The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges

Kenshi Miyabe and Akimichi Takemura

Stochastic Processes and their Applications, 2013, vol. 123, issue 8, 3132-3152

Abstract: We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges.

Keywords: Compliance; Hölder’s inequality; Martingale (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2013.03.018

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