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Choquet theorem
(redirected from Choquet theory)

   Also found in: Wikipedia 0.01 sec.
Choquet theorem [shō′kā ‚thirĀ·əm]
(mathematics)
LetKbe a compact convex set in a locally convex Hausdorff real vector space and assume that either (1) the set of extreme points ofKis closed or (2)Kis metrizable; then for every pointxinKthere is at least one Radon probability measuremonX, concentrated on the set of extreme points ofK, such thatxis the centroid ofm.


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