Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game
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References listed on IDEAS
- Masayuki Kumon & Akimichi Takemura & Kei Takeuchi, 2005. "Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games," Papers math/0510662, arXiv.org, revised Sep 2008.
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- Miyabe, Kenshi & Takemura, Akimichi, 2013. "The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges," Stochastic Processes and their Applications, Elsevier, vol. 123(8), pages 3132-3152.
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KeywordsExponential inequality; Game-theoretic probability; Law of the iterated logarithm;
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