The generality of the zero-one laws

DOI10.1007/S10463-009-0262-0MaRDI QIDQ645528zbMATH OpenOpenAlexWikidataFDO

Authors Akimichi Takemura, Vladimir Vovk, Glenn Shafer

Publication date 8 November 2011

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.3679

zbMATH Keywords

game-theoretic probabilityinvariant eventlower probabilitymartingalepermutable eventtail eventupper probabilityzero-one laws

Mathematics Subject Classification ID

Zero-one laws (60F20) Martingales with continuous parameter (60G44) 2-person games (91A05) Probabilistic games; gambling (91A60)

Abstract: We prove game-theoretic generalizations of some well known zero-one laws. Our proofs make the martingales behind the laws explicit, and our results illustrate how martingale arguments can have implications going beyond measure-theoretic probability.

Review text

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.

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Cites work

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• Probability with Martingales
• Symmetric Measures on Cartesian Products

Cited in

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• Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems
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• When Does the Zero-One Law Hold?
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• Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game
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