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

DOI10.1007/S10463-007-0125-5zbMath1275.91012arXivmath/0508190OpenAlexW2032972403MaRDI 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 deviationgame-theoretic probabilityAzuma-Hoeffding-Bennett inequalitycapital process

Mathematics Subject Classification ID

Noncooperative games (91A10) Applications of game theory (91A80) Strong limit theorems (60F15) Large deviations (60F10) Probabilistic games; gambling (91A60)

Related Items (12)

A new formulation of asset trading games in continuous time with essential forcing of variation exponent ⋮ Sequential optimizing strategy in multi-dimensional bounded forecasting games ⋮ Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game ⋮ A composite generalization of Ville's martingale theorem using e-processes ⋮ Gibbs distribution from sequentially predictive form of the second law ⋮ Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability ⋮ Implications of contrarian and one-sided strategies for the fair-coin game ⋮ An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game ⋮ Approximations and asymptotics of upper hedging prices in multinomial models ⋮ Continuous-time trading and the emergence of probability ⋮ Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time ⋮ Continuous-time trading and the emergence of randomness

Cites Work

• Unnamed Item
• Unnamed Item
• Weighted sums of certain dependent random variables
• Probability and Finance
• Probability Inequalities for the Sum of Independent Random Variables
• Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games
• Probability Inequalities for Sums of Bounded Random Variables
• Algorithmic Learning Theory
• Game-theoretic versions of strong law of large numbers for unbounded variables

This page was built for publication: On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game