In this paper, two new Liapounoff type inequalities in terms of pseudo-analysis dealing with set-valued functions are given. The first one is given for a pseudo-integral of set-valued function where pseudo-operations are given by a generator g:[0,∞]→[0,∞] and the second one is given for the semiring ([0,∞],sup,⊙) with generated pseudo-multiplication. The interval Liapounoff inequality is applied for estimation of interval-valued central g-moment of order n for interval-valued functions in a g-semiring.
Citation: Tatjana Grbić, Slavica Medić, Nataša Duraković, Sandra Buhmiler, Slaviša Dumnić, Janja Jerebic. Liapounoff type inequality for pseudo-integral of interval-valued function[J]. AIMS Mathematics, 2022, 7(4): 5444-5462. doi: 10.3934/math.2022302
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In this paper, two new Liapounoff type inequalities in terms of pseudo-analysis dealing with set-valued functions are given. The first one is given for a pseudo-integral of set-valued function where pseudo-operations are given by a generator g:[0,∞]→[0,∞] and the second one is given for the semiring ([0,∞],sup,⊙) with generated pseudo-multiplication. The interval Liapounoff inequality is applied for estimation of interval-valued central g-moment of order n for interval-valued functions in a g-semiring.
In mathematics, integral inequalities are a useful tool in solving various problems. Some of the best known are Chebyshev, Jensen, Hölder, Minkowski, Cauchy-Schwartz and Liapounoff inequalities. Many generalizations of these types of inequalities (and many others) for different classes of integrals have been investigated. In paper [6], are given for fuzzy integral and in [2,7,11] for Sugeno integral, in [1,3,8] for pseudo-integral.
The main topic of this paper is Liapounoff type inequality. One of its forms is
(1∫0f(x)sdx)r−t≤(1∫0f(x)tdx)r−s(1∫0f(x)rdx)s−t, |
where 0<t<s<r and f:[0,1]→[0,∞) is an integrable function (see [5]).
Pseudo-analysis is a part of mathematical analysis where the field of real numbers is replaced with a closed or semi-closed interval [a,b]⊂[−∞,∞], and operations of addition and multiplication of real numbers are replaced with two new operations, pseudo-addition and pseudo-multiplication, defined on the considered interval [a,b]. The structure ([a,b],⊕,⊙), where ⊕ and ⊙ are pseudo-addition and pseudo-multiplications, respectively, is called semiring. There are three classes of semirings [20,21]. In this paper, the focus is on two classes of semirings on the interval [0,∞]. In the first part of the investigation the focus is on so-called g-semirings where pseudo-operations are given by a continuous function g:[0.∞]→[0,∞]. The second part of the investigation is dedicated to idempotent semiring ([0,∞],sup,⊙) with generated pseudo-multiplication. Tools from pseudo-analysis have applications in various fields, such as game theory, nonlinear partial differential equations, probability theory, interval probability theory, etc. (see [13,21,27,28]).
Two generalizations of the Liapounoff type inequality for pseudo-integral are given in [15]. The first generalization is given for the semiring ([0,1],⊕,⊙) when both pseudo-operations are given by the generator g:[0,1]→[0,1] and the second generalization refers to the semiring ([0,1],sup,⊙) from the first class when the pseudo-multiplication is given by an increasing generator g:[0,1]→[0,1].
Based on results from [15] it holds that
(⊕∫[0,1]f(s)⊙dμ)(r−t)⪯(⊕∫[0,1]f(t)⊙dμ)(r−s)⊙(⊕∫[0,1]f(r)⊙dμ)(s−t), | (1.1) |
where 0<t<s<r,f:[0,1]→[0,1] is a measurable function, ⊕ and ⊙ are pseudo-operations given by generator g:[0,1]→[0,1], ⪯ is the total order on the considered semiring from the second class and μ is an ⊕-measure.
In the case when the semiring belongs to the first class, pseudo-addition is sup and pseudo-multiplication is given by an increasing generator g:[0,1]→[0,1] the Liapounoff type inequality has the form
(sup∫[0,1]f(s)⊙dμ)(r−t)≤(sup∫[0,1]f(t)⊙dμ)(r−s)⊙(sup∫[0,1]f(r)⊙dμ)(s−t), | (1.2) |
where 0<t<s<r,f:[0,1]→[0,1] is a measurable function and μ is a complete sup-measure.
