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In this paper, we obtain two interpolation theorems on convex-set valued Lebesgue spaces, which generalize the Marcinkiewicz interpolation theorem and Riesz-Thorin interpolation theorem on classical Lebesgue spaces, respectively. As applications, we obtain the boundedness of convex-set valued fractional averaging operators and fractional maximal operators, and prove the reverse factorization property of matrix weights.

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