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The Moment Problem for Finitely Additive Probabilities [PDF]
, 2008 We study the moment problem for finitely additive probabilities and show that the information provided by the moments is equivalent to the one given by the associated lower and upper distribution ...
Enrique Miranda +2 more
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Finitely additive probabilities and the Fundamental Theorem of Asset Pricing [PDF]
, 2009 This work aims at a deeper understanding of the mathematical implications of the economically-sound condition of absence of arbitrages of the first kind in a financial market.
Constantinos Kardaras
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Representing Finitely Additive Invariant Probabilities [PDF]
The Annals of Mathematical Statistics, 1968 Abstract : Hewitt and Savage have shown that finitely additive exchangeable probabilities on a product space are integral averages of power product probabilities. They prove this result as a corollary to their theorems on the countably additive case. This note adapts their technique to the study of more general invariant probabilities.
Richard A. Olshen
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Finitely additive conditional probabilities [PDF]
Rendiconti del Seminario Matematico e Fisico di Milano, 1987 This paper includes a concise survey of the work done in order to extend de Finetti's coherence condition to the prevision of conditional random quantities. Sections 1 and 2 deal with the equivalence among different formulations of the extended condition and analyse the relations between it and the usual axiomatic treatment of finitely additive ...
Eugenio Regazzini
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Finitely Additive Conditional Probabilities, Conglomerability and Disintegrations [PDF]
The Annals of Probability, 1975 For any finitely additive probability measure to be disintegrable, that is, to be an average with respect to some marginal distribution of a system of finitely additive conditional probabilities, it suffices, and is plainly necessary, that the measure be conglomerative, that is, that there be a conditional expectation such that the expectation of no ...
Lester E. Dubins
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Improper vs finitely additive distributions as limits of countably additive probabilities [PDF]
Annals of the Institute of Statistical Mathematics, 2019 In Bayesian statistics, improper distributions and finitely additive probabilities (FAPs) are the two main alternatives to proper distributions, i.e. countably additive probabilities. Both of them can be seen as limits of proper distribution sequences w.r.t. to some specific convergence modes.
Erwan Saint Loubert Bié +3 more
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Some Finitely Additive Probability [PDF]
The Annals of Probability, 1976 Lester E. Dubins and Leonard J. Savage have shown how to define a large family of finitely additive probability measures on the lattice of open sets of spaces of the form $X \times X \times \cdots$, where $X$, otherwise arbitrary, is assigned the discrete topology.
Roger Purves, William D. Sudderth
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Ultrafilter limits and finitely additive probability [PDF]
Proceedings of the American Mathematical Society, 1982 Ultrafilter limits provide the natural convergence notion for finitely additive probability. The finitely additive infinitely divisible laws are closed under ultrafilter limits. The characteristic function of any convolution of finitely additive probability measures is the product of their characteristic functions.
Thomas Sibley
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Completeness of $L_1$ spaces over finitely additive probabilities [PDF]
Colloquium Mathematicum, 1999 Various necessary and sufficient conditions for completeness of the \(L_1\) space of a finitely additive measure on a field of sets are known. The authors use these conditions to study completeness of the \(L_1\) space of a finitely additive probability measure on a \(\sigma\)-field in relation to the countably additive, strongly continuous and ...
Ira N. Gang, B. V. Rao
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Finitely additive Radon-Nikodým theorem and concentration function of a probability with respect to a probability [PDF]
Proceedings of the American Mathematical Society, 1992 An "exact" Radon-Nikodým theorem is obtained for a pair ( m , μ ) (m,\mu ) of finitely-additive probabilities, using a notion of concentration function of μ \mu with respect to m m . In addition, some direct consequences of that theorem are examined.
Patrizia Berti +2 more
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