A SUPER RADON-NIKODYM DERIVATIVE FOR ALMOST SUBADDITIVE SET FUNCTIONS

Author:

RÉBILLÉ YANN1

Affiliation:

1. LEMNA, Institute of Economics and Management of Nantes-IAE, Universié de Nantes, Chemin la Censive du Tertre, BP 52231, 44322 Nantes Cedex 3, France

Abstract

In classical measure theory, the Radon-Nikodym theorem states in a concise condition, namely domination, how a measure can be factorized by another (bounded) measure through a density function. Several approaches have been undertaken to see under which conditions an exact factorization can be obtained with set functions that are not σ-additive (for instance finitely additive set functions or submeasures). We provide a Radon-Nikodym type theorem with respect to a measure for almost subadditive set functions with bounded disjoint variation. The necessary and sufficient condition to guarantee a superior Radon-Nikodym derivative remains the standard domination condition for measures. We show how these set functions admit an equivalent factorization under the standard domination condition for set functions.

Publisher

World Scientific Pub Co Pte Lt

Subject

Artificial Intelligence,Information Systems,Control and Systems Engineering,Software

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