A. Hoffman et Ug. Rothblum, A PROOF OF THE CONVEXITY OF THE RANGE OF A NONATOMIC VECTOR MEASURE USING LINEAR INEQUALITIES, Linear algebra and its applications, 199, 1994, pp. 373-379
This note shows how a standard result about linear inequality systems
can be used to give a simple proof of the fact that the range of a non
atomic vector measure is convex, a result that is due to Liapounoff.