Game-theoretic Brownian motion
Probability
2008-01-09 v1
Abstract
This paper suggests a perfect-information game, along the lines of Levy's characterization of Brownian motion, that formalizes the process of Brownian motion in game-theoretic probability. This is perhaps the simplest situation where probability emerges in a non-stochastic environment.
Cite
@article{arxiv.0801.1309,
title = {Game-theoretic Brownian motion},
author = {Vladimir Vovk},
journal= {arXiv preprint arXiv:0801.1309},
year = {2008}
}
Comments
17 pages