Integral representation without additivity

David Schmeidler*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

638 Scopus citations

Abstract

Let J be a norm-continuous functional on the space B of bounded Σ-measurable real valued functions on a set S, where Σ is an algebra of subsets of S. Define a set function v on Σ by: v(E) equals the value of I at the indicator function of E. For each a in B let J(a)= 0-∞(v(a ≥ α) - v(S)) dα+ 0 v(a ≥ α) dα.Then I = J on B if and only if I(b + c) = 1(b) + 1(c) whenever (b(s)-b(t))(c(s)-c(t)) ≥ 0 for all s and t in S.

Original languageEnglish
Pages (from-to)255-261
Number of pages7
JournalProceedings of the American Mathematical Society
Volume97
Issue number2
DOIs
StatePublished - Jun 1986

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