Article ID Journal Published Year Pages File Type
1155646 Stochastic Processes and their Applications 2013 21 Pages PDF
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.
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Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
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