**
**

**Cattaneo, Marco E. G. V. (22. August 2013): On maxitive integration. Department of Statistics: Technical Reports, No.147 [PDF, 512kB]**

Preview

## Abstract

The Shilkret integral is maxitive (i.e., the integral of a pointwise supremum of functions is the supremum of their integrals), but defined only for nonnegative functions. In the present paper, some properties of this integral (such as subadditivity and a law of iterated expectations) are studied, in comparison with the additive and Choquet integrals. Furthermore, the definition of a maxitive integral for all real functions is discussed. In particular, a convex, maxitive integral is introduced and some of its properties are derived.

Item Type: | Paper |
---|---|

Faculties: | Mathematics, Computer Science and Statistics > Statistics > Technical Reports |

Subjects: | 500 Science > 510 Mathematics |

URN: | urn:nbn:de:bvb:19-epub-16283-6 |

Language: | English |

Item ID: | 16283 |

Date Deposited: | 25. Sep 2013, 19:59 |

Last Modified: | 04. Nov 2020, 12:57 |