19,254 research outputs found
Quantum measure and integration theory
This article begins with a review of quantum measure spaces. Quantum forms
and indefinite inner-product spaces are then discussed. The main part of the
paper introduces a quantum integral and derives some of its properties. The
quantum integral's form for simple functions is characterized and it is shown
that the quantum integral generalizes the Lebesgue integral. A bounded,
monotone convergence theorem for quantum integrals is obtained and it is shown
that a Radon-Nikodym type theorem does not hold for quantum measures. As an
example, a quantum-Lebesgue integral on the real line is considered.Comment: 28 page
Convergence and the Lebesgue Integral
In this paper, we examine the theory of integration of functions of real variables. Background information in measure theory and convergence is provided and several examples are considered. We compare Riemann and Lebesgue integration and develop several important theorems. In particular, the Monotone Convergence Theorem and Dominated Convergence Theorem are considered under both pointwise convergence and convergence in measure
Maximum Lebesgue Extension of Monotone Convex Functions
Given a monotone convex function on the space of essentially bounded random
variables with the Lebesgue property (order continuity), we consider its
extension preserving the Lebesgue property to as big solid vector space of
random variables as possible. We show that there exists a maximum such
extension, with explicit construction, where the maximum domain of extension is
obtained as a (possibly proper) subspace of a natural Orlicz-type space,
characterized by a certain uniform integrability property. As an application,
we provide a characterization of the Lebesgue property of monotone convex
function on arbitrary solid spaces of random variables in terms of uniform
integrability and a "nice" dual representation of the function.Comment: To Appear in Journal of Functional Analysis, 32 page
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