A generalized Hellinger distance for Choquet integral

摘要

In this paper, we introduce a generalized Hellinger distance between two monotone measures, including a derivative with respect to monotone measures. Then some properties of this distance are studied. We also obtain a lower bound for the generalized Hellinger distance. Finally, an error bound for the generalized Hellinger distance on conjugates is studied. (C) 2020 Elsevier B.V. All rights reserved.