Compatible Measures and Merging

نویسندگان

  • Ehud Lehrer
  • Rann Smorodinsky
چکیده

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. INFORMS is collaborating with JSTOR to digitize, preserve and extend access to Mathematics of Operations Research. Two measures, At and Jt, are updated as more information arrives. If with /I-probability 1, the predictions of future events according to both measures become close, as time passes, we say that ft merges to iL. Blackwell and Dubins (1962) showed that if ,L is absolutely continuous with respect to ,i then A, merges to /,. Restricting the definition to prediction of near future events and to a full sequence of times yields the new notion of almost weak merging (AWM), presented here. We introduce a necessary and sufficient condition and show many cases with no absolute continuity that exhibit AWM. We show, for instance, that the fact that A is diffused around /u implies AWM.

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عنوان ژورنال:
  • Math. Oper. Res.

دوره 21  شماره 

صفحات  -

تاریخ انتشار 1996