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Lower previsions induced by filter maps
Authors:Gert de Cooman  Enrique Miranda
Affiliation:1. Ghent University, SYSTeMS, Technologiepark, Zwijnaarde 914, 9052 Zwijnaarde, Belgium;2. University of Oviedo, Dep. of Statistics and Operations Research, C-Calvo Sotelo s/n, 33007 Oviedo, Spain
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}{0,1}-valued lower probabilities.
Keywords:Coherent lower previsions   n-Monotone capacities   Minitive measures   Filters   Choquet integral
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