On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game

DOI10.1007/s10463-007-0125-5zbMath1275.91012arXivmath/0508190MaRDI QIDQ734399

Masayuki Kumon, Akimichi Takemura

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508190

zbMATH Keywords

large deviation; game-theoretic probability; Azuma-Hoeffding-Bennett inequality; capital process

Mathematics Subject Classification ID

91A10: Noncooperative games

91A80: Applications of game theory

60F15: Strong limit theorems

60F10: Large deviations

91A60: Probabilistic games; gambling

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Cites Work

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• Algorithmic Learning Theory
• Game-theoretic versions of strong law of large numbers for unbounded variables