Integration with respect to finitely additive measures (Q4026059)

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scientific article; zbMATH DE number 124434
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    Integration with respect to finitely additive measures
    scientific article; zbMATH DE number 124434

      Statements

      21 February 1993
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      \(L^ p\) space
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      countable additivity
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      Hahn decomposition
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      integration
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      Riesz spaces
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      extensions of measures
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      Dunford integral
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      Riemann integral
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      Beppo Levi theorem
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      Radon-Nikodým theorem
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      bounded finitely additive measures
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      Integration with respect to finitely additive measures (English)
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      [For the entire collection see Zbl 0746.00055.] Throughout, a measure is a finitely additive real-valued function of bounded variation whose domain is an algebra of sets. This paper is an investigation of integration of (mainly) real-valued functions with respect to such measures viewed from the perspective of Riesz spaces. Specific topics addressed include: extensions of measures including a characterization of the algebra of measurable sets determined by the outer measure of a measure; a Riemann integral for measures and a characterization of Riemann integrable functions; the Dunford integral, the manner in which it extends the Riemann integral, and the Beppo Levi theorem with applications to a functional calculus; the set \(A_ \mu\) of \(\mu\)-absolutely continuous measures; the Radon-Nikodým theorem, first abstractly in the context of Kakutani's \(L\) and \(M\) spaces, then for arbitrary \(\mu\)-absolutely continuous measures in which case the density is in general an order continuous linear functional defined on an order dense ideal of \(A_ \mu\) which is \(\mu\)-integrable in a refinement sense; \({\mathcal L}^ p\) spaces; and necessary and sufficient conditions for the norm-completeness of \({\mathcal L}^ 1\). This is a very full paper drawing many connections and parallels between various integrals and approaches to integration involving bounded finitely additive measures.
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