Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems

DOI10.1016/j.ijar.2016.04.009zbMath1388.60129OpenAlexW2521339491MaRDI QIDQ312991

Stavros Lopatatzidis, Jasper De Bock, Gert De Cooman

Publication date: 9 September 2016

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2016.04.009

zbMATH Keywords

game-theoretic probabilityimprecise Markov chainimprecise stochastic processlaw of iterated expectationslower expectationpoint-wise ergodic theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Fuzzy probability (60A86)

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