Sure Wins, Separating Probabilities and the Representation of Linear Functionals
Functional Analysis
2021-03-26 v2 Probability
Abstract
We discuss conditions under which a convex cone admits a probability such that . 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
Keywords
Cite
@article{arxiv.0709.3411,
title = {Sure Wins, Separating Probabilities and the Representation of Linear Functionals},
author = {Gianluca Cassese},
journal= {arXiv preprint arXiv:0709.3411},
year = {2021}
}