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The study deals with a minimal energy problem over noncompact classes of infinite dimensional vector measures in a locally compact space. The components are positive measures (charges) satisfying certain normalizing assumptions and…

Classical Analysis and ODEs · Mathematics 2010-01-26 Natalia Zorii

Given a finite Borel measure $\mu$ on R n and basic semi-algebraic sets $\Omega$\_i $\subset$ R n , i = 1,. .. , p, we provide a systematic numerical scheme to approximate as closely as desired $\mu$(\cup\_i $\Omega$\_i), when all moments…

Optimization and Control · Mathematics 2017-06-27 Jean Lasserre , Youssouf Emin

We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $\mathcal{P}$-quasisure bounded random variables, where $\mathcal{P}$ is a (possibly non-dominated) class of probability…

Functional Analysis · Mathematics 2018-10-11 Marco Maggis , Thilo Meyer-Brandis , Gregor Svindland

We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lov\'asz extension of a pseudo-Boolean function which vanishes at the origin. We present axiomatizations of this…

Functional Analysis · Mathematics 2011-04-06 Marta Cardin , Miguel Couceiro , Silvio Giove , Jean-Luc Marichal

We establish a Maz'ya type capacitary inequality which resolves a special case of a conjecture by David R. Adams. As a consequence, we obtain several equivalent norms for Choquet integrals associated to Bessel or Riesz capacities. This…

Classical Analysis and ODEs · Mathematics 2021-01-14 Keng Hao Ooi , Nguyen Cong Phuc

Several concepts of approximate reasoning in uncertainty processing are linked to the processing of distribution functions. In this paper we make use of probabilistic framework of approximate reasoning by proposing a Lebesgue-type approach…

Probability · Mathematics 2014-11-20 Lenka Halčinová , Ondrej Hutník

We introduce a class of continuous maps f of a compact metric space I admitting inducing schemes and describe the tower constructions associated with them. We then establish a thermodynamical formalism, i.e., describe a class of real-valued…

Dynamical Systems · Mathematics 2014-03-13 Yakov Pesin , Samuel Senti

A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional…

Probability · Mathematics 2021-05-18 Yizao Wang

We propose an axiomatization of the Choquet integral model for the general case of a heterogeneous product set $X = X_1 \times \ldots \times X_n$. In MCDA elements of $X$ are interpreted as alternatives, characterized by criteria taking…

Economics · Quantitative Finance 2016-03-29 Mikhail Timonin

We introduce non-linear traces of the Choquet type and Sugeno type on a semifinite factor $\mathcal{M}$ as a non-commutative analog of the Choquet integral and Sugeno integral for non-additive measures. We need weighted dimension function…

Operator Algebras · Mathematics 2024-04-30 Masaru Nagisa , Yasuo Watatani

We introduce a new class of real-valued monotones in preordered spaces, injective monotones. We show that the class of preorders for which they exist lies in between the class of preorders with strict monotones and preorders with countable…

Information Theory · Computer Science 2022-08-18 Pedro Hack , Daniel A. Braun , Sebastian Gottwald

In this paper we develop a capacities theory connected with the fractional Sobolev spaces with variable exponents. Two kinds of capacities are studied: Sobolev capacity and relative capacity. Basic properties of capacities, including…

Functional Analysis · Mathematics 2024-10-15 Azeddine Baalal , Mohamed Berghout

We show that a normalized capacity $\nu: \mathcal{P}(\mathbf{N})\to \mathbf{R}$ is invariant with respect to an ideal $\mathcal{I}$ on $\mathbf{N}$ if and only if it can be represented as a Choquet average of $\{0,1\}$-valued finitely…

Functional Analysis · Mathematics 2023-08-01 Simone Cerreia-Vioglio , Paolo Leonetti , Fabio Maccheroni , Massimo Marinacci

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of…

Probability · Mathematics 2009-02-04 Carl Graham

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…

Probability · Mathematics 2011-10-27 Samuel N. Cohen

The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of $[0,1]^n$. We take this basic fact as a starting point to define the Choquet integral in a very general way,…

Discrete Mathematics · Computer Science 2015-05-13 Michel Grabisch , Christophe Labreuche

If $\mu$ is a finite complex measure in the complex plane $\C$ we denote by $C^\mu$ its Cauchy integral defined in the sense of principal value. The measure $\mu$ is called reflectionless if it is continuous (has no atoms) and $C^\mu=0$ at…

Complex Variables · Mathematics 2007-05-23 Mark Melnikov , Alexei Poltoratski , Alexander Volberg

In this paper, new equivalence theorems for the boundedness of the composition of a quasilinear operator $T$ with the Hardy and Copson operators in weighted Lebesgue spaces are proved. The usefulness of the obtained results is illustrated…

Functional Analysis · Mathematics 2022-05-31 Rza Mustafayev , Merve Yılmaz

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…

Functional Analysis · Mathematics 2014-03-14 Keita Owari

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…

Optimization and Control · Mathematics 2023-07-19 Eduard Gorbunov , Adrien Taylor , Samuel Horváth , Gauthier Gidel