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The concept of a convex set (i.e., a set containing the segment connecting any two of its points) had repeatedly been placed at the center of economic theory before 1964. It appeared in a new light with the introduction of integration theory in the study of
749: 542: 2203:. Mathematics and its Applications (East European Series). Vol. 29 (Translated from the Polish by Ewa Bednarczuk ed.). Dordrecht; Warsaw: D. Reidel Publishing Co.; PWN—Polish Scientific Publishers. pp. xvi+524. 1537: 2886: 2804: 308: 656: 1831: 1598: 1393: 441: 173: 103: 646: 388: 4456: 1012: 2797: 1917: 1878: 1665: 2465:. Vol. 81, number 1, no. Presidential address delivered at the 103rd meeting of the American Economic Association, 29 December 1990, Washington, DC. pp. 1–7. 1258: 1209: 1129: 943: 436: 412: 240: 4534: 3571: 871: 4551: 1691: 791: 1336: 2011: 1426: 1285: 1234: 1157: 1105: 1032: 2267:. Research paper. Vol. 892. Palo Alto, CA: Graduate School of Business, Stanford University. pp. 30–35. (Draft of articles for the first edition of 1981: 1961: 1937: 1736: 1446: 1079: 595: 330: 2790: 1714: 1059: 970: 814: 573: 129: 3234: 1851: 1771: 1638: 1618: 216: 196: 919: 3397: 3859: 3718: 3524: 3379: 1451: 3355: 3111: 2966: 4374: 4205: 3101: 2613: 3745: 2858: 2891: 4366: 4546: 2433:
economic competition: If one associates with every agent of an economy an arbitrary set in the commodity space and
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over a collection of insignificant agents is an insight that economic theory owes ... to integration theory.
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Artstein, Zvi (1980). "Discrete and continuous bang-bang and facial spaces, or: Look for the extreme points".
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Vind, Karl (May 1964). "Edgeworth-allocations in an exchange economy with many traders".
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values satisfying certain properties. It is a generalization of the concept of finite
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Aumann, Robert J. (January–April 1964). "Markets with a continuum of traders".
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Tardella, Fabio (1990). "A new proof of the Lyapunov convexity theorem".
2037: 2033: 3871: 3815: 3810: 2226: 2119: â€“ Function valued in a vector space; typically a real or complex one 3896: 3755: 3030: 2045: 2044:(the closed and convex set that is the limit of a convergent sequence of 1540: 1132: 337: 2534: 2470: 2420: 2359: 2314: 2375:
Aumann, Robert J. (August 1965). "Integrals of set-valued functions".
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Both of these statements follow quite easily from the criterion (
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is declared to take values, two different outcomes are observed.
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Differentiable vector–valued functions from Euclidean space
2040:. In fact, the range of a non-atomic vector measure is a 2600:(Second ed.). Palgrave Macmillan. pp. 317–318. 2678:(reprint ed.). Boston–Basel–Stuttgart: 2461:(March 1991). "The Mathematization of economic theory". 2443:
convexity of sets derived by that averaging process
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Functional analysis and control theory: Linear systems
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is countably additive if and only if for any sequence
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is a vector measure which is not countably-additive.
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(1969). 1963:is a vector measure of bounded variation, then 1620:into a finite number of disjoint sets, for all 818:Countably additive vector measures defined on 303:{\displaystyle \mu (A\cup B)=\mu (A)+\mu (B).} 3712: 3228: 2798: 2597:The New Palgrave Dictionary of Economics 949:contained in this interval. For any such set 8: 4457:Riesz–Markov–Kakutani representation theorem 2487:Functional analysis and time optimal control 2439:then the resulting set is necessarily convex 2415:. Vol. 5, no. 2. pp. 165–77. 