A refined Hölder’s inequality for Choquet expectation by Cauchy-Schwarz’s inequality

Autor: Hamzeh Agahi
Rok vydání: 2020
Předmět:
Zdroj: Information Sciences. 512:929-934
ISSN: 0020-0255
DOI: 10.1016/j.ins.2019.10.010
Popis: Recently, Torra, Narukawa and Sugeno [Fuzzy Sets and Systems, 292 (2016) 364–379] obtained the Cauchy-Schwarz inequality for Choquet integral. In this paper, we first introduce a refined Holder’s inequality in Choquet calculus. Then by this inequality, we show that Cauchy-Schwarz inequality and Holder’s inequality for Choquet integral are equivalent only when the monotone measure is submodular or the integrands are comonotonic, thus closing the series of papers in this literature. Note that it is obvious that Holder’s inequality implies Cauchy-Schwarz’s inequality. But the converse is an interesting subject. This paper focuses on this subject.
Databáze: OpenAIRE