An application of the Choquet theorem to the study of randomly-superinvariant measures
Given a real valued random variable \(\Theta\) we consider Borel measures \(\mu\) on \(\mathcal{B}(\mathbb{R})\), which satisfy the inequality \(\mu(B) \geq E\mu(B-\Theta)\) (\(B \in \mathcal{B}(\mathbb{R})\)) (or the integral inequality \(\mu(B) \geq \int_{-\infty}^{+\infty} \mu(B-h)\gamma (dh)\))...
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| Format: | Article |
| Language: | English |
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AGH Univeristy of Science and Technology Press
2012-01-01
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| Series: | Opuscula Mathematica |
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| Online Access: | http://www.opuscula.agh.edu.pl/vol32/2/art/opuscula_math_3223.pdf |