In case anyone���s interested, I���ve now answered a question I asked on math.stackexchange back in June about  De Cooman, Hermans, and Quaeghebeur's "Imprecise Markov Chains and their Limit Behaviour���:

https://math.stackexchange.com/questions/2308584/iterated-conditional-expectations-on-markov-chains

I was in a muddle about the matter at the time.  Erik Quaeghebeur tried to help, and did, but I was still confused, and had to put the article aside for other projects.

After spending some time with the original article recently, I substantially rewrote my question to capture what I now understood to be my real confusion.  The rewrite involved adding a detailed derivation. After thinking further about the difference between what I had derived and an equation in De Cooman et al.���s article, I realized that a simple application of the Markov property showed their equivalence.

Thanks again to Erik Quaeghebeur, whose comments provided the foundation for my recent insights.  It was just one equation that I didn���t understand, but it's an important one in the article.  Now I can move on to the rest of the article, which looks to be important to a long term research project of mine.

(Some of you may find reading the question and the long derivation in it tedious because it makes explicit things that will seem obvious.  The detailed derivation allowed me to make sure that I wasn���t missing anything, and to make sure that I knew what I was asking.  Perhaps there will be someone in the future who will be confused in the way that I was, and will find my question and answer helpful.)


Best,
Marshall


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

On Jun 3, 2017, at 2:51 PM, Abrams, Marshall <mabrams@uab.edu> wrote:

Hi-

I���m not sure whether I should post to the list about this: I just asked a question on math.stackexchange concerning an IP paper.  However, the question is not actually about IP; it���s a question about a statement concerning normal, non-imprecise Markov chains in De Cooman, Hermans, and Quaeghebeur's "Imprecise Markov Chains and their Limit Behaviour���: https://math.stackexchange.com/questions/2308584/iteracted-conditional-expectations-on-markov-chains
Thanks-

Best,
Marshall