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arXiv · 0709.3411

Sure Wins, Separating Probabilities and the Representation of Linear Functionals

Gianluca Cassese
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Abstract

We discuss conditions under which a convex cone $\K\subset \R^{\Omega}$ admits a probability $m$ such that $\sup_{k\in \K} m(k)\leq0$. Based on these, we also characterize linear functionals that admit the representation as finitely additive expectations. A version of Riesz decomposition based on this property is obtained as well as a characterisation of positive functionals on the space of integrable functions

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Gianluca Cassese. 2007-09-21. Sure Wins, Separating Probabilities and the Representation of Linear Functionals. https://doi.org/10.1016/j.jmaa.2009.01.013

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