Representation of Concave Functions by Radon Probability Measures
نویسنده
چکیده
Abstract. The aim of this paper is to represent given sets of concave functions by Radon probability measures. We define sets Kp (for p ∈ [1,∞]) of concave functions from the spaces L((0, 1)) having some additional properties. These sets of functions are convex and compact so that Choquet’s theorem can be used to obtain existence of representing measures. Uniqueness is examined on a case-by-case basis.
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