Extreme lower previsions
نویسندگان
چکیده
منابع مشابه
Extreme Lower Previsions and Minkowski Indecomposability
Coherent lower previsions constitute a convex set that is closed and compact under the topology of point-wise convergence, and Maaß [2] has shown that any coherent lower prevision can be written as a ‘countably additive convex combination’ of the extreme points of this set. We show that when the possibility space has a finite number n of elements, these extreme points are either degenerate prec...
متن کاملn-Monotone lower previsions
We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature.
متن کاملExchangeable lower previsions
This paper deals with belief models for both finite and countable sequences of exchangeable random variables taking a finite number of values. When such sequences of random variables are assumed to be exchangeable, this more-or-less means that the specific order in which they are observed is deemed irrelevant. The first detailed study of exchangeability was made by de Finetti [5] (with the term...
متن کاملConglomerable Coherent Lower Previsions
Walley’s theory of coherent lower previsions builds upon the former theory by Williams with the explicit aim to make it deal with conglomerability. We show that such a construction has been only partly successful because Walley’s founding axiom of joint coherence does not entirely capture the implications of conglomerability. As a way to fully achieve Walley’s original aim, we propose then the ...
متن کاملn-Monotone Lower Previsions and Lower Integrals
We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature. Finally, we indicate how many approaches to integration in the literature fall sq...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2015
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2014.07.067