December 2023 Direct hyperfinite representations of finitely additive probabilities
Maxwell B. Stinchcombe
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Illinois J. Math. 67(4): 629-662 (December 2023). DOI: 10.1215/00192082-10908708

Abstract

Fix a standard measurable space (X,X) and an internal, hyperfinite HX that contains each xX. All finitely additive probabilities on (X,X) can be represented by setting p(B) equal to the standard part of Q(BH) for some internal probability Q supported on H. From this starting point, we have the following: a decomposition of two ways in which a probability can fail to be countably additive, a nonstandard characterization of countable additivity for probabilities on complete separable metic spaces, and results on the multiplicity of hyperfinitely supported probabilities that represent a given finitely additive p, from which we have set-valued integrals with respect to products of finitely additive probabilities that respect statistical independence, and for subfields or sub-σ-fields of X, a proper X-based disintegration of finitely additive probabilities as a countably additive integral over the set of finitely additive probabilities. We end with several applications for which the alternative Stone space approach to representing finitely additive probabilities is an impediment to the analyses.

Citation

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Maxwell B. Stinchcombe. "Direct hyperfinite representations of finitely additive probabilities." Illinois J. Math. 67 (4) 629 - 662, December 2023. https://doi.org/10.1215/00192082-10908708

Information

Received: 23 September 2022; Revised: 4 May 2023; Published: December 2023
First available in Project Euclid: 14 December 2023

MathSciNet: MR4678366
zbMATH: 07783574
Digital Object Identifier: 10.1215/00192082-10908708

Subjects:
Primary: 28E05
Secondary: 03H10 , 60B05

Rights: Copyright © 2023 by the University of Illinois at Urbana–Champaign

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Vol.67 • No. 4 • December 2023
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