Related papers: Some Remarks on Capacitary Integrals and Measure T…
Given a probability measure over a state space, a partial collection (sub-$\sigma$-algebra) of events whose probabilities are known, induces a capacity over the collection of all possible events. The \emph{induced capacity} of an event $F$…
This note describes Fatou's lemma and Lebesgue's dominated convergence theorem for a sequence of measures converging weakly to a finite measure and for a sequence of functions whose negative parts are uniformly integrable with respect to…
We consider Choquet integrals with respect to dyadic Hausdorff content of non-negative functions which are not necessarily Lebesgue measurable. We study the theory of Lebesgue points. The studies yield convergence results and also a density…
In a seminal paper, Choquet introduced an integral formula to extend a monotone increasing setfunction on a sigma-algebra to a (nonlinear) functional on bounded measurable functions. The most important special case is when the setfunction…
For a nonadditive measure $\mu$, the space $\mathcal{L}^0(\mu)$ of all measurable functions, the Choquet-Lorentz space $\mathcal{L}^{p,q}(\mu)$, the Lorentz space of weak type $\mathcal{L}^{p,\infty}(\mu)$, the space…
The classic Fatou lemma states that the lower limit of a sequence of integrals of functions is greater or equal than the integral of the lower limit. It is known that Fatou's lemma for a sequence of weakly converging measures states a…
An elementary application of Fatou's lemma gives a strengthened version of the monotone convergence theorem. We call this the convergence from below theorem. We make the case that this result should be better known, and deserves a place in…
Given a submodular capacity space, we prove the uniform convergence in capacity and also the uniform convergence in the Choquet-mean of order $p\ge1$ with a quantitative estimate, of the multivariate Bernstein polynomials associated to a…
We define an integral of real-valued functions with respect to a measure that takes its values in the extended positive cone of a partially ordered vector space $E$. The monotone convergence theorem, Fatou's lemma, and the dominated…
In his influential work Choquet systematically studied capacities on Boolean algebras in a topological space, and gave a probabilistic interpretation for completely monotone (and completely alternating) capacities. Beyond complete…
We investigate the connection between measure and capacity for the space of nonempty closed subsets of {0,1}*. For any computable measure, a computable capacity T may be defined by letting T(Q) be the measure of the family of closed sets…
Based on a study of a formula representing submodular set function as a supremum of measures dominated by the set function, we present a corresponding formula for a Choquet integration with respect to the set function, on a measurable space…
A model for a Choquet integral for arbitrary finite set systems is presented. The model includes in particular the classical model on the system of all subsets of a finite set. The general model associates canonical non-negative and…
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…
We establish a framework for the study of the effective theory of weak convergence of measures. We define two effective notions of weak convergence of measures on $\mathbb{R}$: one uniform and one non-uniform. We show that these notions are…
Fatou's lemma states under appropriate conditions that the integral of the lower limit of a sequence of functions is not greater than the lower limit of the integrals. This note describes similar inequalities when, instead of a single…
The Shilkret integral with respect to a completely maxitive capacity is fully determined by a possibility distribution. In this paper, we introduce a weaker topological form of maxitivity and show that under this assumption the Shilkret…
We introduce a~\textit{Choquet-Sugeno-like operator} generalizing many operators for bounded functions and monotone measures from the literature, e.g., Sugeno-like operator, Lov\'{a}sz and Owen measure extensions, $\rF$-decomposition…
Choquet capacities and integrals are central concepts in decision making under ambiguity or model uncertainty, pioneered by Schmeidler. Motivated by risk optimization problems for quantiles under ambiguity, we study the subclass of Choquet…
We develop a theory of capacities associated with local Muckenhoupt weights. Fundamental properties of local Muckenhoupt weights will be revisited. Weak type boundedness of nonlinear potential and capacitary strong type inequalities…