2166: 2164: 2032:) finite-dimensional vector measure is 1795: 1780: 1680: 1674: 1526: 1504: 780: 774: 2437:over a collection of insignificant agents, 2335:This paper builds on two papers by Aumann: 4552:Vitale's random Brunn–Minkowski inequality 4469: 3719: 3705: 3697: 3263: 3235: 3221: 3213: 2805: 2791: 2783: 2508: 2506: 2504: 2435:if one averages those individual sets 2730:, North-Holland Mathematics Studies  2269:New Palgrave Dictionary of Economics 2154:, North-Holland Mathematics Studies  1998: 1990: 1988: 1968: 1948: 1924: 1895: 1887: 1885: 1861: 1860: 1858: 1838: 1826:{\displaystyle \|\mu (A)\|\leq |\mu |(A)} 1809: 1801: 1778: 1743: 1723: 1698: 1672: 1648: 1647: 1645: 1625: 1605: 1593:{\displaystyle A=\bigcup _{i=1}^{n}A_{i}} 1584: 1574: 1563: 1551: 1517: 1498: 1487: 1463: 1455: 1453: 1433: 1413: 1405: 1403: 1388:{\displaystyle \mu :{\mathcal {F}}\to X,} 1370: 1369: 1361: 1298: 1292: 1271: 1265: 1244: 1243: 1241: 1218: 1171: 1165: 1143: 1137: 1115: 1114: 1112: 1089: 1066: 1043: 1019: 998: 977: 954: 929: 928: 926: 894: 843: 798: 772: 715: 705: 694: 684: 664: 658: 632: 621: 611: 602: 582: 557: 548:on the right-hand side convergent in the 525: 509: 498: 479: 469: 458: 448: 443: 422: 421: 419: 398: 397: 395: 374: 363: 353: 344: 317: 247: 226: 225: 223: 203: 183: 153: 152: 144: 113: 86: 85: 74: 3525:Group algebra of a locally compact group 3102:No infinite-dimensional Lebesgue measure 2705:Diestel, Joe; Uhl, Jerry J. Jr. (1977). 2558:SIAM Journal on Control and Optimization 2171:Diestel, Joe; Uhl, Jerry J. Jr. (1977). 168:{\displaystyle \mu :{\mathcal {F}}\to X} 98:{\displaystyle (\Omega ,{\mathcal {F}})} 3112:Structure theorem for Gaussian measures 2137: 1338:is a countably-additive vector measure. 641:{\displaystyle (A_{i})_{i=1}^{\infty }} 383:{\displaystyle (A_{i})_{i=1}^{\infty }} 2426: 2988:infinite-dimensional Gaussian measure 1983:is countably additive if and only if 7: 4565:Applications & related 2859:Infinite-dimensional vector function 650: 2728:Vector Measures and Control Systems 2243:(July 1986). "Large economies". In 2152:Vector Measures and Control Systems 2107: â€“ Measure with complex values 2021:In the theory of vector measures, 1903: 1754: 1172: 854: 706: 671: 633: 510: 470: 375: 79: 62:Definitions and first consequences 25: 2926:Generalizations of the derivative 2892:Differentiation in FrĂ©chet spaces 2764:. New York: McGraw-Hill. p.  2635:Journal of Mathematical Economics 2101: â€“ Type of topological space 1352:The variation of a vector measure 1007:{\displaystyle \mu (A)=\chi _{A}} 4494:Lebesgue differentiation theorem 4375:CarathĂ©odory's extension theorem 3681: 3680: 3607:Topological quantum field theory 2429:, p. 4) with this comment: 133:finitely additive vector measure 3161:Holomorphic functional calculus 1912:{\displaystyle |\mu |(\Omega )} 1873:{\displaystyle {\mathcal {F}}.} 1660:{\displaystyle {\mathcal {F}}.} 3156:Continuous functional calculus 1999: 1991: 1906: 1900: 1896: 1888: 1820: 1814: 1810: 1802: 1792: 1786: 1757: 1745: 1523: 1510: 1474: 1468: 1464: 1456: 1414: 1406: 1376: 1322: 1319: 1307: 1304: 1253:{\displaystyle {\mathcal {F}}} 1204:{\displaystyle L^{\infty }(),} 1195: 1192: 1180: 1177: 1124:{\displaystyle {\mathcal {F}}} 988: 982: 938:{\displaystyle {\mathcal {F}}} 908: 896: 857: 845: 728: 677: 668: 618: 604: 531: 518: 431:{\displaystyle {\mathcal {F}}} 407:{\displaystyle {\mathcal {F}}} 360: 346: 294: 288: 279: 273: 264: 252: 235:{\displaystyle {\mathcal {F}}} 159: 92: 76: 1: 3403:Uniform boundedness principle 2413:International Economic Review 2068:, which has been viewed as a 822:are more general than finite 2647:10.1016/0304-4068(78)90010-1 2463:The American Economic Review 2449:in the commodity space 2425:Vind's article was noted by 2389:10.1016/0022-247X(65)90049-1 2028:states that the range of a ( 866:{\displaystyle [0,\infty ),} 836:countably additive functions 414:such that their union is in 4547:PrĂ©kopa–Leindler inequality 2745:Encyclopedia of Mathematics 2085:Bochner measurable function 1344: 139:, for short) is a function 4639: 4489:Lebesgue's density theorem 3546:Invariant subspace problem 2606:10.1057/9780230226203.1518 2126:Weakly measurable function 1686:{\displaystyle \|\cdot \|} 1236:viewed as a function from 1107:viewed as a function from 786:{\displaystyle \|\cdot \|} 4623:Measures (measure theory) 4542:Minkowski–Steiner formula 4472: 4357:Projection-valued measure 3676: 3266: 3151:Borel functional calculus 2818:topological vector spaces 2672:Cohn, Donald L. (1997) . 2199:Rolewicz, Stefan (1987). 