One generalization of ordinary functions (single-valued functions) are set-valued functions. The theory of set-valued functions has application in the mathematical economy and optimal control [12]. The well-known terms for single-valued function, such as continuity, differentiation and integration are investigated in the field of set-valued functions. The first results of the integration of set-valued functions are given in [4]. Set-valued functions and their pseudo-integration has been investigated in [10]. The investigation of pseudo-integral of set-valued function is focused on a special case of the set-valued function, interval-valued function since the interval-valued function is suitable for applications. Different integral inequalities for interval-valued functions with respect to pseudo-integral are proven in [14,29]. Jensen type and Hölder type inequality for interval-valued Choquet integrals are given in [14] and inequalities of Liapounoff and Stolarsky type for Choquet-like integrals with respect to nonmonotonic fuzzy measures are given in [29]. Interval Minkowski's inequality, interval Radon's inequality, and interval Beckenbach's inequality for Aumann integral are proven in [24].
The paper is organized in the following way. The second section contains preliminary notions needed for the investigation. It contains the definition of semiring and some illustrative examples. Definition of ⊕-measure and pseudo-integral are also the part of this section as well as definitions of operations on intervals and interval-valued function and its integration. The third section contains the main result of the paper, the Liapounoff type inequality for the pseudo-integral of an interval-valued function and some illustrative examples. The fourth section contains the definition of the interval-valued central moment of order n and an example where the Liapounoff inequality for pseudo-integral of interval-valued function is used for estimation of the interval-valued central moment of order n.
Some basic notions and definitions from pseudo-analysis are presented in this section.
Let [a,b] be a closed (or semi-closed) subinterval of [−∞,∞] and let ⪯ be the total order on the interval [a,b]. On the interval [a,b] two operations are considered:
i) commutative and associative binary operation ⊕ called pseudo-addition which is non-decreasing with respect to ⪯ and has a neutral element denoted by 0,
ii) commutative and associative binary operation ⊙ called pseudo-multiplication which is positively non-decreasing with respect to ⪯, i.e. x⪯y implies x⊙z⪯y⊙z for all z∈[a,b]+ where [a,b]+={z∈[a,b]:0⪯z}. It has a neutral element denoted by 1.
The structure ([a,b],⊕,⊙) is called a semiring if the following conditions are satisfied:
i) ⊕:[a,b]2→[a,b] and ⊙:[a,b]2→[a,b] are pseudo-addition and pseudo-multiplication, respectively,
ii) pseudo-multiplication ⊙ is distributive over pseudo-addition ⊕, i.e. x⊙(y⊕z)=x⊙y⊕x⊙z for all x,y,z∈[a,b],
iii) for all x∈[a,b] it holds 0⊙x=0.
More about pseudo-operations and semirings can be found in [20,21,22].
Depending on other properties that pseudo-operations possess, there are three classes of semirings (see [21,22]).
The first class consists of semirings where pseudo-addition is an idempotent operation, and pseudo-multiplication is a non-idempotent operation. The semiring investigated in this paper is ([a,b],sup,⊙), where pseudo-addition is x⊕y=sup(x,y) and pseudo-multiplication is given by x⊙y=g−1(g(x)g(y)) and g:[a,b]→[0,∞] is a continuous increasing function. The function g is called generator of pseudo-multiplication. An example of this type of semiring is ([−∞,∞],sup,+), where the generator for pseudo-multiplication is g(x)=ex.
The second class consists semirings where both pseudo-operations are strict and defined by a monotone and continuous function g:[a,b]→[0,∞], by
x⊕y=g−1(g(x)+g(y))andx⊙y=g−1(g(x)⋅g(y)). |
The function g is called generator of pseudo-operations and the semiring is called g-semiring. In this case, the pseudo-operations are called g-operations.
The third class of semirings are semirings with both idempotent pseudo-operations.
In this investigation the pseudo-multiplication is always defined by a generator g, and in this case the pseudo-power x(n) is defined by
x(n)=x⊙x⊙⋯⊙x⏟n=g−1(gn(x)), |
for x∈[a,b] and n∈N. It can be shown (see [3]) that the pseudo-power x(p) is well defined for all p∈(0,∞)∩Q in the same way, i.e.
x(p)=g−1(gp(x)),p∈(0,∞)∩Q. |
Due to the continuity of ⊙, it holds that (see [3])
x(p)=sup{x(r)|r∈(0,p),r∈Q},p∈R∖Q,p>0. | (2.1) |
On the class of g-semirings, the total order on the interval [a,b] is given by x⪯y if and only if g(x)≤g(y). If g is an increasing generator, the total order ⪯ is the usual order ≤ on the real line and if g is a decreasing generator, the total order ⪯ is opposite to the usual order on the real line. If pseudo-addition is x⊕y=sup(x,y), then the total order is defined by x⪯y if and only if sup(x,y)=y, and the total order is the usual order ≤ on the real line. Similarly, if ⊕=min the total order ⪯ is the order opposite to the usual order on the real line.
