Weak and strong laws of large numbers for coherent lower previsions

DOI10.1016/j.jspi.2007.10.020zbMath1176.60017OpenAlexW1989356645MaRDI QIDQ1031754

J. Blot

Publication date: 30 October 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.10.020

zbMATH Keywords

law of large numbersimprecise probabilitiescoherent lower previsionsepistemic irrelevance2-monotone capacities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Foundations of probability theory (60A99)

Related Items (27)

Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems ⋮ The Hausdorff moment problem under finite additivity ⋮ Laws of large numbers without additivity ⋮ A strong law of large numbers for independent random variables under non-additive probabilities ⋮ Exchangeable lower previsions ⋮ Sets of probability distributions, independence, and convexity ⋮ A behavioural justification for using sensitivity analysis in imprecise multinomial processes ⋮ Ergodicity of invariant capacities ⋮ A general strong law of large numbers for non-additive probabilities and its applications ⋮ Concentration inequalities and laws of large numbers under epistemic and regular irrelevance ⋮ Nonlinear desirability theory ⋮ Contrasting Two Laws of Large Numbers from Possibility Theory and Imprecise Probability ⋮ Strong laws of large numbers for negatively dependent random variables under sublinear expectations ⋮ Independence and 2-monotonicity: nice to have, hard to keep ⋮ Independent natural extension ⋮ Unnamed Item ⋮ Independent natural extension for infinite spaces ⋮ Independent products in infinite spaces ⋮ Forward irrelevance ⋮ Weak laws of large numbers for sublinear expectation ⋮ Marginal extension in the theory of coherent lower previsions ⋮ Strong laws of large numbers for general random variables in sublinear expectation spaces ⋮ Minimum distance estimation in imprecise probability models ⋮ Extension of the strong law of large numbers for capacities ⋮ Ergodic theorems for dynamic imprecise probability kinematics ⋮ Imprecise Bernoulli Processes ⋮ Strong law of large numbers for upper set-valued and fuzzy-set valued probability

Cites Work

• Notes on conditional previsions
• Forward irrelevance
• Towards a frequentist theory of upper and lower probability
• IID: Independently and indistinguishably distributed.
• A strong law of large numbers for capacities
• On Lebesgue-like extensions of finitely additive measures
• Marginal extension in the theory of coherent lower previsions
• Probability and Finance
• Probability Inequalities for Sums of Bounded Random Variables
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