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We give a general method for constructing a deterministic strategy of Reality from a randomized strategy in game-theoretic probability. The construction can be seen as derandomization in game-theoretic probability.
Persistent link: https://www.econbiz.de/10011077893
We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges.
Persistent link: https://www.econbiz.de/10011064895