One generalization of additive measure from the classical measure theory is so-called ⊕-measure.
Let X be a non-empty set, and let A be the σ-algebra of the subsets of X. A set function μ:A→[a,b]+ is an ⊕-measure, or a pseudo-additive measure if
i) μ(∅)=0,
ii) μ(∞⋃i=1Ai)=∞⨁i=1μ(Ai)=limn→∞n⨁i=1μ(Ai), where {Ai} is a sequence of pairwise disjoint sets from A.
If ⊕ is an idempotent operation, the first condition and disjointness of sets from the second condition can be omitted.
For the g-semiring, the second condition has the form
μ(∞⋃i=1Ai)=limn→∞g−1(n∑i=1g∘μ(Ai)). |
The focus of this paper is on two cases of pseudo-integral (see [20]).
Let ([a,b],⊕,⊙) be a g-semiring. g-integral of a measurable function f:X→[a,b] is of the form
⊕∫Xf⊙dμ=g−1(∫X(g∘f)d(g∘μ)), |
where the integral on the right-hand side is the Lebesgue integral. In the special case, when X=[c,d],A=B([c,d]) is a Borel σ-algebra on [c,d] and g∘μ is a Lebesgue measure on [c,d], then
⊕∫[c,d]f⊙dμ=g−1(d∫cg(f(x))dx). |
Let ([a,b],sup,⊙) be a semiring where pseudo-multiplication is given by an increasing function g:[a,b]→[0,∞]. Pseudo-integral of a measurable function f:X→[a,b] is
sup∫Xf⊙dμ=supx∈X(g−1(g(f(x))g(Ψ(x)))), |
where Ψ:[c,d]→[a,b] is a continuous density which determines sup-decomposable measure μ.
Due to the fact that every semiring ([a,b],sup,⊙) of the first class can be obtained as a limit of a family of g-semirings of the second class generated by gλ, i.e.,
limλ→∞x⊕λy=limλ→∞(gλ)−1(gλ(x)+gλ(y))=sup(x,y) |
and
x⊙λy=(gλ)−1(gλ(x)gλ(y))=g−1(g(x)g(y))=x⊙y, |
where g is an increasing generator of pseudo-multiplication ⊙ (see [19]), this research is focused on the class of g-semirings.
Also, in [19] it is shown that for the semiring ([0,∞],sup,⊙) with generated pseudo-multiplication it holds that
sup∫Xf⊙dμ=limλ→+∞(gλ)−1(∫X(gλ∘f)d(g∘μ)), | (2.2) |
where μ is a sup-decomposable measure on [0,∞] and f:[0,∞]→[0,∞] is a continuous function.
As this paper deals with interval-valued functions, for further work it is necessary to define pseudo-multiplication on the class
I={[x,y]:x≤yand[x,y]⊆[a,b]+} |
of closed sub-intervals of [a,b]+.
The pseudo-product of two intervals A=[l1,r1] and B=[l2,r2] is defined in [16]. Since this paper only deals with generated pseudo-multiplication, A⊙B when x⊙y=g−1(g(x)g(y)) is given below.
If the pseudo-multiplication is given by an increasing generator g, then
A⊙B=[g−1(g(l1)g(l2)),g−1(g(r1)g(r2))], | (2.3) |
and when the generator g is a decreasing function, it holds that
A⊙B=[g−1(g(r1)g(r2)),g−1(g(l1)g(l2))]. | (2.4) |
For every family {[li,ri]:[li,ri]∈I,i∈I} of closed sub-intervals of [a,b]+, where the index set I is a countable set, based on results from [9] and [25] it holds that
supi∈I[li,ri]=[supi∈Ili,supi∈Iri]. | (2.5) |
Also,
limn→∞[ln,rn]=[limn→∞ln,limn→∞rn], | (2.6) |
if limn→∞ln and limn→∞rn exist.
The pseudo-power x(p),p∈(0,∞),x∈[0,∞] is extended to the pseudo-power A(p) of a set A⊂[0,∞] (see [16]) as
A(p)={x(p):x∈A}. |
In the special case, when A=[c,d], the next lemma is shown in [16].
Lemma 1. Let n,m∈N,p∈R+∖Q and pseudo-multiplication ⊙ is given by a generator g. Then it holds that
i) [c,d](n)=[c(n),d(n)],
ii) [c,d](1n)=[c(1n),d(1n)],
iii) [c,d](mn)=[c(mn),d(mn)].
iv) [c,d](p)=sup{[c(r),d(r)]:r∈(0,p)∩Q}.
Based on (2.1), (2.5) and iv) from Lemma 1 it holds that
[c,d](p)=[c(p),d(p)],p∈R∖Q. | (2.7) |
The relation "less or equal" for the intervals from I is denoted by ⪯S.
