Commutative L-algebras and measure theory

Measure and integration theory for finitely additive measures, including vector-valued measures, is shown to be essentially covered by a class of commutative L-algebras, called measurable algebras. The domain and range of any measure is a commutative L-algebra. Each measurable algebra embeds into its structure group, an abelian group with a compatible lattice order, and each (general) measure extends uniquely to a monotone group homomorphism between the structure groups. On the other hand, any measurable algebra X is shown to be the range of an essentially unique measure on a measurable space, which plays the role of a universal covering. Accordingly, we exhibit a fundamental group of X, with stably closed subgroups corresponding to a special class of measures with X as target. All structure groups of measurable algebras arising in a classical context are archimedean. Therefore, they admit a natural embedding into a group of extended real-valued continuous functions on an extremally disconnected compact space, the Stone space of the measurable algebra. Extending Loomis’ integration theory for finitely additive measures, it is proved that, modulo null functions, each integrable function can be represented by a unique continuous function on the Stone space.

Bicomplex Version of Lebesgue's Dominated Convergence Theorem and Hyperbolic Invariant Measure

In this article we have studied bicomplex valued measurable functions on an arbitrary measurable space. We have established the bicomplex version of Lebesgue's dominated convergence theorem and some other results related to this theorem. Also we have proved the bicomplex version of Lebesgue-Radon-Nikodym theorem. Finally we have introduced the idea of hyperbolic version of invariant measure.AMS Subject Classification (2010) : 28E99, 30G35.

Elements of probability theory with values in bihyperbolic algebra

In this paper we expand the concept of a really significant probabilistic measure in the case when the measure takes values in the algebra of bihyperbolic numbers. The basic properties of bihyperbolic numbers are given, in particular idempotents, main ideals generated by idempotents, Pierce's decompo\-sition and the set of zero divisors of the algebra of bihyperbolic numbers are determined. We entered the relation of partial order on the set of bihyperbolic numbers, by means of which the bihyperbolic significant modulus is defined and its basic properties are proved. In addition, some bihyperbolic modules can be endowed with a bihyperbolic significant norms that take values in a set of non-negative bihyperbolic numbers. We define $\sigma$-additive functions of sets in a measurable space that take appropriately normalized bihyperbolic values, which we call a bihyperbolic significant probability. It is proved that such a bihyperbolic probability satisfies the basic properties of the classical probability. A representation of the bihyperbolic probability measure is given and its main properties are proved. A bihyperbolically significant random variable is defined on a bihyperbolic probability space, and this variable is a bihyperbolic measurable function in the same space. We proved the criterion of measurability of a function with values in the algebra of bihyperbolic numbers, and the basic properties of bihyperbolic random variables are formulated and proved. Special cases have been studied in which the bihyperbolic probability and the bihyperbolic random variable take values that are zero divisors of bihyperbolic algebra. Although bihyperbolic numbers are less popular than hyperbolic numbers, bicomplex numbers, or quaternions, they have a number of important properties that can be useful, particularly in the study of partial differential equations also in mathematical statistics for testing complex hypotheses, in thermodynamics and statistical physics.

Nonadditive integration and some solutions of cooperative games

In the paper, we propose three schemes of nonadditive integration based on several extensions of nonadditive set function and integrand to the appropriate symmetric power of the original measurable space. A survey on the integral representation of some classic objects of the cooperative game theory, derived by nonadditive integration, is given. A universal approach for investigation of both finite and infinite games is developed. We pay a particular attention to the Shapley value, Owen multilinear extension, and support function of the core of a convex cooperative game.

Lacunary Statistical Convergence in Measure for Double Sequences of Fuzzy Valued Functions

Based on the concept of lacunary statistical convergence of sequences of fuzzy numbers, the lacunary statistical convergence, uniformly lacunary statistical convergence, and equi-lacunary statistical convergence of double sequences of fuzzy-valued functions are defined and investigated in this paper. The relationship among lacunary statistical convergence, uniformly lacunary statistical convergence, equi-lacunary statistical convergence of double sequences of fuzzy-valued functions, and their representations of sequences of α -level cuts are discussed. In addition, we obtain the lacunary statistical form of Egorov’s theorem for double sequences of fuzzy-valued measurable functions in a finite measurable space. Finally, the lacunary statistical convergence in measure for double sequences of fuzzy-valued measurable functions is examined, and it is proved that the inner and outer lacunary statistical convergence in measure are equivalent in a finite measure set for a double sequence of fuzzy-valued measurable functions.

