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Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game

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  • Shin-ichiro Takazawa

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  • Shin-ichiro Takazawa, 2012. "Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 615-632, June.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:3:p:615-632
    DOI: 10.1007/s10463-010-0322-5
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    References listed on IDEAS

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    1. Masayuki Kumon & Akimichi Takemura & Kei Takeuchi, 2005. "Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games," Papers math/0510662, arXiv.org, revised Sep 2008.
    2. Horikoshi, Yasunori & Takemura, Akimichi, 2008. "Implications of contrarian and one-sided strategies for the fair-coin game," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 2125-2142, November.
    3. Liu, Quansheng & Watbled, Frédérique, 2009. "Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3101-3132, October.
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    Cited by:

    1. Miyabe, Kenshi & Takemura, Akimichi, 2013. "The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges," Stochastic Processes and their Applications, Elsevier, vol. 123(8), pages 3132-3152.

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