Concentration inequalities and laws of large numbers under epistemic and regular irrelevance |
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| Authors: | Fabio Gagliardi Cozman |
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| Institution: | Escola Politécnica, Universidade de São Paulo, São Paulo, SP, Brazil |
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| 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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| Keywords: | Laws of large numbers Lower and upper expectations and probabilities Irrelevance and independence |
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