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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Nonlinear expectation ： ウィキペディア英語版 Nonlinear expectation In probability theory, a nonlinear expectation is a nonlinear generalization of the expectation. Nonlinear expectations are useful in utility theory as they more closely match human behavior than traditional expectations. == Definition == A functional $\backslash mathbb:\; \backslash mathcal\; \backslash to\; \backslash mathbb$ (where $\backslash mathcal$ is a vector lattice on a probability space) is a nonlinear expectation if it satisfies: # Monotonicity: if $X,Y\; \backslash in\; \backslash mathcal$ such that $X\; \backslash geq\; Y$ then $\backslash mathbb()\; \backslash geq\; \backslash mathbb()$ # Preserving of constants: if $c\; \backslash in\; \backslash mathbb$ then $\backslash mathbb()\; =\; c$ Often other properties are also desirable, for instance convexity, subadditivity, positive homogeneity, and translative of constants.〔 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Nonlinear expectation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.