SECOND INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITIES AND THEIR APPLICATIONS
Cornell University
Ithaca, NY, USA
26 - 29 June 2001

ELECTRONIC PROCEEDINGS

Fabio Cozman

Constructing Sets of Probability Measures Through Kuznetsov's Independence Condition

Abstract

The purpose of this paper is to investigate a condition, suggested by Kuznetsov, to be required of independent variables. Kuznetsov's condition demands decomposable functions to be associated with decomposable expectation intervals. The paper demonstrates that Kuznetsov's condition does enlarge the universe of models based on sets of probability measures, as the condition is not equivalent to existing concepts of independence.

Keywords. Sets of probability measures, lower expectations, independence concepts, extensions

Format. Postscript

Paper Download

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Authors addresses:

Av. Prof. Mello Moraes, 2231
Cidade Univesitaria, CEP 05508-900
Sao Paulo, SP - BRAZIL

E-mail addresses:

Fabio Cozman fgcozman@usp.br


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