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math.PR2021
Average Behaviour in Discrete-Time Imprecise Markov Chains: A Study of Weak Ergodicity
Natan T'Joens, Jasper De Bock
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditiona…
math.PR2021
Global Upper Expectations for Discrete-Time Stochastic Processes: In Practice, They Are All The Same!
Natan T'Joens, Jasper De Bock
We consider three different types of global uncertainty models for discrete-time stochastic processes: measure-theoretic upper expectations, game-theoretic upper expectations and a…