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Ergodic Theorems for Dynamic Imprecise Probability Kinematics

13 March 2020
Michele Caprio
S. Mukherjee
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Abstract

We formulate an ergodic theory for the (almost sure) limit PE~co\mathcal{P}^\text{co}_{\tilde{\mathcal{E}}}PE~co​ of a sequence (PEnco)(\mathcal{P}^\text{co}_{\mathcal{E}_n})(PEn​co​) of successive dynamic imprecise probability kinematics (DIPK, introduced in Caprio and Gong, 2021) updates of a set PE0co\mathcal{P}^\text{co}_{\mathcal{E}_0}PE0​co​ representing the initial beliefs of an agent. As a consequence, we formulate a strong law of large numbers.

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