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Conglomerability and representations


  • Gianluca, Cassese


We prove results concerning the representation of a given distribution by means of a given random quantity. The existence of a solution to this problem is related to the notion of conglomerability, originally introduced by Dubins. We show that this property has many interesting applications in probability as well as in analysis. Based on it we prove versions of the extremal representation theorem of Choquet and of Skhorohod theorem.

Suggested Citation

  • Gianluca, Cassese, 2015. "Conglomerability and representations," Working Papers 318, University of Milano-Bicocca, Department of Economics, revised 16 Dec 2015.
  • Handle: RePEc:mib:wpaper:318

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    References listed on IDEAS

    1. Karandikar, Rajeeva L., 1988. "A general principle for limit theorems in finitely additive probability: The dependent case," Journal of Multivariate Analysis, Elsevier, vol. 24(2), pages 189-206, February.
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    More about this item


    Choquet integral representation; Conglomerability; Distribution; Riesz representation; Skhorohod representation; Vector lattice;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other

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