Dear Marshall

I believe the stackexchange idea ought to be taken up by the IP community.

As for your concrete question, I will answer this off-line.

Every good wish,

Gert

Prof. Gert de Cooman
Onderwijsdirecteur FEA ��� Director of Studies FEA
Universiteit Gent (ELIS���IDLab) ��� Durham University (Department of Mathematical Sciences)
Technologiepark - Zwijnaarde 914, 9052 Zwijnaarde, Belgium
t: +3292645653 ��� iMessage: +32496832628
e: gert.decooman@UGent.be
w: users.ugent.be/~gdcooma

On 7 apr. 2017 09:25 +0200, Abrams, Marshall <mabrams@uab.edu>, wrote:
Most of the notices that appear on this list are announcements, so it doesn���t seem appropriate to ask detailed, non-expert questions here.  I hope you don���t mind if I ask a more meta-level question.  

Is there an appropriate place for asking mathematical IP questions?  Another mailing list?

An option that I���ve explored in the past is to ask questions about imprecise probability on mathematics the question-and-answer site math.stackexchange.com, but so far this doesn���t seem to be a site in which people knowledgeable about IP participate.  (Questions on math.stackexchange are classified by ���tags���.  There is so little interest in IP that I���ve found no tags representing any aspect of it.)    stats.stackexchange.com is another option, but that���s focused on statistics, and not all IP questions are statistics-related.  mathoverflow.net is part of the same family of sites, but it���s "a question and answer site for professional mathematicians.���  (Whatever that term means, it would not apply to me.)

Thanks very much-

Marshall

[In case it���s helpful, to illustrate the level of question I want to be able ask, here is the question with which I���m currently struggling: I���m reading Hermans and Skulj���s ���Stochastic processes��� chapter of of Introduction to Imprecise Probabilities, and I���m puzzled by the novel (to me) definition of ���transition operator��� in 11.3.  I understand that it���s intended as a sort of generalization of the standard Markov process transition operator concept, but there���s something I���m just not seeing due to lack of experience, lack of insight, etc.:  As I understand definition 11.3, T_n f(x) is essentially a conditional expectation���i.e., in traditional notation: E( f | X_n = x).    How is it that T_n can operate on f(x) and ���see��� what x is?  Either I must take 11.3 to imply that the domain of T_n consists of the range of f, or that the domain of T_n consists of gambles f in L(X_n).  Either way, x does not seem to appear as an argument to T_n; it seems to ���know��� nothing about x.  If the first interpretation were correct, then if f was not one-to-one, f(x) could equal f(y) where x != y, and I see no reason to assume that E(f | X_n=x) must always equal E(f | X_n=y).  I���m not sure if I���m making myself clear; I���m sure that there���s something I've overlooked, or that I���m misinterpreting some notation or concept.]

Marshall Abrams, Associate Professor 
Department of Philosophy, University of Alabama at Birmingham
Email: mabrams@uab.edu; Phone: (205) 996-7483;  Fax: (205) 975-6610
Mail: HB 414A, 900 13th Street South, Birmingham, AL 35294-1260;  Office: HB 418