Quasi-arithmetic-type invariant means on probability space (Q2042961)

The authors define integral quasi-arithmetic means \(\mathcal{A}^{[\mathcal{F}]}(\mathbb{P})\) acting on compactly supported probability measures \(\mathbb{P}\in\mathcal{P}(I)\) and study the existence and uniqueness of invariant integral means in this setting. To this end an admissible family of functions \(\mathcal{F}\) is defined as a set of functions \((f_x)_{x\in[0,1]}\), where the \(f_x\) real valued, continuous strictly monotone functions on an interval \(I\) such that the function \((t,x)\rightarrow f_x(t)\) is Borel measurable. For a probability measure \(\mathbb{P}\), \({\textbf A}_{\mathcal{F}}:S\rightarrow \mu\{x|\mathcal{A}^{[\mathcal F]}(\mathbb{P})\in S\}\) is defined and the authors show that this is a self mapping of \(\mathcal{P}(I)\). Next they investigate invariant means in this setting, find lower and upper invariant means which bound all invariant means. They further explore when invariant means are unique, consider conjugacy of these means and conclude with some examples.