921:together with the family 4525:Isoperimetric inequality 4504:Vitali–Hahn–Saks theorem 3833:CarathĂ©odory's criterion 3515:Spectrum of a C*-algebra 3085:Inverse function theorem 2972:Classical Wiener measure 1943:. One can prove that if 1331:{\displaystyle L^{1}(),} 947:Lebesgue measurable sets 4530:Brunn–Minkowski theorem 4399:Decomposition theorems 3612:Noncommutative geometry 3187:Convenient vector space 2738:van Dulst, D. (2001) , 2451:obtained by aggregation 2117:Vector-valued functions 2075:of Lyapunov's theorem. 2016: 2013:is countably additive. 1919:is finite, the measure 1356:Given a vector measure 18:Lyapunov's theorem 4577:Descriptive set theory 4477:Disintegration theorem 3912:Universally measurable 3668:Tomita–Takesaki theory 3643:Approximation property 3587:Calculus of variations 3080:Cameron–Martin theorem 2837:Classical Wiener space 2455: 2291:Aumann, Robert J. 2007: 2006:{\displaystyle |\mu |} 1977: 1957: 1933: 1913: 1874: 1847: 1827: 1767: 1732: 1710: 1687: 1661: 1634: 1614: 1594: 1579: 1543:is taken over all the 1533: 1503: 1442: 1422: 1421:{\displaystyle |\mu |} 1389: 1332: 1281: 1254: 1230: 1205: 1153: 1125: 1101: 1075: 1055: 1028: 1008: 966: 939: 915: 867: 810: 787: 745: 710: 642: 591: 569: 538: 514: 474: 432: 408: 384: 326: 304: 236: 212: 192: 175:such that for any two 169: 125: 99: 4379:Convergence theorems 3838:Cylindrical σ-algebra 3663:Banach–Mazur distance 3626:Generalized functions 3097:Feldman–HĂĄjek theorem 2909:Functional derivative 2832:Abstract Wiener space 2430: 2258:Contributions to the 2066:Shapley–Folkman lemma 2008: 1978: 1958: 1934: 1914: 1875: 1848: 1828: 1768: 1733: 1711: 1688: 1662: 1635: 1615: 1595: 1559: 1534: 1483: 1443: 1423: 1390: 1333: 1282: 1280:{\displaystyle L^{p}} 1255: 1231: 1229:{\displaystyle \mu ,} 1206: 1154: 1152:{\displaystyle L^{p}} 1126: 1102: 1100:{\displaystyle \mu ,} 1076: 1056: 1029: 1027:{\displaystyle \chi } 1009: 967: 940: 916: 868: 811: 788: 746: 690: 643: 592: 570: 539: 494: 454: 433: 409: 385: 327: 305: 237: 213: 193: 170: 126: 100: 4447:Minkowski inequality 4321:Cylinder set measure 4206:Infinite-dimensional 3821:equivalence relation 3751:Lebesgue integration 3408:Kakutani fixed-point 3393:Riesz representation 3021:Radonifying function 2962:Cylinder set measure 2854:Cylinder set measure 1987: 1976:{\displaystyle \mu } 1967: 1956:{\displaystyle \mu } 1947: 1932:{\displaystyle \mu } 1923: 1884: 1857: 1837: 1777: 1742: 1731:{\displaystyle \mu } 1722: 1697: 1671: 1644: 1624: 1604: 1550: 1452: 1441:{\displaystyle \mu } 1432: 1402: 1360: 1291: 1264: 1240: 1217: 1164: 1136: 1111: 1088: 1074:{\displaystyle \mu } 1065: 1042: 1018: 976: 953: 925: 893: 842: 797: 771: 657: 601: 590:{\displaystyle \mu } 581: 556: 552:of the Banach space 442: 418: 394: 390:of disjoint sets in 343: 325:{\displaystyle \mu } 316: 246: 222: 202: 182: 143: 112: 73: 4618:Functional analysis 4442:Hölder's inequality 4304:of random variables 4266:Measurable function 4153:Particular measures 3742:Absolute continuity 3592:Functional calculus 3551:Mahler's conjecture 3530:Von Neumann algebra 3244:Functional analysis 3143:Functional calculus 3133:Covariance operator 3054:Gelfand–Pettis/Weak 3016:measurable function 2931:Hadamard derivative 2760:Functional analysis 2682:. pp. IX+373. 2592:Starr, Ross M. 1061:Depending on where 637: 379: 4582:Probability theory 3907:Transverse measure 3885:Non-measurable set 3867:Locally measurable 3617:Riemann hypothesis 3316:Topological vector 3090:Nash–Moser theorem 2967:Canonical Gaussian 2914:Gateaux derivative 2897:FrĂ©chet derivative 2734:, Amsterdam, 1976. 2631:Mas-Colell, Andreu 2158:, Amsterdam, 1976. 2062:statistical theory 2017:Lyapunov's theorem 2003: 1973: 1953: 1929: 1909: 1870: 1843: 1823: 1763: 1728: 1709:{\displaystyle X.} 1706: 1683: 1657: 1630: 1610: 1590: 1529: 1438: 1418: 1385: 1328: 1277: 1250: 1226: 1201: 1149: 1121: 1097: 1071: 1054:{\displaystyle A.} 1051: 1036:indicator function 1024: 1004: 965:{\displaystyle A,} 962: 935: 911: 863: 809:{\displaystyle X.} 806: 783: 741: 675: 638: 617: 587: 568:{\displaystyle X.} 565: 534: 428: 404: 380: 359: 334:countably additive 322: 300: 232: 208: 188: 165: 124:{\displaystyle X,} 121: 95: 4600: 4599: 4560: 4559: 4289:almost everywhere 4235:Spherical measure 4133:Strictly positive 4061:Projection-valued 3801:Almost everywhere 3774:Probability space 3694: 3693: 3597:Integral operator 3374: 3373: 3210: 3209: 3107:Sazonov's theorem 2993:Projection-valued 2756:Rudin, W (1973). 