Concentration inequalities and laws of large numbers under epistemic irrelevance

Fabio Gagliardi Cozman

Concentration inequalities and laws of large numbers under epistemic irrelevance

Fabio Gagliardi Cozman

Resultado de la investigación: Contribución a una conferencia › Artículo 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 original	Inglés estadounidense
Páginas	109-118
Número de páginas	10
Estado	Publicada - 1 dic 2009
Publicado de forma externa	Sí
Evento	ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications - Duración: 1 dic 2009 → …

Conferencia

Conferencia	ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications
Período	1/12/09 → …

Otros archivos y enlaces

Citar esto

@conference{6def28a8a0a9414f8daf1ceb094a962e,

title = "Concentration inequalities and laws of large numbers under epistemic irrelevance",

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.",

author = "Cozman, {Fabio Gagliardi}",

year = "2009",

month = dec,

day = "1",

language = "American English",

pages = "109--118",

note = "ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications ; Conference date: 01-12-2009",

}

TY - CONF

T1 - Concentration inequalities and laws of large numbers under epistemic irrelevance

AU - Cozman, Fabio Gagliardi

PY - 2009/12/1

Y1 - 2009/12/1

N2 - 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.

AB - 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.

UR - https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84862652711&origin=inward

UR - https://www.scopus.com/inward/citedby.uri?partnerID=HzOxMe3b&scp=84862652711&origin=inward

M3 - Conference Paper

SP - 109

EP - 118

T2 - ISIPTA 2009 - Proceedings of the 6th International Symposium on Imprecise Probability: Theories and Applications

Y2 - 1 December 2009

ER -