必胜、分离概率与线性泛函的表示
Sure Wins, Separating Probabilities and the Representation of Linear Functionals
摘要:
讨论了凸锥$\K\subset \R^Ω$存在概率$m$使得$\sup_{k\in \K} m(k)\leq0$的条件.在此基础上,我们还刻画了线性泛函,承认的表示为可加性期望。基于这一性质,得到了Riesz分解的一个形式,以及可积函数空间上正泛函的一个刻画
英文摘要:
We discuss conditions under which a convex cone $\K\subset \R^Ω$ admits a probability $m$ such that $\sup_{k\in \K} m(k)\leq0$. Based on these, we also characterize linear functionals that admit the representation as finitely additive expectations. A version of Riesz decomposition based on this property is obtained as well as a characterisation of positive functionals on the space of integrable functions
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