This is an announcement for the paper "Sure wins, separating probabilities and the representation of linear functionals" by Gianluca Cassese.

Abstract: We discuss conditions under which a convex cone $\K\subset \R^{\Omega}$ admits a probability $m$ such that $\sup_{k\in \K} m(k)\leq0$. Based on these, we also characterize linear functionals that admit the representation as finitely additive expectations. A version of Riesz decomposition based on this property is obtained as well as a characterisation of positive functionals on the space of integrable functions

Archive classification: math.FA math.PR

Mathematics Subject Classification: 28A25, 28C05

The source file(s), JMAAR1.tex: 32542 bytes, is(are) stored in gzipped form as 0709.3411.gz with size 11kb. The corresponding postcript file has gzipped size 283kb.

Submitted from: g.cassese@economia.unile.it

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http://front.math.ucdavis.edu/0709.3411

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http://arXiv.org/abs/0709.3411

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