ISIPTA'09 - SIXTH INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS

Durham University, Department of Mathematical Sciences
Durham, United Kingdom
Tuesday 14 to Saturday 18 July 2009

ELECTRONIC PROCEEDINGS

Fabio Cozman

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.

Keywords. Epistemic irrelevance, laws of large numbers, concentration inequalities

Paper Download

The paper is availabe in the following formats:

Plenary talk : Press here to get the file of the presentation.

Poster : Press here to get the file of the poster.


Authors addresses:

Av. Prof. Mello Moraes, 2231
Cidade Univesitaria, CEP 05508-900
Sao Paulo, SP - BRAZIL

E-mail addresses:

Fabio Cozman fgcozman@usp.br


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