Continuous version of the Choquet Integral Reperesentation Theorem

The Krein-Milman theorem (1940) states that every convex compact subset of a Hausdorfflocally convex topological space, is the closed convex hull of its extreme points. In 1963, Ky Fan extended the Krein-Milman theorem to the general framework of $\Phi$-convexity. Under general conditions on the class of functions $\Phi$, the Krein-Milman-Ky Fan theorem asserts then, that every compact $\Phi$-convex subset of a Hausdorff space, is the $\Phi$-convex hull of its $\Phi$-extremal...

This expository note aims at illustrating weak convergence of probability measures from a broader view than a previously published paper. Though the results are standard for functional analysts, this approach is rarely known by statisticians and our presentation gives an alternative view than most standard probability textbooks. In particular, this functional approach clarifies the underlying topological structure of weak convergence. We hope this short note is helpful for th...

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex cone of functions. This allows us to provide novel proofs of duality formulae. Among our tools is Strassen's theorem. We provide new formulations of the primal and the dual problem for martingale optimal transport employing a novel repre...

The Lebesgue dominated convergence theorem of the measure theory implies that the Riemann integral of a bounded sequence of continuous functions over the interval [ 0,1] pointwise converging to zero, also converges to zero. The validity of this result is independent of measure theory, on the other hand, this result together with only elementary functional analysis, can generate measure theory itself. The mentioned result was also known before the appearance of measure theory,...

We obtain a result in the spirit of the well-known W. Schachermeyer and H. P. Rosenthal research about the equivalence between Radon-Nikodym and Krein-Milman properties, by showing that, for closed, bounded and convex subsets C of a separable Banach space, under Krein-Milman property for $C$, one has the equivalence between convex point of continuity property and strong regularity both defined for every locally convex topology on C, containing the weak topology on C. Then, un...

Methods for measuring convexity defects of compacts in R^n abound. However, none of the those measures seems to take into account continuity. Continuity in convexity measure is essential for optimization, stability analysis, global optimality, convergence analysis, and accurate modelling as it ensures robustness and facilitates the development of efficient algorithms for solving convex optimization problems. This paper revisits the axioms underlying convexity measures by enri...

At the core of convex analysis, we find the concept of a face of a convex set, which was systematically studied by R. T. Rockafellar. With the exception of the one-point faces known as extreme points, faces received little attention in the theory of infinite-dimensional convexity, perhaps due to their lack of relative interior points. Circumventing this peculiarity, M. E. Shirokov and the present author explored faces generated by points. These faces possess relative interior...

We show that every nonempty compact and convex space M of probability Radon measures either contains a measure which has `small' local character in M or else M contains a measure of `large' Maharam type. Such a dichotomy is related to several results on Radon measures on compact spaces and to some properties of Banach spaces of continuous functions.

In classical analysis, the relationship between continuity and Riemann integrability is an intimate one: a continuous function on a closed and bounded interval is always Riemann integrable whereas a Riemann integrable function is continuous almost everywhere. In the setting of functions taking values in infinite dimensional spaces that include quasi Banach spaces, one encounters certain curious situations involving the breakdown of the above stated phenomena, besides the fail...

We introduce convex integrals of molecules in Lipschitz-free spaces $\mathcal{F}(M)$ as a continuous counterpart of convex series considered elsewhere, based on the de Leeuw representation. Using optimal transport theory, we show that these elements are determined by cyclical monotonicity of their supports, and that under certain finiteness conditions they agree with elements of $\mathcal{F}(M)$ that are induced by Radon measures on $M$, or that can be decomposed into positiv...