Finitely additive invariant measures. I

A Note on Invariant Finitely Additive Measures

We show that under certain general conditions any finitely additive measure which is defined for all subsets of a set X and is invariant under the action of a group G acting on X is concentrated on a G-invariant subset Y on which the G-action factors to that of an amenable group. The result is then applied to prove a conjecture of S. Wagon about finitely additive measures on spheres. It is well...

Representing Finitely Additive Invariant Probabilities

On 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.

Finitely Additive Equivalent Martingale Measures

Let L be a linear space of real bounded random variables on the probability space (Ω,A, P0). There is a finitely additive probability P on A, such that P ∼ P0 and EP (X) = 0 for all X ∈ L, if and only if c EQ(X) ≤ ess sup(−X), X ∈ L, for some constant c > 0 and (countably additive) probability Q on A such that Q ∼ P0. A necessary condition for such a P to exist is L − L+∞ ∩ L + ∞ = {0}, where t...

An Isomorphism Theorem for Finitely Additive Measures

A problem which is appealing to the intuition in view of the relative frequency interpretation of probability is to define a measure on a countable space which assigns to each point the measure 0. Such a measure of course becomes trivial if it is countably additive. Finitely additive measures of this type have been discussed by R. C. Buck [l] and by E. F. Buck and R. C. Buck [2]. In a discussio...