complexity is of order 3 n , instead of 2 n for fuzzy measures. In order to reduce the complexity, the paper proposes the notion of p -symmetric bi- capacities, in the same spirit as for p -symmetric fuzzy measures. The main idea is to partition the set of criteria (or states of nature,...

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