The generality of the zero-one laws (Q645528)

This paper deals with the generalization of three zero-one laws in the game-theoretic framework, as introduced by \textit{G. Shafer} and \textit{V. Vovk} [Probability and finance: it's only a game! Chichester: Wiley (2001; Zbl 0985.91024)]. More precisely, the authors use some simple martingale arguments in order to generalize Kolmogorov's zero-one law (see, e.g., [\textit{A. N. Kolmogoroff}, Grundbegriffe der Wahrscheinlichkeitsrechnung. Ergebnisse der Math. 2, Nr. 3 (1933; JFM 59.1152.03); Foundations of the theory of probability. - Translated by N. Morrison. New York: Chelsea Publishing Company (1950; Zbl 0037.08101)]), ergodicity of Bernoulli shifts [\textit{I. P. Cornfeld} et al., Ergodic theory. Transl. from the Russian by A. B. Sossinskii. New York-Heidelberg-Berlin: Springer-Verlag (1982; Zbl 0493.28007)] and Hewitt and Savage's zero-one law [\textit{E. Hewitt} and \textit{L. J. Savage}, Trans. Am. Math. Soc. 80, 470--501 (1955; Zbl 0066.29604)]. To this end, after laying out the protocols corresponding to each game, they define upper and lower probabilities in a zero-one law context, and they present their martingale proofs.