2740:"Vector measures" 2680:BirkhĂ€user Verlag 2615:978-0-333-78676-5 2054:"bang–bang" 2048:). It is used in 1941:bounded variation 1939:is said to be of 1846:{\displaystyle A} 1766:{\displaystyle .} 1718:The variation of 1633:{\displaystyle A} 1613:{\displaystyle A} 877:, and the set of 765: 764: 660: 648:as above one has 312:A vector measure 211:{\displaystyle B} 191:{\displaystyle A} 16:(Redirected from 4630: 4535:Milman's reverse 4518: 4516:Lebesgue measure 4470: 3874: 3860:infimum/supremum 3781:Measurable space 3721: 3714: 3707: 3698: 3684: 3683: 3602:Jones polynomial 3520:Operator algebra 3264: 3237: 3230: 3223: 3214: 3202:Hilbert manifold 3197:FrĂ©chet manifold 2981: like  2941:Quasi-derivative 2807: 2800: 2793: 2784: 2779: 2763: 2752: 2720: 2701: 2659: 2658: 2626: 2620: 2619: 2588: 2582: 2581: 2553: 2547: 2546: 2510: 2499: 2498: 2482: 2476: 2474: 2424: 2408: 2402: 2400: 2371: 2334: 2287: 2281: 2280: 2278: 2276: 2266: 2253:Robert B. Wilson 2237: 2231: 2230: 2196: 2187: 2186: 2168: 2159: 2145: 2122: 2095: 2090:Bochner integral 2012: 2010: 2009: 2004: 2002: 1994: 1982: 1980: 1979: 1974: 1962: 1960: 1959: 1954: 1938: 1936: 1935: 1930: 1918: 1916: 1915: 1910: 1899: 1891: 1879: 1877: 1876: 1871: 1866: 1865: 1852: 1850: 1849: 1844: 1832: 1830: 1829: 1824: 1813: 1805: 1772: 1770: 1769: 1764: 1737: 1735: 1734: 1729: 1715: 1713: 1712: 1707: 1692: 1690: 1689: 1684: 1666: 1664: 1663: 1658: 1653: 1652: 1639: 1637: 1636: 1631: 1619: 1617: 1616: 1611: 1599: 1597: 1596: 1591: 1589: 1588: 1578: 1573: 1538: 1536: 1535: 1530: 1522: 1521: 1502: 1497: 1467: 1459: 1447: 1445: 1444: 1439: 1427: 1425: 1424: 1419: 1417: 1409: 1394: 1392: 1391: 1386: 1375: 1374: 1348:) stated above. 1337: 1335: 1334: 1329: 1303: 1302: 1286: 1284: 1283: 1278: 1276: 1275: 1259: 1257: 1256: 1251: 1249: 1248: 1235: 1233: 1232: 1227: 1210: 1208: 1207: 1202: 1176: 1175: 1158: 1156: 1155: 1150: 1148: 1147: 1130: 1128: 1127: 1122: 1120: 1119: 1106: 1104: 1103: 1098: 1080: 1078: 1077: 1072: 1060: 1058: 1057: 1052: 1033: 1031: 1030: 1025: 1013: 1011: 1010: 1005: 1003: 1002: 971: 969: 968: 963: 944: 942: 941: 936: 934: 933: 920: 918: 917: 914:{\displaystyle } 912: 872: 870: 869: 864: 832:complex measures 815: 813: 812: 807: 792: 790: 789: 784: 759: 750: 748: 747: 742: 731: 727: 726: 725: 721: 720: 719: 709: 704: 674: 651: 647: 645: 644: 639: 636: 631: 616: 615: 596: 594: 593: 588: 574: 572: 571: 566: 543: 541: 540: 535: 530: 529: 513: 508: 490: 489: 485: 484: 483: 473: 468: 437: 435: 434: 429: 427: 426: 413: 411: 410: 405: 403: 402: 389: 387: 386: 381: 378: 373: 358: 357: 331: 329: 328: 323: 309: 307: 306: 301: 241: 239: 238: 233: 231: 230: 217: 215: 214: 209: 197: 195: 194: 189: 174: 172: 171: 166: 158: 157: 130: 128: 127: 122: 104: 102: 101: 96: 91: 90: 21: 4638: 4637: 4633: 4632: 4631: 4629: 4628: 4627: 4603: 4602: 4601: 4596: 4592:Spectral theory 4572:Convex analysis 4556: 4513: 4508: 4461: 4361: 4309:in distribution 4254: 4147: 3977:Logarithmically 3916: 3872: 3855:Essential range 3789: 3730: 3725: 3695: 3690: 3672: 3636:Advanced topics 3631: 3555: 3534: 3493: 3459:Hilbert–Schmidt 3432: 3423:Gelfand–Naimark 3370: 3320: 3255: 3241: 3211: 3206: 3177:Banach manifold 3165: 3137: 3116: 3068: 3044:Direct integral 3025: 2945: 2873: 2869:Vector calculus 2864:Matrix calculus 2820: 2811: 2776: 2755: 2737: 2717: 2707:Vector measures 2704: 2690: 2671: 2668: 2663: 2662: 2629: 2627: 2623: 2616: 2590: 2589: 2585: 2570:10.1137/0328026 2555: 2554: 2550: 2527:10.1137/1022026 2512: 2511: 2502: 2484: 2483: 2479: 2457: 2410: 2409: 2405: 2374: 2352:10.2307/1913732 2337: 2307:10.2307/1909854 2289: 2288: 2284: 2274: 2272: 2264: 2239: 2238: 2234: 2211: 2198: 2197: 2190: 2183: 2173:Vector measures 2170: 2169: 2162: 2150:, Knowles, G., 2146: 2139: 2134: 2120: 2105:Complex measure 2093: 2081: 2019: 1985: 1984: 1965: 1964: 1945: 1944: 1921: 1920: 1882: 1881: 1855: 1854: 1835: 1834: 1775: 1774: 1740: 1739: 1720: 1719: 1695: 1694: 1693:is the norm on 1669: 1668: 1642: 1641: 1622: 1621: 1602: 1601: 1580: 1548: 1547: 1513: 1450: 1449: 1430: 1429: 1400: 1399: 1358: 1357: 1354: 1294: 1289: 1288: 1267: 1262: 1261: 1238: 1237: 1215: 1214: 1167: 1162: 1161: 1139: 1134: 1133: 1109: 1108: 1086: 1085: 1063: 1062: 1040: 1039: 1016: 1015: 994: 974: 973: 951: 950: 923: 922: 891: 890: 887: 