Definition 1. Let A,B∈I.A⪯SB if and only if for all x∈A there exists y∈B such that x⪯y and for all y∈B there exists x∈A such that x⪯y.
In paper [17], the relation ⪯S was defined in a more general manner, on the set of all non-empty subsets of the interval [a,b].
The necessity of introducing the relation ⪯S was illustrated in [17] by an example - if the usual subset is used instead of ⪯S, for x,y∈[a,b]+ such that x⪯y and x≠y, for elements A=[x,x] and B=[y,y] neither A⊆B nor B⊆A holds, but it holds that A⪯SB.
Let X be a non-empty set, ([a,b],⊕,⊙) a semiring, I a class of closed sub-intervals of [a,b]+ and F:X→I an interval-valued function.
An interval-valued function F is pseudo-integrably bounded if there exists a function h∈L1⊕(μ) such that
i) ⨁α∈F(x)α⪯h(x), for the non-idempotent pseudo-addition,
ii) supα∈F(x)α⪯h(x), for the pseudo-addition given by an increasing generator g,
iii) infα∈F(x)α⪯h(x), for the pseudo-addition given by a decreasing generator g
holds, where L1⊕(μ) is the family of functions which are integrable with respect to the pseudo-integral in the sense of the considered semiring.
Based on results from [10], the pseudo-integral of a pseudo-integrably bounded interval-valued function F:X→I represented by its border functions Fl,Fr:X→[a,b]+ by F(x)=[Fl(x),Fr(x)] is defined by
⊕∫XF⊙dμ=[⊕∫XFl⊙dμ,⊕∫XFr⊙dμ]. | (2.8) |
If F is a pseudo-integrably bounded function, then F is a pseudo-integrable function. More about the pseudo-integral of an interval-valued function, its basic properties and application can be found in [10].
The main result of this paper, the Liapounoff type inequality for pseudo-integral of an interval-valued function is presented in this section.
Obviously, the Liapounoff type inequalities from [15] hold for a g-semiring ([0,∞],⊕,⊙) with an increasing generating function g:[0,∞]→[0,∞] and a semiring ([0,∞],sup,⊙) and pseudo-multiplication given by an increasing generator g:[0,∞]→[0,∞]. In those cases, Liapounoff type inequalities deal with a measurable function f:[0,1]→[0,∞) and then g∘f:[0,1]→[0,∞], i.e. (1.1) and (1.2) hold. Based on this fact, in this investigation the interval [0,∞] is considered, instead of the interval [0,1] observed in [15].
Let us consider a g-semiring ([0,∞],⊕,⊙) with generator g:[0,∞]→[0,∞] or a semiring ([0,∞],sup,⊙) where ⊙ is given by an increasing generator g:[0,∞]→[0,∞] and an interval-valued function F:[0,1]→I represented by its border functions Fl,Fr:[0,1]→[0,∞) as F(x)=[Fl(x),Fr(x)].
Lemma 2. Let α∈R∖Q or β∈R∖Q. Then it holds that
(⊕∫[0,1]F(α)⊙dμ)(β)=[(⊕∫[0,1]F(α)l⊙dμ)(β),(⊕∫[0,1]F(α)r⊙dμ)(β)]. |
Proof. If α∈R∖Q or β∈R∖Q, based on (2.5), (2.7) and (2.8) it holds that
(⊕∫[0,1]F(α)⊙dμ)(β)=(⊕∫[0,1][Fl,Fr](α)⊙dμ)(β)=(⊕∫[0,1][F(α)l,F(α)r]⊙dμ)(β)=[⊕∫[0,1]F(α)l⊙dμ,⊕∫[0,1]F(α)r⊙dμ](β)=[(⊕∫[0,1]F(α)l⊙dμ)(β),(⊕∫[0,1]F(α)r⊙dμ)(β)]. |
Theorem 1. Let ([0,∞],⊕,⊙) be a g-semiring with generator g:[0,∞]→[0,∞]. For a pseudo-integrably bounded interval-valued function F(x)=[Fl(x),Fr(x)], where the border functions Fl,Fr:[0,1]→[0,∞) are measurable, t,s,r∈R and 0<t<s<r, holds
(⊕∫[0,1]F(s)⊙dμ)(r−t)⪯S(⊕∫[0,1]F(t)⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)⊙dμ)(s−t). | (3.1) |
Proof. Let all pseudo-powers in (3.1) be rational numbers.
