Concentration inequalities and laws of large numbers under epistemic and regular irrelevance

Authors:
Fabio Gagliardi Cozman
Affiliations:
Escola Politécnica, Universidade de São Paulo, São Paulo, SP, Brazil
Venue:
International Journal of Approximate Reasoning
Year:
2010

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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.