Conglomerability and representations

Gianluca Cassese

No 318, Working Papers from University of Milano-Bicocca, Department of Economics

Abstract: We prove results concerning the representation of a given distribution by means of a given random quantity. The existence of a solution to this problem is related to the notion of conglomerability, originally introduced by Dubins. We show that this property has many interesting applications in probability as well as in analysis. Based on it we prove versions of the extremal representation theorem of Choquet and of Skhorohod theorem.

Keywords: Choquet integral representation; Conglomerability; Distribution; Riesz representation; Skhorohod representation; Vector lattice (search for similar items in EconPapers)
JEL-codes: C02 C69 (search for similar items in EconPapers)
Pages: 24
Date: 2015-12-16, Revised 2015-12-16
New Economics Papers: this item is included in nep-ure
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Citations: View citations in EconPapers (5)

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