Necessary and Sufficient Convexity Conditions for the Ranges of Vector Measures

Abstract

The absence of atoms in Lyapunov's Convexity Theorem is a sufficient, but not a necessary condition for the convexity of the range of an n - dimensional vector measure. In this paper algebraic and topological convexity conditions generalizing Lyapunov's Theorem are developed which are sufficient and necessary as well. From these results the converse of Lyapunov's Theorem is derived in the form of a nonconvexity statement which gives insight into the geometric structure of the ranges of vector measures with atoms. Further, a characterization of the one-dimensional faces of a zonoid Zμ, is given with respect to the generating spherical Borel measure μ. As an application, it is shown that the absence of μ - atoms is a necessary and sufficient convexity condition for the range of the indefinite integral ∫ x dμ where x denotes the identical function on Sn-1.