879:complex numbers 840: 839: 828:signed measures 795: 794: 793:is the norm on 769: 768: 757: 711: 689: 685: 680: 676: 655: 654: 607: 599: 598: 579: 578: 554: 553: 521: 475: 453: 449: 440: 439: 416: 415: 392: 391: 349: 341: 340: 314: 313: 244: 243: 220: 219: 200: 199: 180: 179: 141: 140: 110: 109: 71: 70: 64: 23: 22: 15: 12: 11: 5: 4636: 4634: 4626: 4625: 4620: 4615: 4613:Control theory 4605: 4604: 4598: 4597: 4595: 4594: 4589: 4584: 4579: 4574: 4568: 4566: 4562: 4561: 4558: 4557: 4555: 4554: 4549: 4544: 4539: 4538: 4537: 4527: 4521: 4519: 4510: 4509: 4507: 4506: 4501: 4499:Sard's theorem 4496: 4491: 4486: 4485: 4484: 4482:Lifting theory 4473: 4467: 4463: 4462: 4460: 4459: 4454: 4449: 4444: 4439: 4438: 4437: 4435:Fubini–Tonelli 4427: 4422: 4417: 4416: 4415: 4410: 4405: 4397: 4396: 4395: 4390: 4385: 4377: 4371: 4369: 4363: 4362: 4360: 4359: 4354: 4349: 4344: 4339: 4334: 4329: 4323: 4318: 4317: 4316: 4314:in probability 4311: 4301: 4296: 4291: 4285: 4284: 4283: 4278: 4273: 4262: 4260: 4256: 4255: 4253: 4252: 4247: 4242: 4237: 4232: 4227: 4226: 4225: 4215: 4210: 4209: 4208: 4198: 4193: 4188: 4183: 4178: 4173: 4168: 4163: 4157: 4155: 4149: 4148: 4146: 4145: 4140: 4135: 4130: 4125: 4120: 4115: 4110: 4105: 4100: 4095: 4094: 4093: 4088: 4083: 4073: 4068: 4063: 4058: 4048: 4043: 4038: 4033: 4028: 4023: 4021:Locally finite 4018: 4008: 4003: 3998: 3993: 3988: 3983: 3973: 3968: 3963: 3958: 3953: 3948: 3943: 3938: 3933: 3927: 3925: 3918: 3917: 3915: 3914: 3909: 3904: 3899: 3894: 3893: 3892: 3882: 3877: 3869: 3864: 3863: 3862: 3852: 3847: 3846: 3845: 3835: 3830: 3825: 3824: 3823: 3813: 3808: 3803: 3797: 3795: 3791: 3790: 3788: 3787: 3778: 3777: 3776: 3766: 3761: 3753: 3748: 3738: 3736: 3735:Basic concepts 3732: 3731: 3728:Measure theory 3726: 3724: 3723: 3716: 3709: 3701: 3692: 3691: 3689: 3688: 3677: 3674: 3673: 3671: 3670: 3665: 3660: 3655: 3653:Choquet theory 3650: 3645: 3639: 3637: 3633: 3632: 3630: 3629: 3619: 3614: 3609: 3604: 3599: 3594: 3589: 3584: 3579: 3574: 3569: 3563: 3561: 3557: 3556: 3554: 3553: 3548: 3542: 3540: 3536: 3535: 3533: 3532: 3527: 3522: 3517: 3512: 3507: 3505:Banach algebra 3501: 3499: 3495: 3494: 3492: 3491: 3486: 3481: 3476: 3471: 3466: 3461: 3456: 3451: 3446: 3440: 3438: 3434: 3433: 3431: 3430: 3428:Banach–Alaoglu 3425: 3420: 3415: 3410: 3405: 3400: 3395: 3390: 3384: 3382: 3376: 3375: 3372: 3371: 3369: 3368: 3363: 3358: 3356:Locally convex 3353: 3339: 3334: 3328: 3326: 3322: 3321: 3319: 3318: 3313: 3308: 3303: 3298: 3293: 3288: 3283: 3278: 3273: 3267: 3261: 3257: 3256: 3242: 3240: 3239: 3232: 3225: 3217: 3208: 3207: 3205: 3204: 3199: 3194: 3192:Choquet theory 3189: 3184: 3173: 3171: 3167: 3166: 3164: 3163: 3158: 3153: 3147: 3145: 3139: 3138: 3136: 3135: 3130: 3124: 3122: 3118: 3117: 3115: 3114: 3109: 3104: 3099: 3094: 3093: 3092: 3082: 3076: 3074: 3070: 3069: 3067: 3066: 3061: 3056: 3051: 3046: 3041: 3035: 3033: 3027: 3026: 3024: 3023: 3018: 3002: 3001: 3000: 2995: 2990: 2976: 2975: 2974: 2969: 2959: 2953: 2951: 2947: 2946: 2944: 2943: 2938: 2933: 2928: 2923: 2922: 2921: 2911: 2906: 2905: 2904: 2894: 2889: 2883: 2881: 2875: 2874: 2872: 2871: 2866: 2861: 2856: 2851: 2846: 2841: 2840: 2839: 2828: 2826: 2825:Basic concepts 2822: 2821: 2812: 2810: 2809: 2802: 2795: 2787: 2781: 2780: 2774: 2753: 2735: 2726:, Knowles, G, 2721: 2715: 2702: 2688: 2675:Measure theory 2667: 2664: 2661: 2660: 2641:(3): 207–215. 2621: 2614: 2583: 2564:(2): 478–481. 2548: 2521:(2): 172–185. 2500: 2477: 2459:Debreu, GĂ©rard 2403: 2346:(1–2): 39–50. 2282: 2245:David M. Kreps 2232: 2209: 2188: 2181: 2160: 2136: 2135: 2133: 2130: 2129: 2128: 2123: 2114: 2111:Signed measure 2108: 2102: 2096: 2087: 2080: 2077: 2058:control theory 2018: 2015: 2001: 1997: 1993: 1972: 1952: 1928: 1908: 1905: 1902: 1898: 1894: 1890: 1869: 1864: 1842: 1822: 1819: 1816: 1812: 1808: 1804: 1800: 1797: 1794: 1791: 1788: 1785: 1782: 1773:It holds that 1762: 1759: 1756: 1753: 1750: 1747: 1727: 1705: 1702: 1682: 1679: 1676: 1656: 1651: 1629: 1609: 1587: 1583: 1577: 1572: 1569: 1566: 1562: 1558: 1555: 1528: 1525: 1520: 1516: 1512: 1509: 1506: 1501: 1496: 1493: 1490: 1486: 1482: 1479: 1476: 1473: 1470: 1466: 1462: 1458: 1448:is defined as 1437: 1416: 1412: 1408: 1384: 1381: 1378: 1373: 1368: 1365: 1353: 1350: 1340: 1339: 1327: 1324: 1321: 1318: 1315: 1312: 1309: 1306: 1301: 1297: 1274: 1270: 1247: 1225: 1222: 1212: 1200: 1197: 1194: 1191: 