A Characterization of the Vector Lattice of Measurable Functions

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作者
Simone Cerreia-Vioglio
Paolo Leonetti
Fabio Maccheroni
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[1] Università “Luigi Bocconi”,Department of Decision Sciences
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Measurable functions; Lateral completeness; -Algebra of ; type; Extended order continuous dual; Strictly positive order continuous linear functional; Primary: 16G30; Secondary: 18B35; 46A40;
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摘要
Given a probability measure space (X,Σ,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(X,\Sigma ,\mu )$$\end{document}, it is well known that the Riesz space L0(μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^0(\mu )$$\end{document} of equivalence classes of measurable functions f:X→R\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f: X \rightarrow \mathbf {R}$$\end{document} is universally complete and the constant function 1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varvec{1}$$\end{document} is a weak order unit. Moreover, the linear functional L∞(μ)→R\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^\infty (\mu )\rightarrow \mathbf {R}$$\end{document} defined by f↦∫fdμ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f \mapsto \int f\,\mathrm {d}\mu $$\end{document} is strictly positive and order continuous. Here we show, in particular, that the converse holds true, i.e., any universally complete Riesz space E with a weak order unit e>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$e>0$$\end{document} which admits a strictly positive order continuous linear functional on the principal ideal generated by e is lattice isomorphic onto L0(μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^0(\mu )$$\end{document}, for some probability measure space (X,Σ,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(X,\Sigma ,\mu )$$\end{document}.
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页码:291 / 301
页数:10
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