Game-theoretic versions of strong law of large numbers for unbounded variables

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dc.creatorKumon, Masayuki
dc.creatorTakemura, Akimichi
dc.creatorTakeuchi, Kei
dc.date2006-03-08
dc.date.accessioned2026-07-07T08:25:38Z
dc.date.available2026-07-07T08:25:38Z
dc.descriptionWe consider strong law of large numbers (SLLN) in the framework of game-theoretic probability of Shafer and Vovk (2001). We prove several versions of SLLN for the case that Reality's moves are unbounded. Our game-theoretic versions of SLLN largely correspond to standard measure-theoretic results. However game-theoretic proofs are different from measure-theoretic ones in the explicit consideration of various hedges. In measure-theoretic proofs existence of moments are assumed, whereas in our game-theoretic proofs we assume availability of various hedges to Skeptic for finite prices.
dc.identifierhttps://arxiv.org/abs/math/0603184
dc.identifierhttp://arxiv.org/abs/math/0603184
dc.identifierStochastics, 79(5), (2007), 449-468
dc.identifierdoi:10.1080/17442500701323023
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/136686
dc.subjectProbability
dc.subject60F15
dc.titleGame-theoretic versions of strong law of large numbers for unbounded variables
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