From (2.8) and Lemma 1 for the left-hand side of inequality (3.1) it holds that
(⊕∫[0,1]F(s)⊙dμ)(r−t)=(⊕∫[0,1][Fl,Fr](s)⊙dμ)(r−t)=(⊕∫[0,1][F(s)l,F(s)r]⊙dμ)(r−t)=[⊕∫[0,1]F(s)l⊙dμ,⊕∫[0,1]F(s)r⊙dμ](r−t)=[(⊕∫[0,1]F(s)l⊙dμ)(r−t),(⊕∫[0,1]F(s)r⊙dμ)(r−t)]. |
Similarly, for the right-hand side of inequality (3.1) from Lemma 1, definition of pseudo-multiplication on [0,∞] and definition of pseudo-multiplication on I it follows that
(⊕∫[0,1]F(t)⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)⊙dμ)(s−t)=[⊕∫[0,1]F(t)l⊙dμ,⊕∫[0,1]F(t)r⊙dμ](r−s)⊙[⊕∫[0,1]F(r)l⊙dμ,⊕∫[0,1]F(r)r⊙dμ](s−t)=[(⊕∫[0,1]F(t)l⊙dμ)(r−s),(⊕∫[0,1]F(t)r⊙dμ)(r−s)]⊙[(⊕∫[0,1]F(r)l⊙dμ)(s−t),(⊕∫[0,1]F(r)r⊙dμ)(s−t)]. |
Let the generator g be an increasing function. Based on (2.3) it holds that
(⊕∫[0,1]F(t)⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)⊙dμ)(s−t)=[(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t),(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t)]. |
Since the generator g is an increasing function the total order ⪯ is the usual order on the real line.
For every x∈(⊕∫[0,1]F(s)⊙dμ)(r−t) it holds that x≤(⊕∫[0,1]F(s)r⊙dμ)(r−t). From inequality (1.1) applied to the function Fr:[0,1]→[0,∞) it follows that
(⊕∫[0,1]F(s)r⊙dμ)(r−t)≤(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t). |
Let
y=(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t). |
It holds that
y∈[(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t),(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t)]. |
Therefore, for every x∈(⊕∫[0,1]F(s)⊙dμ)(r−t) holds x≤y.
For every
y∈[(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t),(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t)] |
holds
(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t)≤y. |
From (1.1) applied to the function Fl:[0,1]→[0,∞) it follows that
(⊕∫[0,1]F(s)l⊙dμ)(r−t)≤(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t), |
so that for x=(⊕∫[0,1]F(s)l⊙dμ)(r−t) holds x∈(⊕∫[0,1]F(s)⊙dμ)(r−t) and x≤y.
Now the inequality (3.1) holds by Definition 1.
Let the generator g be a decreasing function. Based on (2.4) it holds that
(⊕∫[0,1]F(t)⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)⊙dμ)(s−t)=[(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t),(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t)]. |
Since the generator g is a decreasing function the total order ⪯ is the order opposite to the usual order on the real line.
For every x∈(⊕∫[0,1]F(s)⊙dμ)(r−t) it holds that (⊕∫[0,1]F(s)l⊙dμ)(r−t)≤x. Based on inequality (1.1) applied to the function Fl:[0,1]→[0,∞) it follows that
(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t)≤(⊕∫[0,1]F(s)l⊙dμ)(r−t). |
Let
y=(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t). |
Then it holds that
y∈[(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t),(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t)] |
and for every x∈(⊕∫[0,1]F(s)⊙dμ)(r−t) it holds that y≤x.
For every
y∈[(⊕∫[0,1]F(t)r⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)r⊙dμ)(s−t),(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t)] |
holds
y≤(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t). |
From inequality (1.1) applied to the function Fl:[0,1]→[0,∞) it holds that
(⊕∫[0,1]F(t)l⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)l⊙dμ)(s−t)≤(⊕∫[0,1]F(s)l⊙dμ)(r−t), |
so for x=(⊕∫[0,1]F(s)l⊙dμ)(r−t) holds x∈(⊕∫[0,1]F(s)⊙dμ)(r−t) and y≤x.
Now, inequality (3.1) holds by Definition 1.
If at least one of the pseudo-powers in (3.1) is not a rational number, the proof of the inequality (3.1) is similar, using Lemma 2 and iv) from Lemma 1.
Remark 1. For g(x)=x Theorem 1 is Liapounoff type inequality for Aumann integral.
Since the proof of Theorem 1 is based on pseudo-multiplication of sub-intervals from I and pseudo-power of elements from I, based on results from [15] and [19] it is obvious that the next theorem holds.
