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Workshop

Game-theoretic probability: brief review

  • Vladimir Vovk
E1 05 (Leibniz-Saal)

Abstract

The standard approach to probabilistic modelling is to assume a probability measure generating the observed outcomes. Game-theoretic probability weakens this assumption but still allows one to obtain many familiar results, such as laws of large numbers and iterated logarithm, central limit theorems, large deviation inequalities, and zero-one laws. It also leads to completely new results.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Jörg Lehnert

Max-Planck-Institut für Mathematik in den Naturwissenschaften Contact via Mail

Wolfgang Hackbusch

Max Planck Institute for Mathematics in the Sciences

Jürgen Jost

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Felix Otto

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Erwin Bolthausen

Universität Zürich