19,254 research outputs found

    Quantum measure and integration theory

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    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

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    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

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    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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