1,936 research outputs found
The Symmetric Sugeno Integral
We propose an extension of the Sugeno integral for negative numbers, in the spirit of the symmetric extension of Choquet integral, also called \Sipos\ integral. Our framework is purely ordinal, since the Sugeno integral has its interest when the underlying structure is ordinal. We begin by defining negative numbers on a linearly ordered set, and we endow this new structure with a suitable algebra, very close to the ring of real numbers. In a second step, we introduce the Möbius transform on this new structure. Lastly, we define the symmetric Sugeno integral, and show its similarity with the symmetric Choquet integral.
Weighted lattice polynomials of independent random variables
We give the cumulative distribution functions, the expected values, and the
moments of weighted lattice polynomials when regarded as real functions of
independent random variables. Since weighted lattice polynomial functions
include ordinary lattice polynomial functions and, particularly, order
statistics, our results encompass the corresponding formulas for these
particular functions. We also provide an application to the reliability
analysis of coherent systems.Comment: 14 page
Representation of maxitive measures: an overview
Idempotent integration is an analogue of Lebesgue integration where
-maxitive measures replace -additive measures. In addition to
reviewing and unifying several Radon--Nikodym like theorems proven in the
literature for the idempotent integral, we also prove new results of the same
kind.Comment: 40 page
Axiomatizations of signed discrete Choquet integrals
We study the so-called signed discrete Choquet integral (also called
non-monotonic discrete Choquet integral) regarded as the Lov\'asz extension of
a pseudo-Boolean function which vanishes at the origin. We present
axiomatizations of this generalized Choquet integral, given in terms of certain
functional equations, as well as by necessary and sufficient conditions which
reveal desirable properties in aggregation theory
A Discrete Choquet Integral for Ordered Systems
A model for a Choquet integral for arbitrary finite set systems is presented.
The model includes in particular the classical model on the system of all
subsets of a finite set. The general model associates canonical non-negative
and positively homogeneous superadditive functionals with generalized belief
functions relative to an ordered system, which are then extended to arbitrary
valuations on the set system. It is shown that the general Choquet integral can
be computed by a simple Monge-type algorithm for so-called intersection
systems, which include as a special case weakly union-closed families.
Generalizing Lov\'asz' classical characterization, we give a characterization
of the superadditivity of the Choquet integral relative to a capacity on a
union-closed system in terms of an appropriate model of supermodularity of such
capacities
Axiomatizations of quasi-polynomial functions on bounded chains
Two emergent properties in aggregation theory are investigated, namely
horizontal maxitivity and comonotonic maxitivity (as well as their dual
counterparts) which are commonly defined by means of certain functional
equations. We completely describe the function classes axiomatized by each of
these properties, up to weak versions of monotonicity in the cases of
horizontal maxitivity and minitivity. While studying the classes axiomatized by
combinations of these properties, we introduce the concept of quasi-polynomial
function which appears as a natural extension of the well-established notion of
polynomial function. We give further axiomatizations for this class both in
terms of functional equations and natural relaxations of homogeneity and median
decomposability. As noteworthy particular cases, we investigate those
subclasses of quasi-term functions and quasi-weighted maximum and minimum
functions, and provide characterizations accordingly
Measure and integral with purely ordinal scales
We develop a purely ordinal model for aggregation functionals for lattice valued functions, comprising as special cases quantiles, the Ky Fan metric and the Sugeno integral. For modeling findings of psychological experiments like the reflection effect in decision behaviour under risk or uncertainty, we introduce reflection lattices. These are complete linear lattices endowed with an order reversing bijection like the reflection at on the real interval . Mathematically we investigate the lattice of non-void intervals in a complete linear lattice, then the class of monotone interval-valued functions and
The idempotent Radon--Nikodym theorem has a converse statement
Idempotent integration is an analogue of the Lebesgue integration where
-additive measures are replaced by -maxitive measures. It has
proved useful in many areas of mathematics such as fuzzy set theory,
optimization, idempotent analysis, large deviation theory, or extreme value
theory. Existence of Radon--Nikodym derivatives, which turns out to be crucial
in all of these applications, was proved by Sugeno and Murofushi. Here we show
a converse statement to this idempotent version of the Radon--Nikodym theorem,
i.e. we characterize the -maxitive measures that have the
Radon--Nikodym property.Comment: 13 page
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