Concentration inequalities and laws of large numbers under epistemic irrelevance

Fabio Gagliardi Cozman

Concentration inequalities and laws of large numbers under epistemic irrelevance

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 → …

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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.",

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