The Filter Dichotomy says that every uniform nonmeager filter on the integers is mapped by a finite-to-one function to an ultrafilter. The consistency of this principle was proved by Blass and Laflamme. A medial limit is a universally measurable function from P(ω) to the unit interval [0, 1] which is finitely additive for disjoint sets, and maps singletons to 0 and ω to 1. Christensen and Mokob...

In this paper, the well-known Egoroff’s theorem in classical measure theory is established on monotone non-additive measure spaces. Taylor’s theorem, which concerns almost everywhere convergence of measurable function sequence in classical measure theory, is also generalized. The converse problem of the theorems are discussed, and a necessary and sufficient condition for the Egoroff’s theorem i...

In this note, we give four versions of Egoroff’s theorem in non-additive measure theory by using the condition (E) and the pseudo-condition (E) of set function and the duality relations between the conditions. These conditions employed are not only sufficient, but also necessary for the four kinds of Egoroff’s theorem, respectively.

Let L be a linear space of real bounded random variables on the probability space (Ω,A, P0). A finitely additive probability P on A such that P ∼ P0 and EP (X) = 0 for each X ∈ L is called EMFA (equivalent martingale finitely additive probability). In this note, EMFA’s are investigated in case P0 is atomic. Existence of EMFA’s is characterized and various examples are given. Given y ∈ R and a b...

Given an o-minimal structure M which expands a field, we define, for each positive integer d, a real valued additive measure on a Boolean algebra of subsets of Md and we prove that all the definable sets included in the finite part Fin(Md) of Md are measurable. When the domain of M is R we obtain the Lebesgue measure, but restricted to a proper subalgebra of that of the Lebesgue measurable sets...

In this paper, based on the additive measure integral representation of a nonadditive measure integral, it is shown that any comonotonically additive premium principle can be represented as an integral of the distorted decumulative distribution function of the insurance risk. Furthermore, a sufficient and necessary condition that a premium principle is a distortion premium principle is given.