On the commutation of generalized means on probability spaces

DOI10.1016/J.INDAG.2016.06.006zbMATH Open1377.60010arXiv1503.01139OpenAlexW3102508537MaRDI QIDQ307733FDOQ307733

Authors: Paolo Leonetti, Janusz Matkowski, Salvatore Tringali

Publication date: 5 September 2016

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

Abstract: Let

f

and

g

be real-valued continuous injections defined on a non-empty real interval

I

, and let

(X, m a t h s c r L, l a m b d a)

and

(Y, m a t h s c r M, m u)

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

(l a m b d a, m u)

-switch if, for every

m a t h s c r L o t i m e s m a t h s c r M

-measurable function

h : X i m e s Y o m a t h b f R

for which

h [X i m e s Y]

is contained in a compact subset of

I

, it holds

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)!,

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