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

martingalezero-one lawsgame-theoretic probabilityinvariant eventlower probabilitypermutable eventtail eventupper probability

Mathematics Subject Classification ID

2-person games (91A05) Zero-one laws (60F20) Martingales with continuous parameter (60G44) 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.

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Cites work

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• Probability with Martingales
• Symmetric Measures on Cartesian Products

Cited in

(14)

• Lévy's zero-one law in game-theoretic probability
• Derandomization in game-theoretic probability
• Continuous-time trading and the emergence of probability
• On the generalization of the Brewster law
• Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game
• When does the zero-one \(k\)-law fail?
• Approximations and asymptotics of upper hedging prices in multinomial models
• A composite generalization of Ville's martingale theorem using e-processes
• When Does the Zero-One Law Hold?
• Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems
• Universal zero-one \(k\)-law
• Universality of Zipf's Law
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• scientific article; zbMATH DE number 1121847 (Why is no real title available?)

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