Workshop
Game-theoretic probability: brief review
- Vladimir Vovk (Royal Holloway, University of London, Egham, United Kingdom)
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.
