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 |
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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 |
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Período | 1/12/09 → … |