Commutativity, comonotonicity, and Choquet integration of self-adjoint operators

被引:2
|
作者
Cerreia-Vioglio, S. [1 ,2 ]
Maccheroni, F. [1 ,2 ]
Marinacci, M. [1 ,2 ]
Montrucchio, L. [3 ]
机构
[1] Univ Bocconi, Via Sarfatti 25, I-20136 Milan, Italy
[2] ICIER, Via Sarfatti 25, I-20136 Milan, Italy
[3] Coll Carlo Alberto, Piazza Arbarello 8, I-10122 Turin, Italy
关键词
Comonotonicity; commutativity; nonlinear Gleason theorem; Gleason theorem; Choquet integral;
D O I
10.1142/S0129055X18500162
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this work, we propose a definition of comonotonicity for elements of B(H)(sa), i.e. bounded self-adjoint operators defined over a complex Hilbert space H. We show that this notion of comonotonicity coincides with a form of commutativity. Intuitively, comonotonicity is to commutativity as monotonicity is to bounded variation. We also define a notion of Choquet expectation for elements of B(H)(sa) that generalizes quantum expectations. We characterize Choquet expectations as the real-valued functionals over B(H)(sa) which are comonotonic additive, c-monotone, and normalized.
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页数:35
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