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General form of Chebyshev type inequality for generalized Sugeno integral

We prove a~general form of Chebyshev type inequality for generalized upper Sugeno integral in the form of necessary and sufficient condition. A key role in our considerations is played by the~class of $m$-positively dependent functions which includes comonotone functions as a~proper subclass. As a~consequence, we state an equivalent condition for Chebyshev type inequality to be true for all comonotone functions and any monotone measure. Our results generalize many others obtained in the framework of q-integral, seminormed fuzzy integral and Sugeno integral on the real half-line. Some further consequences of these results are obtained, among others Chebyshev type inequality for any functions. We also point out some flaws in existing results and provide their improvements.

preprint2019arXivOpen access
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