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20172026
most citedImprecise Continuous-Time Markov Chains: Efficient Computational Methods with Guaranteed Error Bounds

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math.PR2026

Allowing for imprecision in the game-theoretic characterisation of the Poisson process

Alexander Erreygers

In their 1993 paper 'Forecasting point and continuous processes: Prequential analysis' in Test, Vovk put forward a game-theoretic definition of the Poisson process. A key assumptio…