A Generalization of the Blackwell–Ryll-Nardzewski Measurable Selection Theorem

One of the main forms of the measurable selection theorem is connected with the existence of the graph of a measurable mapping in a given measurable set 𝑆 in the product of two measurable spaces 𝑋 and 𝑌 . Such a graph enables one to pick a point in the section 𝑆𝑥 for each 𝑥 in 𝑋 such that the obtained mapping will be measurable. The indicated selection is called a measurable selection of the multi-valued mapping associating to the point 𝑥 the section 𝑆𝑥 , which is a set in 𝑌 . The classical theorem of Blackwell and Ryll-Nardzewski states that a Borel set 𝑆 in the product of two complete separable metric spaces contains the graph of a Borel mapping (hence admits a Borel selection) provided that there is a transition probability on this product with positive measures for all sections of 𝑆 . The main result of this paper gives a generalization to the case where only one of the two spaces is complete separable and the other one is a general measurable space whose points parameterize a family of Borel probability measures on the first space such that the sections of the given set 𝑆 in the product have positive measures.

Some topological properties of the space of maximal linked systems with topology of Wallman type

Maximal linked systems (MLS) and ultrafilters (u/f) on a widely understood measurable space (this is a nonempty set with equipment in the form of π-system with “zero” and “unit”) are investigated. Under equipment with topology of Wallman type, the set of MLS is converted into a supercompact T1-space. Conditions under which given space of MLS is a supercompactum (i.e., a supercompact T2-space) are investigated. These conditions then apply to the space of u/f under equipment with topology of Wallman type. The obtained conditions are coordinated with representations obtained under degenerate cases of bitopological spaces with topologies of Wallman and Stone types, but they are not the last to be exhausted.

On the Radon-Nikodym Property for Vector Measures and Extensions of Transfunctions

If \left( {{\mu _n}} \right)_{n = 1}^\infty are positive measures on a measurable space (X, Σ) and \left( {{v_n}} \right)_{n = 1}^\infty are elements of a Banach space 𝔼 such that \sum\nolimits_{n = 1}^\infty {\left\| {{v_n}} \right\|{\mu _n}\left( X \right)} < \infty, then \omega \left( S \right) = \sum\nolimits_{n = 1}^\infty {{v_n}{\mu _n}\left( S \right)} defines a vector measure of bounded variation on (X, Σ). We show 𝔼 has the Radon-Nikodym property if and only if every 𝔼-valued measure of bounded variation on (X, Σ) is of this form. This characterization of the Radon-Nikodym property leads to a new proof of the Lewis-Stegall theorem.We also use this result to show that under natural conditions an operator defined on positive measures has a unique extension to an operator defined on 𝔼-valued measures for any Banach space 𝔼 that has the Radon-Nikodym property.

Filters and linked families of sets

Properties of ultrafilters (u/f) and maximal linked systems (MLS) on the widely understood measurable space (MS) and representations of linked (not necessarily maximal) families and filters on this MS are investigated. Conditions realizing maximality of linked families (systems) and natural representations for bitopological spaces (BTS) of u/f and MLS are established. Equipments of sets of linked families and filters corresponding to Wallman and Stone schemes are studied; the connection of these equipments with analogous equipments (with topologies) for u/f and MLS leading to above-mentioned BTS is studied too. Properties of linked family products for two (widely understood) MS are investigated. It is shown that MLS on the π-system product (that is, on the family of “measurable” rectangles) are limited to products of corresponding MLS on initial spaces.

On Null-Continuity of Monotone Measures

The null-continuity of monotone measures is a weaker condition than continuity from below and possesses many special properties. This paper further studies this structure characteristic of monotone measures. Some basic properties of null-continuity are shown and the characteristic of null-continuity is described by using convergence of sequence of measurable functions. It is shown that the null-continuity is a necessary condition that the classical Riesz’s theorem remains valid for monotone measures. When considered measurable space ( X , A ) is S-compact, the null-continuity condition is also sufficient for Riesz’s theorem. By means of the equivalence of null-continuity and property (S) of monotone measures, a version of Egoroff’s theorem for monotone measures on S-compact spaces is also presented. We also study the Sugeno integral and the Choquet integral by using null-continuity and generalize some previous results. We show that the monotone measures defined by the Sugeno integral (or the Choquet integral) preserve structural characteristic of null-continuity of the original monotone measures.