On the commutation of generalized means on probability spaces

DOI10.1016/J.INDAG.2016.06.006MaRDI QIDQ307733zbMATH OpenOpenAlexFDO

Authors Paolo Leonetti, Janusz Matkowski, Salvatore Tringali

Publication date 5 September 2016

Published in Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.01139

zbMATH Keywords

functional equationscommuting mappingsgeneralized quasi-arithmetic meanspermutable functions

Mathematics Subject Classification ID

Means (26E60) Probabilistic measure theory (60A10)

Abstract: Let $f$ and $g$ be real-valued continuous injections defined on a non-empty real interval $I$, and let $(X,mathscrL,lambda)$ and $(Y,mathscrM,mu)$ be probability spaces in each of which there is at least one measurable set whose measure is strictly between $0$ and $1$. We say that $(f,g)$ is a $(lambda,mu)$-switch if, for every $mathscrLotimesmathscrM$-measurable function $h:XimesYomathbfR$ for which $h[XimesY]$ is contained in a compact subset of $I$, it holds ${\displaystyle }$ f^{-1}!left(int_X f!left(g^{-1}!left(int_Y g circ h;dmu ight) ight)d lambda ight)! = g^{-1}!left(int_Y g!left(f^{-1}!left(int_X f circ h;dlambda ight) ight)d mu ight)!, ${\displaystyle }$ where $f^{-1}$ is the inverse of the corestriction of $f$ to $f[I]$, and similarly for $g^{-1}$. We prove that this notion is well-defined, by establishing that the above functional equation is well-posed (the equation can be interpreted as a permutation of generalized means and raised as a problem in the theory of decision making under uncertainty), and show that $(f,g)$ is a $(lambda,mu)$-switch if and only if $f=ag+b$ for some $a,binmathbfR$, $ae0$.

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Cited in

(6)

• The general linear equation on open connected sets
• Bisymmetric functionals revisited or a converse of the Fubini theorem
• Commutativity of integral quasiarithmetic means on measure spaces
• On a functional equation related to two-variable weighted quasi-arithmetic means
• A characterization of convex functions
• Quasi-arithmetic means ad libitum

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