Concentration inequalities and laws of large numbers under epistemic irrelevance

Fabio Gagliardi Cozman

Research output: Contribution to conferenceConference Paper

3 Scopus citations

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 languageAmerican English
Pages109-118
Number of pages10
StatePublished - 1 Dec 2009
Externally publishedYes
EventISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications -
Duration: 1 Dec 2009 → …

Conference

ConferenceISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications
Period1/12/09 → …

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