Do law-invariant linear functionals collapse to the mean?

Autor:	Chen, Shengzhong, Gao, Niushan, Leung, Denny H., Li, Lei
Rok vydání:	2021
Předmět:	Mathematics - Functional Analysis 46E30 60E05
Druh dokumentu:	Working Paper
Popis:	In this note, we show that, on a wide range of rearrangement-invariant spaces, a law-invariant bounded linear functional is a scalar multiple of the expectation. We also construct a rearrangement-invariant space on which this property fails.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2107.11239 Zobrazit plný text záznamu View this record from Arxiv