Rational probability measures

Mixed Rational Assessments of Possibility and Probability Measures

Interval-Valued Probability Measures

The purpose of this paper is propose a simple de…nition of an interval-valued probability measure and to examine some of the implications of this de…nition. This de…nition provides a method for characterizing certain types of imprecise probabilities. We develop some properties of this de…nition and propose a de…nition of integration with respect to it. We show that this de…nition is a generaliz...

Conditionally Invariant Probability Measures

V eronique Maume-Deschamps Section de Math ematiques, Universit e de Gen eve 2-4 rue du Lievre CP 240 Suisse. Abstract Let T be a measurable map on a Polish space X, let Y be a non trivial subset of X. We give conditions ensuring existence of conditionally invariant probability measures (to non absorption in Y). We also supply suucient conditions for these probability measures to be absolutely ...

Idempotent Probability Measures, I

The set of all idempotent probability measures (Maslov measures) on a compact Hausdorff space endowed with the weak* topology determines is functorial on the category Comp of compact Hausdorff spaces. We prove that the obtained functor is normal in the sense of E. Shchepin. Also, this functor is the functorial part of a monad on Comp. We prove that the idempotent probability measure monad conta...

Partitioning General Probability Measures'

Georgia Institute of Technology Suppose l,..., An are probability measures on the same measurable space (2, Y). Then if all atoms of each Ai have mass a or less, there is a measurable partition Al,..., An of 2 so that pxi(Ai) 2 Vn(a) for all i = 1, ..., n, where Vn(.) is an explicitly given piecewise linear nonincreasing continuous function on [0,1]. Moreover, the bound Vn(a) is attained for al...