Abstract
This paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance, expressed through lower and upper expectations. The results are variants and extensions of De Cooman and Miranda's recent inequalities and laws of large numbers. The proofs indicate connections between concepts of irrelevance for lower/upper expectations and the standard theory of martingales.
| Original language | American English |
|---|---|
| Pages | 109-118 |
| Number of pages | 10 |
| State | Published - 1 Dec 2009 |
| Externally published | Yes |
| Event | ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications - Duration: 1 Dec 2009 → … |
Conference
| Conference | ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications |
|---|---|
| Period | 1/12/09 → … |