Lévy's zero-one law in game-theoretic probability (Q2428540): Difference between revisions

The authors continue to advocate a new axiomatic version of probability theory, the so-called game-theoretic probability, different from the classical measure-theoretic probability. Parallel notions such as sample space, event, probability, expectation, supermartingale, martingale, cut (analogue to stopping time), etc. are discussed. Mimicking the standard proof of Doob's martingale convergence theorem, they present a game-theoretic version of Lévy's zero-one law, from which game-theoretic versions of Kolmogorov's zero-one law and the ergodicity of Bernoulli shifts are derived.