Lévy's zero-one law in game-theoretic probability (Q2428540)
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English | Lévy's zero-one law in game-theoretic probability |
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Lévy's zero-one law in game-theoretic probability (English)
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26 April 2012
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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.
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Doob's martingale convergence theorem
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Lévy's martingale convergence theorem
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Kolmogorov's zero-one law
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ergodicity of Bernoulli shifts
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