Implications of contrarian and one-sided strategies for the fair-coin game (Q952747)

The authors derive some results on contrarian and one-sided strategies of Skeptic for the fair-coin game in the framework of the game-theoretic probability of \textit{G. Shafer} and \textit{V. Vovk} [Probability and Finance - It's Only a Game! Wiley Series in Probability and Statistics. (Chichester): Wiley. (2001; Zbl 0985.91024)]. About the rate of convergence of the strong law of large numbers, they prove that Skeptic can force that the convergence has to be slower than or equal to \(O(n^{-1/2})\). This is achieved by a very simple contrarian strategy of Skeptic. This type of result, bounding the rate of convergence from below, contrasts with more standard results of bounding the rate of the strong law of large numbers from above by using momentum strategies. A corresponding one-sided result is also derived.