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Continuity of the shafer-Vovk-Ville operator

Natan T'Joens (UGent) , Gert De Cooman (UGent) and Jasper De Bock (UGent)
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Abstract
Kolmogorov’s axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability measure on all measurable events. The game-theoretic framework proposed by Shafer and Vovk does without this restriction. They define global upper expectation operators using local betting options. We study the continuity properties of these more general operators. We prove that they are continuous with respect to upward convergence and show that this is not the case for downward convergence. We also prove a version of Fatou’s Lemma in this more general context. Finally, we prove their continuity with respect to point-wise limits of two-sided cuts.

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Chicago
T’Joens, Natan, Gert De Cooman, and Jasper De Bock. 2018. “Continuity of the shafer-Vovk-Ville Operator.” In Uncertainty Modelling in Data Science, 832:200–207. Cham: Springer International Publishing.
APA
T’Joens, N., De Cooman, G., & De Bock, J. (2018). Continuity of the shafer-Vovk-Ville operator. Uncertainty Modelling in Data Science (Vol. 832, pp. 200–207). Presented at the 9th International Conference on Soft Methods in Probability and Statistics, Cham: Springer International Publishing.
Vancouver
1.
T’Joens N, De Cooman G, De Bock J. Continuity of the shafer-Vovk-Ville operator. Uncertainty Modelling in Data Science. Cham: Springer International Publishing; 2018. p. 200–7.
MLA
T’Joens, Natan, Gert De Cooman, and Jasper De Bock. “Continuity of the shafer-Vovk-Ville Operator.” Uncertainty Modelling in Data Science. Vol. 832. Cham: Springer International Publishing, 2018. 200–207. Print.
@inproceedings{8575684,
  abstract     = {Kolmogorov{\textquoteright}s axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability measure on all measurable events. The game-theoretic framework proposed by Shafer and Vovk does without this restriction. They define global upper expectation operators using local betting options. We study the continuity properties of these more general operators. We prove that they are continuous with respect to upward convergence and show that this is not the case for downward convergence. We also prove a version of Fatou{\textquoteright}s Lemma in this more general context. Finally, we prove their continuity with respect to point-wise limits of two-sided cuts.},
  author       = {T'Joens, Natan and De Cooman, Gert and De Bock, Jasper},
  booktitle    = {Uncertainty Modelling in Data Science},
  isbn         = {9783319975467},
  issn         = {2194-5357},
  language     = {eng},
  location     = {Compi{\`e}gne},
  pages        = {200--207},
  publisher    = {Springer International Publishing},
  title        = {Continuity of the shafer-Vovk-Ville operator},
  url          = {http://dx.doi.org/10.1007/978-3-319-97547-4\_26},
  volume       = {832},
  year         = {2018},
}

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