Sandwich theorems for set functions

charge content core theorem functions on semirings Kelley's theorem on intersection numbers lattices of sets sandwich theorems submodular functions supermodular functions

Mathematics Subject Classification ID

Distributive lattices (06D99) Contents, measures, outer measures, capacities (28A12) Game theory (91A99)

Review text

Theorem 1: Let \({\mathcal P}\) be a family of subsets of a set \(\Omega\) with \(\emptyset \in {\mathcal P}\) and let \(\gamma,\beta: \mathcal P\to\mathbb{R}\cup \{\infty \}\) vanish at \(\emptyset\). Then the following two conditions are equivalent: (i) There exists an additive [additive and increasing] function \(\mu:2^{\Omega}\to {\mathbb{R}}\cup \{\infty \}\) with \(\gamma \leq \mu | {\mathcal P}\leq \beta.\) (ii) \(\sum^n_{i=1}\gamma (A_ i)\leq \sum^m_{j=1}\beta (B_j)\) whenever \(A_i, B_j\in\mathcal P\) and \[ \sum^n_{i=1}1_{A_j}=\sum^m_{j=1}1_{B_j}\quad [\sum^n_{i=1}1_{A_i}\leq \sum^m_{j=1}1_{B_j}]. \] The proof is based on an analogous result, due to R. Kaufman and B. Fuchssteiner, concerning functionals on semigroups. A thorough discussion of consequences of Theorem 1 follows. These include J. L. Kelley's theorem on intersection numbers, versions of O. N. Bondareva's core theorem, sandwich theorems concerning super- and submodular functions on lattices of sets due to P. Kranz and the author, as well as some new results on functions on semirings, halfrings, intersection rings and rings of sets. As noted by the author, his paper was prepared for publication independently of a paper by \textit{G. Hansel} and \textit{J.-P. Troallic} [Probab. Theory Relat. Fields 71, 357--366 (1986; Zbl 0562.60001)] which contains a special case of the second part of Theorem 1. \{Reviewer's remarks: (1) Corollary 2 also follows from Kantorovich's extension theorem; cf. the reviewer, \textit{D. Plachky} and \textit{W. Thomsen} [Colloq. Math. 42, 279--284 (1979; Zbl 0432.47018)]. (2) \textit{M. Wilhelm} [ Colloq. Math. 35, 267--274 (1976; Zbl 0328.20057)] established earlier a generalization of Kelley's theorem mentioned above using Kaufman's theorem. (3) The first part of Theorem 4(a) goes back to \textit{F. Hausdorff} [Grundzüge der Mengenlehre, pp. 451--452, Leipzig 1914]. (4) Theorem 5(c) can be proved directly by defining \[ \mu (A)=\sup \{\sum^{n}_{i=1}\gamma (A_ i):A_ i\in {\mathcal P}\quad\text{and}\quad 1_ A=\sum^{n}_{i=1}1_{A_ i}\}\quad\text{for}\quad A\in {\mathcal P}. \] This proof works for \(\mathcal P\) being merely closed under multiplication.\}

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