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arXiv 1602.07751math.PR
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扩展策略和先验概率的条件概率的包络

Envelopes of conditional probabilities extending a strategy and a prior probability

Davide Petturiti, Barbara Vantaggi

摘要:

任何策略和先验概率一起都是一个连贯的条件概率,它可以扩展到一个完整的条件概率,通常不是以唯一的方式。研究了相应的扩张类,并给出了其包络的封闭形式。然后给出了满足完全可积性和完全强可聚性性质的扩张子类的一个拓扑刻画,并研究了它们的包络。

英文摘要:

Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability. The corresponding class of extensions is studied and a closed form expression for its envelopes is provided. Then a topological characterization of the subclasses of extensions satisfying the further properties of full disintegrability and full strong conglomerability is given and their envelopes are studied.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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