Lévy's zero-one law in game-theoretic probability (Q2428540)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Lévy's zero-one law in game-theoretic probability
    scientific article

      Statements

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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references