Random sets and Choquet-type representations

Abstract

As appropriate generalizations of convex combinations with uncountably many terms, we introduce the so-called Choquet combinations, Choquet decompositions and Choquet convex decompositions, as well as their corresponding hull operators acting on the power sets of Lebesgue-Bochner spaces. We show that Choquet hull coincides with convex hull in the finite-dimensional setting, yet Choquet hull tends to be larger in infinite dimensions. We also provide a quantitative characterization of Choquet hull. Furthermore, we show that Choquet decomposable hull of a set coincides with its (strongly) closed decomposable hull and the Choquet convex decomposable hull of a set coincides with its Choquet decomposable hull of the convex hull. It turns out that the collection of all measurable selections of a closed-valued multifunction is Choquet decomposable and those of a closed convex-valued multifunction is Choquet convex decomposable. Finally, we investigate the operator-type features of Choquet decomposable and Choquet convex decomposable hull operators when applied in succession.