On independence for non-additive measures, with a Fubini theorem
成果类型：
Article
署名作者：
Ghirardato, P
刊物名称：
JOURNAL OF ECONOMIC THEORY
ISSN/ISSBN：
0022-0531
DOI：
10.1006/jeth.1996.2241
发表日期：
1997
页码：
261-291
关键词：
摘要：
An important technical question arising in economic and financial applications of decision models with non-additive beliefs is how to define stochastic independence. In fact the straightforward generalization of independence does not in general yield a unique product. I discuss the problem of independence, with specific focus on the validity of the Fubini theorem. The latter holds in general only for a special class of functions. It also requires a stronger notion of independent product. This is unique when the product must be a belief function. Finally I discuss an application to the issue of randomization in decision making. (C) 1997 Academic Press.
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