  In this paper we study different concepts of independence for convex sets of
probabilities. There will be two basic ideas for independence. The first is
irrelevance. Two variables are independent when a change on the knowledge about
one variable does not affect the other. The second one is factorization. Two
variables are independent when the joint convex set of probabilities can be
decomposed on the product of marginal convex sets. In the case of the Theory of
Probability, these two starting points give rise to the same definition. In the
case of convex sets of probabilities, the resulting concepts will be strongly
related, but they will not be equivalent. As application of the concept of
independence, we shall consider the problem of building a global convex set
from marginal convex sets of probabilities.
