Consider a finite-state stochastic process governed by an unknown objective probability distribution. Observing the system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the objective distribution if, with time, the forecasted...

This review presents the well-known notion of merging, introduced by Blackwell and Dubins, and its later generalizations. While the original concept of merging refers to all future events, the two new concepts, of weak and of almost weak merging, are concerned only with forecasting near-future...