Theorem 2. Let ([0,∞],sup,⊙) be a semiring from the first class where pseudo-multiplication ⊙ is given by an increasing generator g:[0,∞]→[0,∞] and μ is a sup-decomposable measure on B([0,1]), given by μ(A)=esssup(Ψ(x):x∈A), where Ψ:[0,1]→[0,∞] is a continuous density. For a pseudo-integrably bounded interval-valued function F=[Fl,Fr], where the border functions Fl,Fr:[0,1]→[0,∞) are measurable, t,s,r∈R and 0<t<s<r holds
(sup∫[0,1]F(s)⊙dμ)(r−t)⪯S(sup∫[0,1]F(t)⊙dμ)(r−s)⊙(sup∫[0,1]F(r)⊙dμ)(s−t). | (3.2) |
Remark 2. Theorem 1 holds if any g-semiring ([a,b],⊕,⊙) is considered, where [a,b]⊆[0,∞], for F(x)=[Fl(x),Fr(x)] holds Range(Fl)⊆[a,b] and Range(Fr)⊆[a,b]. The similar holds for Theorem 2, for the semirings of the third class with generated pseudo-multipplication.
Examples
For the interval-valued function F(x)=[Fl(x),Fr(x)], from (2.8), the definition of g-integral and properties of interval-valued pseudo-integral (see [10]), for any generator g follows
⊕∫[0,1]F⊙dμ=[g−1(∫[0,1](g∘Fl)d(g∘μ)),g−1(∫[0,1](g∘Fr)d(g∘μ))]. | (3.3) |
Now, the left-hand side of inequality (3.1) has the form
(⊕∫[0,1]F(s)⊙dμ)(r−t)=g−1∘gr−t[g−1(∫[0,1](gs∘Fl)d(g∘μ)),g−1(∫[0,1](gs∘Fr)d(g∘μ))]. |
Similarly, for the right-hand side of inequality (3.1) it holds that
(⊕∫[0,1]F(t)⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)⊙dμ)(s−t)=g−1(gr−s([g−1(∫[0,1](gt∘Fl)d(g∘μ)),g−1(∫[0,1](gt∘Fr)d(g∘μ))])⋅gs−t([g−1(∫[0,1](gr∘Fl)d(g∘μ)),g−1(∫[0,1](gr∘Fr)d(g∘μ))])). |
Therefore, the inequality (3.1) has the form
g−1∘gr−t[g−1(∫[0,1](gs∘Fl)d(g∘μ)),g−1(∫[0,1](gs∘Fr)d(g∘μ))]⪯Sg−1(gr−s([g−1(∫[0,1](gt∘Fl)d(g∘μ)),g−1(∫[0,1](gt∘Fr)d(g∘μ))])⋅gs−t([g−1(∫[0,1](gr∘Fl)d(g∘μ)),g−1(∫[0,1](gr∘Fr)d(g∘μ))])). |
Example 1. Since indefinite integral ∫sinx2dx cannot be expressed in terms of elementary functions, 1∫0sinx2dx will be estimated using the Liapounoff type inequality for the pseudo-integral of an interval-valued function.
Let ([0,∞],⊕,⊙) be the g-semiring with generator g(x)=x2. The interval-valued function F(x)=[√sinx2,x] will be used for estimation of integral 1∫0sinx2dx. In this case the left-hand side of the inequality (3.1) has the form
[(⊕∫[0,1](√sinx2)(s)d(g∘μ))(r−t),(⊕∫[0,1]x(s)d(g∘μ))(r−t)] |
and the right-hand side of the inequality (3.1) has the form
[(⊕∫[0,1](√sinx2)(t)d(g∘μ))(r−s)⊙(⊕∫[0,1](√sinx2)(r)d(g∘μ))(s−t),(⊕∫[0,1]x(t)d(g∘μ))(r−s)⊙(⊕∫[0,1]x(r)d(g∘μ))(s−t)]. |
From Definition 1 and Theorem 1 follows
(⊕∫[0,1](√sinx2)(s)d(g∘μ))(r−t)≤(1∫0x(t)dx)(r−s)⊙(1∫0x(r)dx)(s−t). |
Now, for the chosen parameters t=12,s=1 and r=32 from the fact that g is an increasing function it follows that
1∫0sinx2dx≤√24. |
Example 2. Let ([0,∞],⊕,⊙) be the g-semiring with generator g(x)=ln(1+x). For the interval-valued function F(x)=[Fl(x),Fr(x)], the left side of inequality (3) has the form
[e(1∫0(lns(1+Fl(x))dx)r−t−1,e(1∫0(lns(1+Fr(x))dx)r−t−1], |
and the right side of inequality (3) has the form
[e(1∫0lnt(1+Fl(x))dx)r−s⋅(1∫0(lnr(1+Fl(x))dx)s−t−1,e(1∫0lnt(1+Fr(x))dx)r−s⋅(1∫0(lnr(1+Fr(x))dx)s−t−1]. |
Therefore,
α1⋅e(1∫0(lns(1+Fl(x))dx)r−t+β1⋅e(1∫0(lns(1+Fr(x))dx)r−t≤α2⋅e(1∫0lnt(1+Fl(x))dx)r−s⋅(1∫0(lnr(1+Fl(x))dx)s−t+β2⋅e(1∫0lnt(1+Fr(x))dx)r−s⋅(1∫0(lnr(1+Fr(x))dx)s−t, |
for every α1,β1,α2,β2∈[0,1] such that α1+β1=1 and α2+β2=1.
