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math.PR2008
Imprecise probability trees: Bridging two theories of imprecise probability
Gert de Cooman, Filip Hermans
We give an overview of two approaches to probability theory where lower and upper probabilities, rather than probabilities, are used: Walley's behavioural theory of imprecise proba…
math.PR2008★ 77 cited
Imprecise Markov chains and their limit behaviour
Gert de Cooman, Filip Hermans, Erik Quaeghebeur
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considerin…