On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game
From MaRDI portal
Publication:734399
DOI10.1007/s10463-007-0125-5zbMath1275.91012arXivmath/0508190MaRDI QIDQ734399
Akimichi Takemura, Masayuki Kumon
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
91A10: Noncooperative games
91A80: Applications of game theory
60F15: Strong limit theorems
60F10: Large deviations
91A60: Probabilistic games; gambling
Related Items
Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time, Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game, 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, Approximations and asymptotics of upper hedging prices in multinomial models, Continuous-time trading and the emergence of probability, Implications of contrarian and one-sided strategies for the fair-coin game, Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability, An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game, 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
