On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game
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- Akimichi Takemura & Taiji Suzuki, 2005. "Game theoretic derivation of discrete distributions and discrete pricing formulas," Papers math/0509367, arXiv.org.
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- Kumon, Masayuki & Takemura, Akimichi & Takeuchi, Kei, 2011. "Sequential optimizing strategy in multi-dimensional bounded forecasting games," Stochastic Processes and their Applications, Elsevier, vol. 121(1), pages 155-183, January.
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KeywordsAzuma-Hoeffding-Bennett inequality; Capital process; Game-theoretic probability; Large deviation;
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