Let f and g be real-valued continuous injections defined on a non-empty real interval I, and let (X,ℒ,λ) and (Y,ℳ,μ) be probability spaces in each of which there is at least one measurable set whose measure is strictly between 0 and 1. We say that (f,g) is a (λ,μ)-switch if, for every ℒ⊗ℳ-measurable function h:X×Y→R for which h[X×Y] is contained in a compact subset of I, it holds f−1(∫Xf(g−1(∫Yg∘hdμ))dλ)=g−1(∫Yg(f−1(∫Xf∘hdλ))dμ), where f−1 is the inverse of the corestriction of f to f[I], and similarly for g−1. We prove that this notion is well-defined, by establishing that the above functional equation is well-posed (the equation can be interpreted as a permutation of generalized means and raised as a problem in the theory of decision making under uncertainty), and show that (f,g) is a (λ,μ)-switch if and only if f=ag+b for some a,b∈R, a≠0.

### On the commutation of generalized means on probability spaces

#### Abstract

Let f and g be real-valued continuous injections defined on a non-empty real interval I, and let (X,ℒ,λ) and (Y,ℳ,μ) be probability spaces in each of which there is at least one measurable set whose measure is strictly between 0 and 1. We say that (f,g) is a (λ,μ)-switch if, for every ℒ⊗ℳ-measurable function h:X×Y→R for which h[X×Y] is contained in a compact subset of I, it holds f−1(∫Xf(g−1(∫Yg∘hdμ))dλ)=g−1(∫Yg(f−1(∫Xf∘hdλ))dμ), where f−1 is the inverse of the corestriction of f to f[I], and similarly for g−1. We prove that this notion is well-defined, by establishing that the above functional equation is well-posed (the equation can be interpreted as a permutation of generalized means and raised as a problem in the theory of decision making under uncertainty), and show that (f,g) is a (λ,μ)-switch if and only if f=ag+b for some a,b∈R, a≠0.
##### Scheda breve Scheda completa Scheda completa (DC) 2016
2016
Commuting mappings; Functional equations; Generalized [quasi-arithmetic] means; Permutable functions
Leonetti, Paolo; Matkowski, Janusz; Tringali, Salvatore
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Utilizza questo identificativo per citare o creare un link a questo documento: `https://hdl.handle.net/11383/2142083`
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