1188: 1185: 1182: 1179: 1174: 1170: 1146: 1142: 1118: 1096: 1093: 1070: 1050: 1047: 1023: 1001: 997: 993: 990: 987: 984: 981: 961: 958: 932: 910: 907: 904: 901: 898: 886: 883: 862: 859: 856: 853: 850: 847: 820:sigma-algebras 805: 802: 782: 779: 776: 763: 762: 753: 751: 740: 737: 734: 730: 724: 718: 714: 708: 703: 700: 697: 693: 688: 683: 679: 673: 670: 667: 663: 635: 630: 627: 624: 620: 614: 610: 606: 586: 564: 561: 533: 528: 524: 520: 517: 512: 507: 504: 501: 497: 493: 488: 482: 478: 472: 467: 464: 461: 457: 452: 447: 438:it holds that 425: 401: 377: 372: 369: 366: 362: 356: 352: 348: 321: 299: 296: 293: 290: 287: 284: 281: 278: 275: 272: 269: 266: 263: 260: 257: 254: 251: 229: 207: 187: 164: 161: 156: 151: 148: 120: 117: 94: 89: 84: 81: 78: 63: 60: 51:, which takes 41:family of sets 33:vector measure 24: 14: 13: 10: 9: 6: 4: 3: 2: 4635: 4624: 4621: 4619: 4616: 4614: 4611: 4610: 4608: 4593: 4590: 4588: 4587:Real analysis 4585: 4583: 4580: 4578: 4575: 4573: 4570: 4569: 4567: 4563: 4553: 4550: 4548: 4545: 4543: 4540: 4536: 4533: 4532: 4531: 4528: 4526: 4523: 4522: 4520: 4517: 4511: 4505: 4502: 4500: 4497: 4495: 4492: 4490: 4487: 4483: 4480: 4479: 4478: 4475: 4474: 4471: 4468: 4466:Other results 4464: 4458: 4455: 4453: 4452:Radon–Nikodym 4450: 4448: 4445: 4443: 4440: 4436: 4433: 4432: 4431: 4428: 4426: 4425:Fatou's lemma 4423: 4421: 4418: 4414: 4411: 4409: 4406: 4404: 4401: 4400: 4398: 4394: 4391: 4389: 4386: 4384: 4381: 4380: 4378: 4376: 4373: 4372: 4370: 4368: 4364: 4358: 4355: 4353: 4350: 4348: 4345: 4343: 4340: 4338: 4335: 4333: 4330: 4328: 4324: 4322: 4319: 4315: 4312: 4310: 4307: 4306: 4305: 4302: 4300: 4297: 4295: 4292: 4290: 4287:Convergence: 4286: 4282: 4279: 4277: 4274: 4272: 4269: 4268: 4267: 4264: 4263: 4261: 4257: 4251: 4248: 4246: 4243: 4241: 4238: 4236: 4233: 4231: 4228: 4224: 4221: 4220: 4219: 4216: 4214: 4211: 4207: 4204: 4203: 4202: 4199: 4197: 4194: 4192: 4189: 4187: 4184: 4182: 4179: 4177: 4174: 4172: 4169: 4167: 4164: 4162: 4159: 4158: 4156: 4154: 4150: 4144: 4141: 4139: 4136: 4134: 4131: 4129: 4126: 4124: 4121: 4119: 4116: 4114: 4111: 4109: 4106: 4104: 4101: 4099: 4096: 4092: 4091:Outer regular 4089: 4087: 4086:Inner regular 4084: 4082: 4081:Borel regular 4079: 4078: 4077: 4074: 4072: 4069: 4067: 4064: 4062: 4059: 4057: 4053: 4049: 4047: 4044: 4042: 4039: 4037: 4034: 4032: 4029: 4027: 4024: 4022: 4019: 4017: 4013: 4009: 4007: 4004: 4002: 3999: 3997: 3994: 3992: 3989: 3987: 3984: 3982: 3978: 3974: 3972: 3969: 3967: 3964: 3962: 3959: 3957: 3954: 3952: 3949: 3947: 3944: 3942: 3939: 3937: 3934: 3932: 3929: 3928: 3926: 3924: 3919: 3913: 3910: 3908: 3905: 3903: 3900: 3898: 3895: 3891: 3888: 3887: 3886: 3883: 3881: 3878: 3876: 3870: 3868: 3865: 3861: 3858: 3857: 3856: 3853: 3851: 3848: 3844: 3841: 3840: 3839: 3836: 3834: 3831: 3829: 3826: 3822: 3819: 3818: 3817: 3814: 3812: 3809: 3807: 3804: 3802: 3799: 3798: 3796: 3792: 3786: 3782: 3779: 3775: 3772: 3771: 3770: 3769:Measure space 3767: 3765: 3762: 3760: 3758: 3754: 3752: 3749: 3747: 3743: 3740: 3739: 3737: 3733: 3729: 3722: 3717: 3715: 3710: 3708: 3703: 3702: 3699: 3687: 3679: 3678: 3675: 3669: 3666: 3664: 3661: 3659: 3658:Weak topology 3656: 3654: 3651: 3649: 3646: 3644: 3641: 3640: 3638: 3634: 3627: 3623: 3620: 3618: 3615: 3613: 3610: 3608: 3605: 3603: 3600: 3598: 3595: 3593: 3590: 3588: 3585: 3583: 3582:Index theorem 3580: 3578: 3575: 3573: 3570: 3568: 3565: 3564: 3562: 3558: 3552: 3549: 3547: 3544: 3543: 3541: 3539:Open problems 3537: 3531: 3528: 3526: 3523: 3521: 3518: 3516: 3513: 3511: 3508: 3506: 3503: 3502: 3500: 3496: 3490: 3487: 3485: 3482: 3480: 3477: 3475: 3472: 3470: 3467: 3465: 3462: 3460: 3457: 3455: 3452: 3450: 3447: 3445: 3442: 3441: 3439: 3435: 3429: 3426: 3424: 3421: 3419: 3416: 3414: 3411: 3409: 3406: 3404: 3401: 3399: 3396: 3394: 3391: 3389: 3386: 3385: 3383: 3381: 3377: 3367: 3364: 3362: 3359: 3357: 3354: 3351: 3347: 3343: 3340: 3338: 3335: 3333: 3330: 3329: 3327: 3323: 3317: 3314: 3312: 3309: 3307: 3304: 3302: 3299: 3297: 3294: 3292: 3289: 3287: 3284: 3282: 3279: 3277: 3274: 3272: 3269: 3268: 3265: 3262: 3258: 3253: 3249: 3245: 3238: 3233: 3231: 3226: 3224: 3219: 3218: 3215: 3203: 3200: 3198: 3195: 3193: 3190: 3188: 3185: 3182: 3178: 3175: 3174: 3172: 3168: 3162: 3159: 3157: 3154: 3152: 3149: 3148: 3146: 3144: 3140: 3134: 3131: 3129: 3126: 3125: 3123: 3119: 3113: 3110: 3108: 3105: 3103: 3100: 3098: 3095: 