Showing math.PRShow all
2 papers · 1 filter
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…
math.PR2025
A convenient characterisation of convergent upper transition operators
Jasper De Bock, Alexander Erreygers, Floris Persiau
Motivated by its connection to the limit behaviour of imprecise Markov chains, we introduce and study the so-called convergence of upper transition operators: the condition that fo…