From Betting to Empirical Bernstein LIL
Machine Learning
2026-05-22 v1 Machine Learning
Probability
Abstract
This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.
Cite
@article{arxiv.2605.22124,
title = {From Betting to Empirical Bernstein LIL},
author = {Francesco Orabona},
journal= {arXiv preprint arXiv:2605.22124},
year = {2026}
}