3091: 3088: 3087: 3086: 3083: 3081: 3078: 3077: 3075: 3071: 3065: 3062: 3060: 3057: 3055: 3052: 3050: 3047: 3045: 3042: 3040: 3037: 3036: 3034: 3032: 3028: 3022: 3019: 3017: 3014: 3010: 3006: 3003: 2999: 2996: 2994: 2991: 2989: 2986: 2985: 2984: 2983:set functions 2980: 2977: 2973: 2970: 2968: 2965: 2964: 2963: 2960: 2958: 2957:Besov measure 2955: 2954: 2952: 2950:Measurability 2948: 2942: 2939: 2937: 2934: 2932: 2929: 2927: 2924: 2920: 2917: 2916: 2915: 2912: 2910: 2907: 2903: 2900: 2899: 2898: 2895: 2893: 2890: 2888: 2885: 2884: 2882: 2880: 2876: 2870: 2867: 2865: 2862: 2860: 2857: 2855: 2852: 2850: 2849:Convex series 2847: 2845: 2844:Bochner space 2842: 2838: 2835: 2834: 2833: 2830: 2829: 2827: 2823: 2819: 2815: 2808: 2803: 2801: 2796: 2794: 2789: 2788: 2785: 2777: 2775:9780070542259 2771: 2767: 2762: 2761: 2754: 2751: 2747: 2746: 2741: 2736: 2733: 2729: 2725: 2722: 2718: 2716:0-8218-1515-6 2712: 2708: 2703: 2699: 2695: 2691: 2689:3-7643-3003-1 2685: 2681: 2677: 2676: 2670: 2669: 2665: 2656: 2652: 2648: 2644: 2640: 2636: 2632: 2625: 2622: 2617: 2611: 2607: 2603: 2599: 2598: 2593: 2587: 2584: 2579: 2575: 2571: 2567: 2563: 2559: 2552: 2549: 2544: 2540: 2536: 2532: 2528: 2524: 2520: 2516: 2509: 2507: 2505: 2501: 2496: 2492: 2488: 2481: 2478: 2475: 2472: 2468: 2464: 2460: 2454: 2452: 2448: 2444: 2440: 2436: 2428: 2422: 2418: 2414: 2407: 2404: 2401: 2398: 2394: 2390: 2386: 2382: 2378: 2372: 2369: 2365: 2361: 2357: 2353: 2349: 2345: 2341: 2332: 2328: 2324: 2320: 2316: 2312: 2308: 2304: 2300: 2296: 2292: 2286: 2283: 2270: 2263: 2262: 2259: 2254: 2250: 2246: 2242: 2241:Roberts, John 2236: 2233: 2228: 2224: 2220: 2216: 2212: 2210:90-277-2186-6 2206: 2202: 2195: 2193: 2189: 2184: 2182:0-8218-1515-6 2178: 2174: 2167: 2165: 2161: 2157: 2153: 2149: 2144: 2142: 2138: 2131: 2127: 2124: 2118: 2115: 2112: 2109: 2106: 2103: 2100: 2099:Bochner space 2097: 2091: 2088: 2086: 2083: 2082: 2078: 2076: 2074: 2071: 2067: 2063: 2059: 2055: 2051: 2047: 2043: 2039: 2035: 2031: 2027: 2025: 2014: 1995: 1970: 1950: 1942: 1926: 1892: 1867: 1840: 1817: 1806: 1798: 1789: 1783: 1760: 1751: 1748: 1725: 1716: 1703: 1700: 1677: 1654: 1627: 1607: 1585: 1581: 1575: 1570: 1567: 1564: 1560: 1556: 1553: 1546: 1542: 1518: 1514: 1507: 1499: 1494: 1491: 1488: 1484: 1477: 1471: 1460: 1435: 1410: 1398: 1382: 1379: 1366: 1363: 1351: 1349: 1347: 1346: 1325: 1316: 1313: 1310: 1299: 1295: 1272: 1268: 1223: 1220: 1213: 1198: 1189: 1186: 1183: 1168: 1160: 1144: 1140: 1094: 1091: 1084: 1083: 1082: 1068: 1048: 1045: 1037: 1021: 999: 995: 991: 985: 979: 959: 956: 948: 905: 902: 899: 884: 882: 880: 876: 860: 851: 848: 837: 833: 829: 825: 821: 816: 803: 800: 777: 761: 754: 752: 738: 735: 732: 722: 716: 712: 701: 698: 695: 691: 686: 681: 665: 653: 652: 649: 628: 625: 622: 612: 608: 584: 575: 562: 559: 551: 547: 526: 522: 515: 505: 502: 499: 495: 491: 486: 480: 476: 465: 462: 459: 455: 450: 445: 370: 367: 364: 354: 350: 339: 335: 319: 310: 297: 291: 285: 282: 276: 270: 267: 261: 258: 255: 249: 205: 185: 178: 177:disjoint sets 162: 149: 146: 138: 134: 118: 115: 108: 82: 69: 68:field of sets 61: 59: 58:values only. 57: 54: 50: 46: 42: 39:defined on a 38: 34: 30: 19: 4367:Main results 4142: 4103:Set function 4031:Metric outer 3986:Decomposable 3843:Cylinder set 3756: 3648:Balanced set 3622:Distribution 3560:Applications 3413:Krein–Milman 3398:Closed graph 3170:Applications 3128:Crinkled arc 3064:Paley–Wiener 2997: 2759: 2743: 2731: 2727: 2724:KluvĂĄnek, I. 2706: 2674: 2666:Bibliography 2638: 2634: 2624: 2596: 2586: 2561: 2557: 2551: 2518: 2514: 2486: 2480: 2462: 2456: 2450: 2446: 2442: 2438: 2434: 2431: 2427:Debreu (1991 2412: 2406: 2380: 2376: 2373: 2343: 2340:Econometrica 2339: 2336: 2298: 2295:Econometrica 2294: 2285: 2273:. Retrieved 2268: 2261: 2260:New Palgrave 2257: 2249:John Roberts 2235: 2200: 2172: 2155: 2151: 2148:KluvĂĄnek, I. 2041: 2022: 2020: 1940: 1717: 1396: 1355: 1343: 1341: 888: 875:real numbers 834:, which are 817: 766: 755: 576: 333: 311: 136: 132: 107:Banach space 65: 32: 26: 4327:compact set 4294:of measures 4230:Pushforward 4223:Projections 4213:Logarithmic 4056:Probability 4046:Pre-measure 3828:Borel space 3746:of measures 3577:Heat kernel 3567:Hardy space 3474:Trace class 3388:Hahn–Banach 3350:Topological 2936:Holomorphic 2919:Directional 2879:Derivatives 2515:SIAM Review 2383:(1): 1–12. 2301:(1): 1–17. 