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Inequalities for Upper and Lower Probabilities by Zengjing Chen; Reg Kulperger is a Mathematics article available to read on EtoBox.
What is Inequalities for Upper and Lower Probabilities about?
An upper (lower) probability can be defined as a supremum (infimum) over a set of probability measures. The upper probability measure is also called a capacity. A capacity is usually studied under an assumption that it is 2-alternating, but many capacities are not 2-alternating. In this paper, we introduce a new definition of sub 2-alternating, defined for a capacity and its conjugate capacity. We study these inequalities for a certain natural capacity that is the supremum over a particular set of probability measures with a particular form of Radon Nikodym derivative with respect to Brownian motion. This capacity is not 2-alternating, but the pair of the capacity and its conjugate capacity is sub 2-alternating.
Who reads Inequalities for Upper and Lower Probabilities?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Zengjing Chen; Reg Kulperger
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)
- Published
- 2005
- Language
- EN
- Field
- Mathematics (Physical Sciences)