Submeasurability and integrability of probability functions

MaRDI QIDQ2706756zbMATH OpenFDO

Authors Octavian Lipovan

Publication date 25 March 2001

Published in Italian Journal of Pure and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

integration probabilistic submeasure probability distribution functions t-norm

Mathematics Subject Classification ID

Group- or semigroup-valued set functions, measures and integrals (28B10) Probabilistic metric spaces (54E70)

Review text

According to the integration theory with respect to a finitely additive measure \(\mu\) developed in the book of \textit{N. Dunford} and \textit{J. T. Schwartz} [``Linear operators. I (1958; Zbl 0084.10402)] a function \(f\) is integrable iff there is a sequence \((f_n)\) of simple functions converging in measure to \(f\) and being Cauchy in the \(L_1\)-norm; \(\int f d\mu\) is then defined as the limit of the integrals \(\int f_nd\mu\). This concept of an integral is transferred to the case of functions with values in a space \({\mathcal R}^+\) of probability distribution functions. Here is used the concept of a probabilistic submeasure, that is an \({\mathcal R}^+\)-valued monotone function \(\gamma\) defined on an algebra \({\mathcal S}\) of sets satisfying \(\gamma_{A\cup B}(x+ y)\geq T(\gamma_A(x),\gamma_B(y))\) for \(A,B\in{\mathcal S}\) and \(x> 0\), \(y> 0\), where \(T\) is a t-norm.

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