相关论文: Continuity of the Shafer-Vovk-Ville Operator

We consider discrete-time uncertain processes with finite state space and study the properties of game-theoretic upper expectations developed by Shafer and Vovk. We start by proving some basic properties, e.g. monotonicity, law of iterated…

Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital processes corresponding to available betting strategies.…

Using the ideas of abstract algebra, we introduce the basic concepts of abstract probability theory that generalize the Kolmogorov's probability theory, possibility theory and other theories that deal with uncertainty. Based on abstract…

We consider the joint lower expectation of a finite-state imprecise stochastic process, defined using either the Ville-Vovk-Shafer natural extension or the Williams natural extension. In both cases, we show that it is continuous with…

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001). By studying the asymptotic behavior of its capital process, we…

Using the game-theoretic framework for probability, Vovk and Shafer. have shown that it is always possible, using randomization, to make sequential probability forecasts that pass any countable set of well-behaved statistical tests. This…

We introduce a new formulation of asset trading games in continuous time in the framework of the game-theoretic probability established by Shafer and Vovk (Probability and Finance: It's Only a Game! (2001) Wiley). In our formulation, the…

The desirable gambles framework provides a rigorous foundation for imprecise probability theory but relies heavily on linear utility via its coherence axioms. In our related work, we introduced function-coherent gambles to accommodate…

Kolmogorov's axioms of probability theory are extended to conditional probabilities among distinct (and sometimes intertwining) contexts. Formally, this amounts to row stochastic matrices whose entries characterize the conditional…

We establish universality at the hard edge for general beta ensembles provided that the background potential V is a polynomial such that x -> V(x^2) is uniformly convex and beta is larger than or equal to one. The method rests on the…

In this paper, we show how under the continuum hypothesis one can obtain an integral representation for elements of the topological dual of the space of functions of bounded variation in terms of Lebesgue and Kolmogorov-Burkill integrals.

Within the Kolmogorov theory of probability, Bayes' rule allows one to perform statistical inference by relating conditional probabilities to unconditional probabilities. As we show here, however, there is a continuous set of alternative…

This article continues study of the prequential framework for evaluating a probability forecaster. Testing the hypothesis that the sequence of forecasts issued by the forecaster is in agreement with the observed outcomes can be done using…

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…

In an attempt to demonstrate that local hidden variables are mathematically possible, Pitowsky constructed "spin-$\frac12$ functions" and later "Kolmogorovian models", which employs a nonstandard notion of probability. We describe…

We prove an Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for self-normalized martingales. Our proof is given in the framework of the game-theoretic probability of Shafer and Vovk. As many other game-theoretic proofs, our…

The Kolmogorov axioms for probability functions are placed in the context of signed meadows. A completeness theorem is stated and proven for the resulting equational theory of probability calculus. Elementary definitions of probability…

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…

In this paper we establish a multivariable non-commutative generalization of L\"owner's classical theorem from 1934 characterizing operator monotone functions as real functions admitting analytic continuation mapping the upper complex…

We give an extension of de Finetti's concept of coherence to unbounded (but real-valued) random variables that allows for gambling in the presence of infinite previsions. We present a finitely additive extension of the Daniell integral to…