Multifractal Analysis of Choquet Capacities
نویسندگان
چکیده
منابع مشابه
Symmetric, Coherent, Choquet Capacities
Choquet capacities are a generalization of probability measures that arise in robustness, decision theory and game theory. Many capacities that arise in robustness are symmetric or can be transformed into symmetric capacities. We characterize the extreme points of the set of upper distribution functions corresponding to coherent, symmetric Choquet capacities on [0,1]. We also show that the set ...
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We give an upper bound for the posterior probability of a measurable set A when the prior lies in a class of probability measures 9. The bound is a rational function of two Choquet integrals. If g; is weakly compact and is closed with respect to majorization, then the bound is sharp if and only if the upper prior probability is 2-alternating. The result is used to compute-bounds for several set...
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Bi-capacities arise as a natural generalization of capacities (or fuzzy measures) in a context of decision making where underlying scales are bipolar. They are able to capture a wide variety of decision behaviours, encompassing models as Cumulative Prospect Theory (CPT). The aim of this paper in two parts is to present the machinery behind bicapacities, and thus remains on a rather theoretical ...
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ژورنال
عنوان ژورنال: Advances in Applied Mathematics
سال: 1998
ISSN: 0196-8858
DOI: 10.1006/aama.1996.0517