873:the set of 336:if for any 53:nonnegative 43:and taking 29:mathematics 4607:Categories 4299:in measure 4026:Maximising 3996:Equivalent 3890:Vitali set 3510:C*-algebra 3325:Properties 2698:0436.28001 2628:Page 210: 2275:7 February 2132:References 2030:non-atomic 2026:'s theorem 1545:partitions 1539:where the 332:is called 4413:Maharam's 4383:Dominated 4196:Intensity 4191:Hausdorff 4098:Saturated 4016:Invariant 3921:Types of 3880:σ-algebra 3850:𝜆-system 3816:Borel set 3811:Baire set 3484:Unbounded 3479:Transpose 3437:Operators 3366:Separable 3361:Reflexive 3346:Algebraic 3332:Barrelled 3059:Regulated 3031:Integrals 2750:EMS Press 2447:Convexity 2331:155044347 2060:, and in 2050:economics 2046:zonotopes 1996:μ 1971:μ 1951:μ 1927:μ 1904:Ω 1893:μ 1807:μ 1799:≤ 1796:‖ 1784:μ 1781:‖ 1755:∞ 1726:μ 1681:‖ 1678:⋅ 1675:‖ 1561:⋃ 1527:‖ 1508:μ 1505:‖ 1485:∑ 1461:μ 1436:μ 1411:μ 1397:variation 1377:→ 1364:μ 1221:μ 1173:∞ 1092:μ 1069:μ 1022:χ 996:χ 980:μ 855:∞ 826:, finite 781:‖ 778:⋅ 775:‖ 707:∞ 692:⋃ 682:μ 672:∞ 669:→ 634:∞ 585:μ 544:with the 516:μ 511:∞ 496:∑ 471:∞ 456:⋃ 446:μ 376:∞ 320:μ 286:μ 271:μ 259:∪ 250:μ 160:→ 147:μ 80:Ω 4430:Fubini's 4420:Egorov's 4388:Monotone 4347:variable 4325:Random: 4276:Strongly 4201:Lebesgue 4186:Harmonic 4176:Gaussian 4161:Counting 4128:Spectral 4123:Singular 4113:s-finite 4108:σ-finite 3991:Discrete 3966:Complete 3923:Measures 3897:Null set 3785:function 3686:Category 3498:Algebras 3380:Theorems 3337:Complete 3306:Schwartz 3252:glossary 3013:Strongly 2814:Analysis 2255:(eds.). 2227:13064804 2079:See also 2073:analogue 2070:discrete 2024:Lyapunov 1833:for any 1541:supremum 885:Examples 824:measures 729:‖ 678:‖ 338:sequence 242:one has 66:Given a 37:function 4342:process 4337:measure 4332:element 4271:Bochner 4245:Trivial 4240:Tangent 4218:Product 4076:Regular 4054:)  4041:Perfect 4014:)  3979:)  3971:Content 3961:Complex 3902:Support 3875:-system 3764:Measure 3489:Unitary 3469:Nuclear 3454:Compact 3449:Bounded 3444:Adjoint 3418:Min–max 3311:Sobolev 3296:Nuclear 3286:Hilbert 3281:FrĂ©chet 3246: ( 3179: ( 3121:Related 3073:Results 3049:Dunford 3039:Bochner 3005:Bochner 2979:Measure 2655:0514468 2578:1040471 2543:0564562 2535:2029960 2495:0420366 2471:2006785 2421:2525560 2397:0185073 2368:0172689 2360:1913732 2323:0191623 2315:1909854 2219:0920371 1287:-space 1260:to the 1131:to the 1034:is the 972:define 945:of all 137:measure 49:measure 4408:Jordan 4393:Vitali 4352:vector 4281:Weakly 4143:Vector 4118:Signed 4071:Random 4012:Quasi- 4001:Finite 3981:Convex 3941:Banach 3931:Atomic 3759:spaces 3744:  3464:Normal 3301:Orlicz 3291:Hölder 3271:Banach 3260:Spaces 3248:topics 3181:bundle 3009:Weakly 2998:Vector 2772:  2713:  2696:  2686:  2653:  2612:  2576:  2541:  2533:  2493:  2469:  2419:  2395:  2366:  2358:  2329:  2321:  2313:  2225:  2217:  2207:  2179:  2052:, in ( 2042:zonoid 2038:convex 2034:closed 1667:Here, 1159:-space 1014:where 830:, and 767:where 546:series 105:and a 45:vector 4250:Young 4171:Euler 4166:Dirac 4138:Tight 4066:Radon 4036:Outer 4006:Inner 3956:Brown 3951:Borel 3946:Besov 3936:Baire 3276:Besov 2902:Total 2531:JSTOR 2467:JSTOR 2417:JSTOR 2356:JSTOR 2327:S2CID 2311:JSTOR 2265:(PDF) 35:is a 4514:For 4403:Hahn 4259:Maps 4181:Haar 4052:Sub- 3806:Atom 3794:Sets 3624:(or 3342:Dual 2770:ISBN 2711:ISBN 2684:ISBN 2610:ISBN 2277:2011 2223:OCLC 2205:ISBN 2177:ISBN 2036:and 1395:the 550:norm 198:and 135:(or 56:real 31:, a 2816:in 2766:114 2694:Zbl 2643:doi 2602:doi 2566:doi 2523:doi 2385:doi 2348:doi 2303:doi 1880:If 1853:in 1640:in 1600:of 1481:sup 1428:of 1038:of 662:lim 218:in 27:In 4609:: 3250:– 3011:/ 3007:/ 2768:. 2748:, 2742:, 2732:20 2692:. 2651:MR 2649:. 2637:. 2608:. 2574:MR 2572:. 2562:28 2560:. 2539:MR 2537:. 2529:. 2519:22 2517:. 2503:^ 2491:MR 2445:. 2393:MR 2391:. 2381:12 2379:. 2364:MR 2362:. 2354:. 2344:32 2342:. 2325:. 2319:MR 2317:. 2309:. 2299:34 2297:. 2251:; 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Index

Lyapunov's theorem
mathematics
function
family of sets
vector
measure
nonnegative
real
field of sets
Banach space
disjoint sets
sequence
series
norm
sigma-algebras
measures
signed measures
complex measures
countably additive functions
real numbers
complex numbers
Lebesgue measurable sets
indicator function
L p {\displaystyle L^{p}} -space
*
supremum
partitions
Lyapunov
non-atomic
closed

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