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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Capacities and Choquet averages of ultrafilters
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by Simone Cerreia-Vioglio, Paolo Leonetti, Fabio Maccheroni and Massimo Marinacci
Proc. Amer. Math. Soc. 152 (2024), 1139-1151
DOI: https://doi.org/10.1090/proc/16642
Published electronically: January 5, 2024

Abstract:

We show that a normalized capacity $\nu : \mathcal {P}(\mathbf {N})\to \mathbf {R}$ is invariant with respect to an ideal $\mathcal {I}$ on $\mathbf {N}$ if and only if it can be represented as a Choquet average of $\{0,1\}$-valued finitely additive probability measures corresponding to the ultrafilters containing the dual filter of $\mathcal {I}$. This is obtained as a consequence of an abstract analogue in the context of Archimedean Riesz spaces.
References
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Bibliographic Information
  • Simone Cerreia-Vioglio
  • Affiliation: Universitá “Luigi Bocconi”, Department of Decision Sciences, Milan, Italy
  • MR Author ID: 941013
  • Email: simone.cerreia@unibocconi.it
  • Paolo Leonetti
  • Affiliation: Universitá degli Studi dell’Insubria, Department of Economics, via Monte Generoso 71, 21100 Varese, Italy
  • MR Author ID: 1100670
  • ORCID: 0000-0001-7819-5301
  • Email: leonetti.paolo@gmail.com
  • Fabio Maccheroni
  • Affiliation: Universitá “Luigi Bocconi”, Department of Decision Sciences, Milan, Italy
  • MR Author ID: 651058
  • Email: fabio.maccheroni@unibocconi.it
  • Massimo Marinacci
  • Affiliation: Universitá “Luigi Bocconi”, Department of Decision Sciences, Milan, Italy
  • MR Author ID: 613278
  • ORCID: 0000-0002-0079-4176
  • Email: massimo.marinacci@unibocconi.it
  • Received by editor(s): July 15, 2022
  • Received by editor(s) in revised form: July 4, 2023
  • Published electronically: January 5, 2024
  • Additional Notes: The first and fourth authors were financially supported by ERC (grants SDDM-TEA and INDIMACRO, respectively). The second and third authors were financially supported by PRIN (grant 2017CY2NCA)
  • Communicated by: Vera Fischer
  • © Copyright 2024 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 152 (2024), 1139-1151
  • MSC (2020): Primary 28A12, 40A35, 46A40; Secondary 28A25, 46B45, 54D35
  • DOI: https://doi.org/10.1090/proc/16642
  • MathSciNet review: 4693672