The Experts below are selected from a list of 9 Experts worldwide ranked by ideXlab platform
Okolewski A. - One of the best experts on this subject based on the ideXlab platform.
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On Fatou-type Lemma for monotone moments of weakly convergent random variables
1Co-Authors: Kaluszka M., Okolewski A.Abstract:Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.Weak convergence Fatous Lemma Inverse moments Cramers theorem Berry-Esséen's bound
Kaluszka M. - One of the best experts on this subject based on the ideXlab platform.
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On Fatou-type Lemma for monotone moments of weakly convergent random variables
1Co-Authors: Kaluszka M., Okolewski A.Abstract:Sufficient conditions for convergence of monotone moments of weakly convergent random variables, concerning the rate of convergence, are given. They are often more convenient than the necessary and sufficient uniform integrability condition. Some asymptotic evaluations for inverse moments are presented.Weak convergence Fatous Lemma Inverse moments Cramers theorem Berry-Esséen's bound
Jasper De Bock - One of the best experts on this subject based on the ideXlab platform.
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Continuity of the Shafer-Vovk-Ville Operator
arXiv: Probability, 2018Co-Authors: Natan T'joens, Gert De Cooman, Jasper De BockAbstract:Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability measure on all measurable events. The game-theoretic framework proposed by Shafer and Vovk does without this restriction. They define global upper expectation operators using local betting options. We study the continuity properties of these more general operators. We prove that they are continuous with respect to upward convergence and show that this is not the case for downward convergence. We also prove a version of Fatous Lemma in this more general context. Finally, we prove their continuity with respect to point-wise limits of two-sided cuts.
Natan T'joens - One of the best experts on this subject based on the ideXlab platform.
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Continuity of the Shafer-Vovk-Ville Operator
arXiv: Probability, 2018Co-Authors: Natan T'joens, Gert De Cooman, Jasper De BockAbstract:Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability measure on all measurable events. The game-theoretic framework proposed by Shafer and Vovk does without this restriction. They define global upper expectation operators using local betting options. We study the continuity properties of these more general operators. We prove that they are continuous with respect to upward convergence and show that this is not the case for downward convergence. We also prove a version of Fatous Lemma in this more general context. Finally, we prove their continuity with respect to point-wise limits of two-sided cuts.
Gert De Cooman - One of the best experts on this subject based on the ideXlab platform.
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Continuity of the Shafer-Vovk-Ville Operator
arXiv: Probability, 2018Co-Authors: Natan T'joens, Gert De Cooman, Jasper De BockAbstract:Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability measure on all measurable events. The game-theoretic framework proposed by Shafer and Vovk does without this restriction. They define global upper expectation operators using local betting options. We study the continuity properties of these more general operators. We prove that they are continuous with respect to upward convergence and show that this is not the case for downward convergence. We also prove a version of Fatous Lemma in this more general context. Finally, we prove their continuity with respect to point-wise limits of two-sided cuts.
