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Derandomization in game-theoretic probability

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  • Miyabe, Kenshi
  • Takemura, Akimichi

Abstract

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.

Suggested Citation

  • Miyabe, Kenshi & Takemura, Akimichi, 2015. "Derandomization in game-theoretic probability," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 39-59.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:1:p:39-59
    DOI: 10.1016/j.spa.2014.08.004
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    References listed on IDEAS

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    1. Akimichi Takemura & Vladimir Vovk & Glenn Shafer, 2011. "The generality of the zero-one laws," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 873-885, October.
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    Cited by:

    1. Sato, Ryosuke & Miyabe, Kenshi & Takemura, Akimichi, 2018. "Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability," Stochastic Processes and their Applications, Elsevier, vol. 128(5), pages 1466-1484.

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      Keywords

      Compliance; Strong law of large numbers;

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