Concentration inequalities and laws of large numbers under epistemic irrelevance

Resultado de la investigación: Contribución a una conferenciaArtículo de conferencia

3 Citas (Scopus)

Resumen

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.
Idioma originalInglés estadounidense
Páginas109-118
Número de páginas10
EstadoPublicada - 1 dic 2009
Publicado de forma externa
EventoISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications -
Duración: 1 dic 2009 → …

Conferencia

ConferenciaISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications
Período1/12/09 → …

Citar esto

Cozman, F. G. (2009). Concentration inequalities and laws of large numbers under epistemic irrelevance. 109-118. Papel presentado en ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications, .