An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game

DOI10.1080/17442508.2010.538692zbMath1232.60025OpenAlexW1970852541MaRDI QIDQ3017911

Shin-ichiro Takazawa

Publication date: 20 July 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2010.538692

zbMATH Keywords

strong law of large numbersexponential inequalityconvergence rategame-theoretic probability

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Probabilistic games; gambling (91A60)

Related Items (2)

Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game ⋮ Convergence of random series and the rate of convergence of the strong law of large numbers in game-theoretic probability

Cites Work

• On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game
• Implications of contrarian and one-sided strategies for the fair-coin game
• Exponential inequalities for self-normalized martingales with applications
• Weighted sums of certain dependent random variables
• Probability and Finance
• Concentration Inequalities and Martingale Inequalities: A Survey
• Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games
• Probability Inequalities for Sums of Bounded Random Variables

This page was built for publication: An exponential inequality and the convergence rate of the strong law of large numbers in the unbounded forecasting game