Game-theoretic versions of strong law of large numbers for unbounded variables
Abstract
We 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.
- Publication:
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arXiv Mathematics e-prints
- Pub Date:
- March 2006
- DOI:
- arXiv:
- arXiv:math/0603184
- Bibcode:
- 2006math......3184K
- Keywords:
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- Mathematics - Probability;
- 60F15