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Ergodic Theorems for Dynamic Imprecise Probability Kinematics

Abstract

We formulate an ergodic theory for the (almost sure) limit PE~co\mathcal{P}^\text{co}_{\tilde{\mathcal{E}}} of a sequence (PEnco)(\mathcal{P}^\text{co}_{\mathcal{E}_n}) 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} representing the initial beliefs of an agent. As a consequence, we formulate a strong law of large numbers.

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