The following example is based on an example from [26].
Example 3. Let ([0,∞],sup,⊙) be the semiring from the first class where pseudo-multiplication is generated by g(x)=x. Let μ be a sup-measure on ([0,∞],B([0,∞])) with density function Ψ(x)=x.
Let us consider the interval-valued function F(x)=[Fl(x),2x], where Fl(x)≤2x,x∈[0,1].
(sup∫[0,1](2x)(s)⊙dμ)(r−t)=(limn→∞⊕n∫[0,1](2x)(s)⊙dμn)(r−t)=(limn→∞1∫0(2x)s⋅x⋅dx)r−t=(2slimn→∞(1sn+n+1)1n)r−t=2s(r−t). |
Similarly,
(sup∫[0,1]F(s)l⊙dμ)(r−t)=limn→∞(1∫0Fsnlxndx)r−tn, |
and
(sup∫[0,1]F(t)l⊙dμ)(r−s)⊙(sup∫[0,1]F(r)l⊙dμ)(s−t)=limn→∞(1∫0Ftnlxndx)r−sn⋅(1∫0Frnlxndx)s−tn, |
and
(sup∫[0,1](2x)(t)⊙dμ)(r−s)⊙(sup∫[0,1](2x)(r)⊙dμ)(s−t)=2s(r−t). |
For the interval-valued function F(x)=[Fl(x),2x], where Fl(x)≤2x,x∈[0,1], based on (3.2) and (2.6) it holds that
limn→∞[(1∫0Fsnlxndx)r−tn,2s(r−t)]⪯Slimn→∞[(1∫0Ftnlxndx)r−sn⋅(1∫0Frnlxndx)s−tn,2s(r−t)]. |
In this part, the interval Liapounoff inequality is applied for estimation of interval-valued central g-moment of order n for interval-valued functions in a g-semiring.
Let ([a,b],⊕,⊙) be a g-semiring such that μ([a,b])=1, where 1 is neutral element for the given pseudo-multiplication and μ is an ⊕-measure. It is known that in the case when μ([a,b])=1, pseudo-additive measure μ is called pseudo-probability measure and it is given by μ=g−1∘P, where g is a generator of pseudo-operations and P is a probability measure (see [18]).
Based on the result from [18] the central g-moment of order n>0 for a measurable function f:[0,1]→[a,b] is given by
Eg,n[f]=g−1(1∫0gn∘f(x)dx). | (4.1) |
One representation of the Liapounoff inequality for pseudo-integral (1.1) in terms of the central g-moment of order n is given in the following Lemma.
Lemma 3. Let ([a,b],⊕,⊙) be a g-semiring such that μ([a,b])=1. For a measurable function f:[0,1]→[0,∞) and central g-moment of order n it holds that
g−1∘gr−t(Eg,s[f])⪯g−1(gr−s(Eg,t[f])⋅gs−t(Eg,r[f])). | (4.2) |
Proof. For a measurable function f, the left-hand side of the Liapounoff inequality for pseudo-integral given in (1.1) is
(⊕∫[0,1]f(s)⊙dμ)(r−t)=g−1∘gr−t(g−1(1∫0(gs∘f)d(g∘μ)))=g−1∘gr−t(Eg,s[f]). |
The right-hand side of the same inequality is
(⊕∫[0,1]f(t)⊙dμ)(r−s)⊙(⊕∫[0,1]f(r)⊙dμ)(s−t)=g−1(gr−s∘g−1(1∫0(gt∘f)d(g∘μ))⋅gs−t∘g−1(1∫0(gr∘f)d(g∘μ)))=g−1(gr−s(Eg,t[f])⋅gs−t(Eg,r[f])), |
so that the inequality (4.2) holds.
The following definition is one new generalization of the central g-moment of order n in the sense of the interval-valued functions.
