Related papers: Levy's zero-one law in game-theoretic probability
The probability that a one dimensional excited random walk in stationary ergodic and elliptic cookie environment is transient to the right (left) is either zero or one. This solves a problem posed by Kosygina and Zerner [8].
A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…
A reformulation of the Kelly Criterion is presented. Let $\mathfrak{G}$ be a generic stochastic Bernoulli binary game with outcomes $\mathscr{Z}(I)\in\lbrace -1,1\rbrace$ of N trials for $I=1...N$. The binomial probabilities are…
There are $n$ independent Bernoulli random variables $I_{k}$ with parameters $p_{k}$ that are observed sequentially. We consider a generalization of the Last-Success-Problem considering $w_{k}$ positive payments if the player successfully…
We introduce the concepts of rotation numbers and rotation vectors for billiard maps. Our approach is based on the birkhoff ergodic theorem. We anticipate that it will be useful, in particular, for the purpose of establishing the…
We study some ergodicity property of zero-sum stochastic games with a finite state space and possibly unbounded payoffs. We formulate this property in operator-theoretical terms, involving the solvability of an optimality equation for the…
We consider extensive form win-lose games over a complete binary-tree of depth $n$ where players act in an alternating manner. We study arguably the simplest random structure of payoffs over such games where 0/1 payoffs in the leafs are…
A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…
We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it during the game. A central concept for analyzing long-duration…
We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges.
We study the ergodicity of deterministic two-person zero-sum differential games. This property is defined by the uniform convergence to a constant of either the infinite-horizon discounted value as the discount factor tends to zero, or…
In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.
The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…
Within the Kolmogorov theory of probability, Bayes' rule allows one to perform statistical inference by relating conditional probabilities to unconditional probabilities. As we show here, however, there is a continuous set of alternative…
We present new game semantics of Martin-L\"of type theory (MLTT) equipped with One-, Zero-, N-, Pi-, Sigma- and Id-types. Our game semantics interprets MLTT more accurately than existing ones. Another advantage of our game semantics over…
This paper proposes an alternative language for expressing results of the algorithmic theory of randomness. The language is more precise in that it does not involve unspecified additive or multiplicative constants, making mathematical…
Various characterizations for fractional Levy process to be of finite variation are obtained, one of which is in terms of the characteristic triplet of the driving Levy process, while others are in terms of differentiability properties of…
An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…
A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…