منابع مشابه
Local Conical Dimensions for Measures
for μ-almost all points x ∈ R? Here the right-hand sides of (1.1) and (1.2) are denoted by dimloc(μ, x) and dimloc(μ, x), and they are the upper and lower local dimensions of the measure μ at x ∈ R, respectively. We prove that if C is a cone with opening angle at least π, then (1.1) and (1.2) hold for all measures μ and for μ-almost all x ∈ R. Moreover, (1.2) holds also for cones with small ope...
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A type of Strassen's Theorem for measures taking values in the positive cone of a Banach lattice is proved. An application is given to metrics for convergence of vector measures. 1. Preliminaries: vector measures Let y be a field of subsets of a set X, and let (B, || • ||) be a Banach space. (All vector spaces we consider are assumed to have real scalars.) Then a(Sr, B) is the set of all additi...
متن کاملContinuous Selections for Vector Measures
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...
متن کاملVector-valued coherent risk measures
We define (d, n)−coherent risk measures as set-valued maps from Ld into IR satisfying some axioms. We show that this definition is a convenient extension of the real-valued risk measures introduced by Artzner, Delbaen, Eber and Heath (1998). We then discuss the aggregation issue, i.e. the passage from IR−valued random portfolio to IR−valued measure of risk. Necessary and sufficient conditions o...
متن کاملOn finitely additive vector measures.
In this paper we extend the well-known Vitali-Hahn-Saks and Nikodým theorems for measures to finitely additive vector-valued set functions.
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ژورنال
عنوان ژورنال: Annales de l’institut Fourier
سال: 1977
ISSN: 0373-0956
DOI: 10.5802/aif.643