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The Choquet integral representability of comonotonically additive functionals in locally compact spaces
Authors:Jun Kawabe
Affiliation:Faculty of Engineering, Shinshu University, 4-17-1 Wakasato, Nagano 380-8553, Japan
Abstract:We give an alternative and direct approach to the Choquet integral representability of a comonotonically additive, bounded, monotone functional I defined on the space of all continuous, real-valued functions on a locally compact space X with compact support and on the space of all continuous, real-valued functions on X vanishing at infinity. To this end, we introduce the notion of the asymptotic translatability of the functional I and show that this simple notion is equivalent to the Choquet integral representability of I with respect to a monotone measure on X with appropriate regularity.
Keywords:
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