Sure Wins, Separating Probabilities and the Representation of Linear Functionals
نویسنده
چکیده
We discuss conditions under which a convex cone K ⊂ R admits a probability m such that supk∈K m(k) ≤ 0. Based on these, we also characterize linear functionals that admit the representation as finitely additive expectations. A version of Riesz decomposition based on this property is obtained as well as a characterisation of positive functionals on the space of integrable functions.
منابع مشابه
A Representation for Characteristic Functionals of Stable Random Measures with Values in Sazonov Spaces
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