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Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion

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  • Chateauneuf, Alain
  • Jaffray, Jean-Yves

Abstract

Monotone capacities (on finite sets) of finite or infinite order (lower probabilities) are characterized by properties of their Möbius inverses. A necessary property of probabilities dominating a given capacity is demonstrated through the use of Gale's theorem for the transshipment problem. This property is shown to be also sufficient if and only if the capacity is monotone of infinite order. A characterization of dominating probabilities specific to capacities of order 2 is also proved.
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  • Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, vol. 17(3), pages 263-283, June.
  • Handle: RePEc:eee:matsoc:v:17:y:1989:i:3:p:263-283
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