Modulus support functionals, Rajchman measures and peak functions
نویسندگان
چکیده
In 2000 Victor Lomonosov suggested a counterexample to the complex version of Bishop–Phelps theorem on modulus support functionals. We discuss $$c_0$$ -analog that example and demonstrate set sup-attaining functionals is non-trivial, thus answering an open question, asked in Kadets et al. (The mathematical legacy Lomonosov. Operator theory. Advances analysis geometry 2. De Gruyter, Berlin, 157–187, 2020).
منابع مشابه
Equivalence of K-functionals and modulus of smoothness for fourier transform
In Hilbert space L2(Rn), we prove the equivalence between the mod-ulus of smoothness and the K-functionals constructed by the Sobolev space cor-responding to the Fourier transform. For this purpose, Using a spherical meanoperator.
متن کاملPricing Functionals and Pricing Measures
We demonstrate how pricing functionals give rise to pricing measures, using a time-independent framework. For infinite market state spaces, the Gel’fand spectral theory is used to obtain the pricing measure. Pricing functionals with additional market information are shown, within this model, to be given by conditional expectations.
متن کاملInformation Measures via Copula Functions
In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability d...
متن کاملModulus of Lattice-valued Measures
Let X be a completely regular Hausdorff space, E a Banach lattice, and μ an E-valued countably additive, regular Borel measure on X. Some results about the countable additivity and regularity of the modulus |μ| are proved. Also in special cases, it is proved that L1(μ) = L1(|μ|).
متن کاملCombined functionals as risk measures
Institute of Computational Modeling SB RAS, Academgorodok, Krasnoyarsk, Russia, 660036 e-mail: [email protected], phone +7 3912 495382 Abstract Risk measures are widely used in insurance pricing, portfolio selection, and in decision-making in general. Two prevalent classes of risk measures are expected utility (a dollar transform), and distorted probability (a probability transform). Both appro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Revista De La Real Academia De Ciencias Exactas Fisicas Y Naturales Serie A-matematicas
سال: 2021
ISSN: ['1578-7303', '1579-1505']
DOI: https://doi.org/10.1007/s13398-020-00974-5