Article ID Journal Published Year Pages File Type
6418720 Journal of Mathematical Analysis and Applications 2014 16 Pages PDF
Abstract

We investigate under which conditions a transformation of an imprecise probability model of a certain type (coherent lower previsions, n-monotone capacities, minitive measures) produces a model of the same type. We give a number of necessary and sufficient conditions, and study in detail a particular class of such transformations, called filter maps. These maps include as particular models multi-valued mappings as well as other models of interest within imprecise probability theory, and can be linked to filters of sets and {0,1}-valued lower probabilities.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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