Ergodic Theorems for Dynamic Imprecise Probability Kinematics
Statistics Theory
2022-10-28 v9 Probability
Statistics Theory
Abstract
We formulate an ergodic theory for the (almost sure) limit of a sequence of successive dynamic imprecise probability kinematics (DIPK, introduced in Caprio and Gong, 2021) updates of a set representing the initial beliefs of an agent. As a consequence, we formulate a strong law of large numbers.
Keywords
Cite
@article{arxiv.2003.06502,
title = {Ergodic Theorems for Dynamic Imprecise Probability Kinematics},
author = {Michele Caprio and Sayan Mukherjee},
journal= {arXiv preprint arXiv:2003.06502},
year = {2022}
}