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
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Authors addresses:
Av. Prof. Mello Moraes, 2231
Cidade Univesitaria, CEP 05508-900
Sao Paulo, SP - BRAZIL
E-mail addresses:
| Fabio Cozman | fgcozman@usp.br |