Jensen's and Cantelli's inequalities with imprecise previsions

DOI10.1016/J.FSS.2022.06.021MaRDI QIDQ6588904zbMATH OpenFDO

Authors Renato Pelessoni, Paolo Vicig

Publication date 19 August 2024

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

zbMATH Keywords

coherenceJensen inequalitylower previsions2-coherenceCantelli inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Fuzzy probability (60A86)

Recommendations

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Cites work

• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
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• Choquet functional and its applications in information theory
• Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
• Convex functions and their applications. A contemporary approach
• IMPRECISE PREVISIONS FOR RISK MEASUREMENT
• Introduction to mathematical probability.
• Jensen's inequality for Choquet integral revisited and a note on Jensen's inequality for generalized Choquet integral
• Lower Previsions
• Nearly-linear uncertainty measures
• Probability inequalities related to Markov's theorem
• Some inequalities and convergence theorems for Choquet integrals
• Sui confini della probabilità.
• The Choquet integral as Lebesgue integral and related inequalities
• Weak and strong laws of large numbers for coherent lower previsions
• Weakly consistent extensions of lower previsions

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