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.
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
Massimo Marinacci;Simone Cerreia-Vioglio;Fabio Maccheroni;Luigi Montrucchio
2018
Abstract
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.File in questo prodotto:
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