How regular can maxitive measures be?

We examine domain-valued maxitive measures defined on the Borel subsets of a topological space. Several characterizations of regularity of maxitive measures are proved, depending on the structure of the topological space. Since every regular maxitive measure is completely maxitive, this yields sufficient conditions for the existence of a cardinal density. We also show that every outer-continuous maxitive measure can be decomposed as the supremum of a regular maxitive measure and a maxitive measure that vanishes on compact subsets under appropriate conditions.Comment: 24 page

Representation of maxitive measures: an overview

Idempotent integration is an analogue of Lebesgue integration where $\sigma$-maxitive measures replace $\sigma$-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

A new integral for capacities

A new integral for capacities, different from the Choquet integral, is introduced and characterized. The main feature of the new integral is concavity, which might be interpreted as uncertainty aversion. The integral is then extended to fuzzy capacities, which assign subjective expected values to random variables (e.g., portfolios) and may assign subjective probability only to a partial set of events. An equivalence between minimum over sets of additive capacities (not necessarily probability distributions) and the integral w.r.t. fuzzy capacities is demonstrated. The extension to fuzzy capacities enables one to calculate the integral also when there is information only about a few events and not about all of them.new integral, capacity, choquet integral, fuzzy capacity, concavity

Representation of States on Effect-Tribes and Effect Algebras by Integrals

We describe $\sigma$-additive states on effect-tribes by integrals. Effect-tribes are monotone $\sigma$-complete effect algebras of functions where operations are defined by points. Then we show that every state on an effect algebra is an integral through a Borel regular probability measure. Finally, we show that every $\sigma$-convex combination of extremal states on a monotone $\sigma$-complete effect algebra is a Jauch-Piron state.Comment: 20 page

States on pseudo effect algebras and integrals

We show that every state on an interval pseudo effect algebra $E$ satisfying some kind of the Riesz Decomposition Properties (RDP) is an integral through a regular Borel probability measure defined on the Borel $\sigma$-algebra of a Choquet simplex $K$. In particular, if $E$ satisfies the strongest type of (RDP), the representing Borel probability measure can be uniquely chosen to have its support in the set of the extreme points of $K.

The Lattice and Simplex Structure of States on Pseudo Effect Algebras

We study states, measures, and signed measures on pseudo effect algebras with some kind of the Riesz Decomposition Property, (RDP). We show that the set of all Jordan signed measures is always an Abelian Dedekind complete $\ell$-group. Therefore, the state space of the pseudo effect algebra with (RDP) is either empty or a nonempty Choquet simplex or even a Bauer simplex. This will allow represent states on pseudo effect algebras by standard integrals