Purely game-theoretic random sequences: I. Strong law of large numbers and law of the iterated logarithm
نویسندگان
چکیده
منابع مشابه
Game-theoretic versions of Kolmogorov’s strong law of large numbers
We prove two variants of Kolmogorov’s strong law of large numbers in a completely worst-case framework, eschewing any probabilistic assumptions. The first variant is an assertion about a game involving the Bookmaker predicting the values of unprobabilized random variables; in an intuitive sense it is much stronger than the usual strong law of large numbers for martingales. The second variant is...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 1999
ISSN: 0040-361X
DOI: 10.4213/tvp806