Article ID Journal Published Year Pages File Type
392802 Information Sciences 2014 10 Pages PDF
Abstract

Idempotent integration is an analog of the Lebesgue integration where σσ-additive measures are replaced by σσ-maxitive measures. It has proved useful in many areas of mathematics such as fuzzy set theory, optimization, idempotent analysis, large deviation theory, or extreme value theory. Existence of Radon–Nikodym derivatives, which turns out to be crucial in all these applications, was proved by Sugeno and Murofushi. Here we show a converse statement to this idempotent version of the Radon–Nikodym theorem, i.e. we characterize the σσ-maxitive measures that have the Radon–Nikodym property.

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