Autocontinuity and convergence theorems for the Choquet integral
Yann Rébillé
Abstract
Yann Rébillé
Abstract
Our aim is to provide some convergence theorems for the Choquet integral with respect to various notions of convergence. For instance, the dominated convergence theorem for almost uniform convergence is related to autocontinuous set functions. Autocontinuity can also be related to convergence in measure, strict convergence or mean convergence. Whereas the monotone convergence theorem for almost uniform convergence is related to monotone autocontinuity, a weaker version than autocontinuity.
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Our aim is to provide some convergence theorems for the Choquet integral with respect to various notions of convergence. For instance, the dominated convergence theorem for almost uniform convergence is related to autocontinuous set functions. Autocontinuity can also be related to convergence in measure, strict convergence or mean convergence. Whereas the monotone convergence theorem for almost uniform convergence is related to monotone autocontinuity, a weaker version than autocontinuity.
Key concepts: Dominated convergence theorem, Convergence (economics), Compact convergence, Modes of convergence (annotated index), Mathematics, Normal convergence, Convergence tests, Monotone polygon