Extending the Domain of Imprecise Jump Processes from Simple Variables to Measurable Ones
Abstract
We extend the domain of imprecise jump processes, also known as imprecise continuous-time Markov chains, from inferences that depend on a finite number of time points to inferences that can depend on the state of the system at all time points. We also investigate the continuity properties of the resulting lower and upper expectations with respect to point-wise convergent sequences that are monotone or dominated. For two particular inferences, integrals over time and the number of jumps to a subset of states, we strengthen these continuity properties and present an iterative scheme to approximate their lower and upper expectations.
Cite
Text
Erreygers and De Bock. "Extending the Domain of Imprecise Jump Processes from Simple Variables to Measurable Ones." Proceedings of the Twelveth International Symposium on Imprecise Probability: Theories and Applications, 2021.Markdown
[Erreygers and De Bock. "Extending the Domain of Imprecise Jump Processes from Simple Variables to Measurable Ones." Proceedings of the Twelveth International Symposium on Imprecise Probability: Theories and Applications, 2021.](https://mlanthology.org/isipta/2021/erreygers2021isipta-extending/)BibTeX
@inproceedings{erreygers2021isipta-extending,
title = {{Extending the Domain of Imprecise Jump Processes from Simple Variables to Measurable Ones}},
author = {Erreygers, Alexander and De Bock, Jasper},
booktitle = {Proceedings of the Twelveth International Symposium on Imprecise Probability: Theories and Applications},
year = {2021},
pages = {140-149},
volume = {147},
url = {https://mlanthology.org/isipta/2021/erreygers2021isipta-extending/}
}