Related papers: Finitely additive functions in measure theory and …
The aim of this note is to establish two Radon--Nikodym type theorems for nonnegative Hermitian forms defined on a real or complex vector space. We apply these results to prove the known Radon--Nikodym theorems of the theory of…
We study sigma-additive set functions defined on a hereditary subclass of a sigma-algebra and taken values in the extended real line. Analogs of the Jordan decomposition theorem and the Radon-Nikodym theorem are obtained.
In this paper, we define finitely additive, probability and modular functions over semiring-like structures. We investigate finitely additive functions with the help of complemented elements of a semiring. We also generalize some classical…
It is well-established that quantum probability does not follow classical Kolmogorov probability calculus. Various approaches have been developed to loosen the axioms, of which the use of signed measures is the most successful (e.g. the…
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.
A version of Radon-Nikodym theorem for the Choquet integral w.r.t. monotone measures is proved. Without any presumptive condition, we obtain a necessary and sufficient condition for the ordered pair $(\mu, \nu)$ of finite monotone measures…
In this paper we present some results concerning Gould integrability of vector functions with respect to a monotone measure on finitely purely atomic measure spaces. As an application a Radon-Nikodym theorem in this setting is obtained.
Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…
Idempotent integration is an analogue of the Lebesgue integration where $\sigma$-additive measures are replaced by $\sigma$-maxitive measures. It has proved useful in many areas of mathematics such as fuzzy set theory, optimization,…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
This paper presents a new general formulation of the Radon-Nikodym theorem in the setting of abstract measure theory. We introduce the notion of weak localizability for a measure and show that this property is both necessary and sufficient…
The paper treats density measures as typical examples of finitely additive measures in $\mathbb{R}^n$. We study their structure and derive basic properties. In addition, estimates for related integrals are provided. The results are applied…
We discuss a general definition of likelihood function in terms of Radon-Nikod\'{y}m derivatives. The definition is validated by the Likelihood Principle once we establish a result regarding the proportionality of likelihood functions under…
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…
The addition relation for the Riemann theta functions and for its limits, which lead to the appearance of exponential functions in soliton type equations is discussed. The presented form of addition property resolves itself to the…
In the context of kernel optimization, we prove a result that yields new factorizations and realizations. Our initial context is that of general positive operator-valued kernels. We further present implications for Hilbert space-valued…
Sigmoid functions play an important role in many areas of applied mathematics, including machine learning, population dynamics and probability. We place the study of sigmoid functions in the context of the derivative sub-group of the group…
Some topics concerning the Gould integral are presented here: new results of integrability on finite measure spaces with values in an M-space are given, together with a Radon-Nikodym theorem relative to a Gould-type integral of real…
A general construction for $\sigma-$finite absolutely continuous invariant measure will be presented. It will be shown that the local bounded distortion of the Radon-Nykodym derivatives of $f^n_*(\lambda)$ will imply the existence of a…
In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identify the Cameron--Martin space and derive the explicit…