Definition 2. Let ([0,∞],⊕,⊙) be a g-semiring and F=[Fl,Fr] be an interval-valued function where the border functions Fl,Fr:[0,1]→[0,∞) are measurable. The interval-valued central g-moment of order n>0 for the interval-valued function F=[Fl,Fr], is
Eg,nI[F]=[Eg,n[Fl],Eg,n[Fr]]. |
Theorem 3. Let ([0,∞],⊕,⊙) be a g-semiring and let F=[Fl,Fr] be an interval-valued function where the border functions Fl,Fr:[0,1]→[0,∞) are measurable. For interval-valued central g-moment of order n it holds that
g−1(gr−t(Eg,sI[F]))⪯Sg−1(gr−s(Eg,tI[F])⋅gs−t(Eg,rI[F])). | (4.3) |
Proof. From (4.1) 0<t<s<r, for the left-hand side of inequality (3.1) holds
(⊕∫[0,1]F(s)⊙dμ)(r−t)=g−1∘gr−t([g−1(1∫0(gs∘Fl)d(g∘μ)),g−1(1∫0(gs∘Fr)d(g∘μ))])=g−1(gr−t([Eg,s[Fl],Eg,s[Fr]]))=g−1(gr−t(Eg,sI[F])), |
and for the right-hand side of the same inequality holds
(⊕∫[0,1]F(t)⊙dμ)(r−s)⊙(⊕∫[0,1]F(r)⊙dμ)(s−t)=g−1(gr−s ([g−1(1∫0(gt∘Fl)d(g∘μ)),g−1(1∫0(gt∘Fr)d(g∘μ))])⋅gs−t([g−1(1∫0(gr∘Fl)d(g∘μ)),g−1(1∫0(gr∘Fr)d(g∘μ))]))=g−1(gr−s([Eg,t[Fl],Eg,t[Fr]])⋅gs−t([Eg,r[Fl],Eg,r[Fr]]))=g−1(gr−s(Eg,tI[F])⋅gs−t(Eg,rI[F])). |
Now, from (3) follows the inequality (4.3).
Example 4. Let ([0,∞),⊕,⊙) be a g-semiring with generator g(x)=x1n,n>1. The inverse function is g−1(x)=xn, and the pseudo operation are given by x⊕y=(n√x+n√y)n and x⊙y=xy.
Let F=[Fl,Fr] be an interval-valued function with measurable border functions, t=n−1,s=n and r=n+1,n>1.
Since g is an increasing generator from (4.2) for function Fl holds
g2(Eg,n[Fl])≤g(Eg,n−1[Fl])⋅g(Eg,n+1[Fl]) |
(n√Eg,n[Fl])2≤n√Eg,n−1[Fl]⋅n√Eg,n+1[Fl] |
Eg,n[Fl]≤√Eg,n−1[Fl]⋅Eg,n+1[Fl]. | (4.4) |
Analogously, for function Fr it follows that
Eg,n[Fr]≤√Eg,n−1[Fr]⋅Eg,n+1[Fr]. | (4.5) |
For all x∈[Eg,n[Fl],Eg,n[Fr]] holds x≤Eg,n[Fr]. From (4.5) holds
x≤√Eg,n−1[Fr]⋅Eg,n+1[Fr]. |
Also, for all y∈[√Eg,n−1[Fl]⋅Eg,n+1[Fl],√Eg,n−1[Fr]⋅Eg,n+1[Fr]] holds the inequality √Eg,n−1[Fl]⋅Eg,n+1[Fl]≤y, and from (4.4) it follows that
Eg,n[Fl]≤y. |
From Definition 1 it follows that
[Eg,n[Fl],Eg,n[Fr]]⪯S[√Eg,n−1[Fl]⋅Eg,n+1[Fl],√Eg,n−1[Fr]⋅Eg,n+1[Fr]], |
so one estimation of interval-valued central g-moment of order n is
Eg,nI[F]⪯S√[Eg,n−1[Fl]⋅Eg,n+1[Fl],Eg,n−1[Fr]⋅Eg,n+1[Fr]]. | (4.6) |
Note that in inequality (4.6), the estimation of interval-valued central g-moment of order n is obtained using interval-valued central g-moment of order n−1 and interval-valued central g-moment of order n+1.
In this paper, we have proven two generalizations of the Liapounoff inequality for pseudo-integral of interval-valued function. Also, the Liapounoff inequality for central g-moment of order n for a function f and the Liapounoff inequality for interval-valued central g-moment of order n for an interval-valued function F are proven.
The first step in the future investigation will be the generalization of theorems about the convergence of a sequence of random variables using the inequality (4.2) for the central g-moment of order n in the pseudo-probability space. The second step will be the generalization of theorems about the convergence of a sequence of interval-valued random sets using the inequality (4.3) for interval-valued central g-moment of order n, in the pseudo-probability space.
This work was supported by the Department of Fundamental Sciences, Faculty of Technical Sciences, University of Novi Sad, through the project "Teorijska i primenjena matematika u tehničkim i informatičkim naukama".
The authors declare that there are no conflicts of interest.
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