Article ID Journal Published Year Pages File Type
397462 International Journal of Approximate Reasoning 2010 16 Pages PDF
Abstract

his paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance that are expressed using lower and upper expectations. The results build upon De Cooman and Miranda’s recent inequalities and laws of large numbers. The proofs indicate connections between the theory of martingales and concepts of epistemic and regular irrelevance.

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