Coherent updating of non-additive measures

The conditions under which a 2-monotone lower prevision can be uniquely updated (in the sense of focusing) to a conditional lower prevision are determined. Then a number of particular cases are investigated: completely monotone lower previsions, for which equivalent conditions in terms of the focal elements of the associated belief function are established; random sets, for which some conditions in terms of the measurable selections can be given; and minitive lower previsions, which are shown to correspond to the particular case of vacuous lower previsions.     

Extreme points of subordination and weak subordination families of harmonic mappings

The aim of the paper is to discuss the extreme points of subordination and weak subordination families of harmonic mappings. Several necessary conditions and sufficient conditions for harmonic mappings to be extreme points of the corresponding families are established.     

Conditioning (updating) non-additive measures

Several update rules for non-additive probabilities, among them the Dempster-Shafer rule for belief functions and certain update rules in the spirit of Bayesian statistics with multiple prior probabilities, are reviewed, investigated and compared with each other. This is done within the unifying framework of general, non-additive measure and integration theory. The methods exposed here are capable of generalizing conditional expectation of random variables to the sub-modular or supermodular case at least if the given algebra is finite.     

On support points for some families of univalent functions

Given a closed subset of the familyS* (α) of functions starlike of order α, a continuous Fréchet differentiable functional,J, is constructed with this collection as the solution set to the extremal problem ReJ(f) overS* (α). The support points ofS* (α) is completely characterized and shown to coincide with the extreme points of its convex hulls. Given any finite collection of support points ofS* (α), a continuous linear functional,J, is constructed with this collection as the solution set to the extremal problem ReJ(f) overS* (α).     

Law of large numbers for non-additive measures

Our aim is to establish law of large numbers for classes of non-additive measures. For balanced games we obtain weak and strong law of large numbers for bounded random variables. A sharper result is obtained for exact games. We also provide an extension to upper envelope measures.     

Additive representations of non-additive measures and the choquet integral

This paper studies some new properties of set functions (and, in particular, “non-additive probabilities” or “capacities”) and the Choquet integral with respect to such functions, in the case of a finite domain. We use an isomorphism between non-additive measures on the original space (of states of the world) and additive ones on a larger space (of events), and embed the space of real-valued functions on the former in the corresponding space on the latter. This embedding gives rise to the following results:

the Choquet integral with respect to any totally monotone capacity is an average over minima of the integrand;

the Choquet integral with respect to any capacity is the difference between minima of regular integrals over sets of additive measures;

under fairly general conditions one may define a “Radon-Nikodym derivative” of one capacity with respect to another;

the “optimistic” pseudo-Bayesian update of a non-additive measure follows from the Bayesian update of the corresponding additive measure on the larger space.

We also discuss the interpretation of these results and the new light they shed on the theory of expected utility maximization with respect to non-additive measures.     

Extreme Jensen measures

Let Ω be an open subset of R ^d , d≥2, and let x∈Ω. A Jensen measure for x on Ω is a Borel probability measure μ, supported on a compact subset of Ω, such that ∫u  dμ≤u(x) for every superharmonic function u on Ω. Denote by J _x (Ω) the family of Jensen measures for x on Ω. We present two characterizations of ext(J _x (Ω)), the set of extreme elements of J _x (Ω). The first is in terms of finely harmonic measures, and the second as limits of harmonic measures on decreasing sequences of domains. This allows us to relax the local boundedness condition in a previous result of B. Cole and T. Ransford, Jensen measures and harmonic measures, J. Reine Angew. Math. 541 (2001), 29–53. As an application, we give an improvement of a result by Khabibullin on the question of whether, given a complex sequence {α _n } _n=1 ^∞ and a continuous function , there exists an entire function f≢0 satisfying f(α _n )=0 for all n, and |f(z)|≤M(z) for all z∈C.     

Extreme points, exposed points, differentiability points in CL-spaces

This paper presents a property of geometric and topological nature of Gateaux differentiability points and Fréchet differentiability points of almost CL-spaces. More precisely, if we denote by a maximal convex set of the unit sphere of a CL-space , and by the cone generated by , then all Gateaux differentiability points of are just n-s, and all Fréchet differentiability points of are (where n-s denotes the non-support points set of ).

     

Extreme points of discrete location polyhedra

The problem of characterizing extreme points of a family of polyhedra is considered. This family embraces a variety of linear relaxations of feasible regions of discrete location problems. After characterizing the extreme points by means of a homogeneous system of linear equations, we obtain, as particular cases, four problems which have already been treated from a polyhedral point of view in the literature. Finally, we show that our characterization improves the one known for the Simple Plant Location Problem and corrects the one established for the Two-Level Uncapacitated Facility Location Problem. The first and third authors were supported by Fundación Séneca, project PB/11/FS/97     

Extreme points in polyhedral Banach spaces

We show that there exists a polyhedral Banach space X such that the closed unit ball of X is the closed convex hull of its extreme points. This solves a problem posed by J. Lindenstrauss in 1966.     

Extreme points in triangular UHF algebras

We examine the strongly extreme point structure of the unit balls of triangular UHF algebras. The semisimple triangular UHF algebras are characterized as those for which this structure is minimal in the sense that every strongly extreme point belongs to the diagonal. In contrast to this, for the class of full nest algebras we prove a Krein-Milman type theorem which asserts that every operator in the open unit ball of the algebra is a convex combination of strongly extreme points.