Implications of contrarian and one-sided strategies for the fair-coin game

@article{Horikoshi2007ImplicationsOC,
  title={Implications of contrarian and one-sided strategies for the fair-coin game},
  author={Yasunori Horikoshi and A. Takemura},
  journal={Stochastic Processes and their Applications},
  year={2007},
  volume={118},
  pages={2125-2142}
}
  • Yasunori Horikoshi, A. Takemura
  • Published 2007
  • Mathematics, Economics
  • Stochastic Processes and their Applications
  • We derive some results on contrarian and one-sided strategies of Skeptic for the fair-coin game in the framework of the game-theoretic probability of Shafer and Vovk [G. Shafer and V. Vovk. Probability and Finance -- It's Only a Game!, Wiley, New York, 2001]. In particular, as regards the rate of convergence of the strong law of large numbers (SLLN), we prove that Skeptic can force that the convergence has to be slower than or equal to O(n-1/2). This is achieved by a very simple contrarian… CONTINUE READING

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