Related papers: Levy's zero-one law in game-theoretic probability

This is a general description of a probabilistic formalism of mechanics, i.e., an extension of the Newtonian mechanics principles to the systems undergoing random motion. From an analysis of the induction procedure from experimental data to…

The original Kelly criterion provides a strategy to maximize the long-term growth of winnings in a sequence of simple Bernoulli bets with an edge, that is, when the expected return on each bet is positive. The objective of this work is to…

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

For a family of multidimensional gambler models we provide formulas for the winning probabilities (in terms of parameters of the system) and for the distribution of game duration (in terms of eigenvalues of underlying one-dimensional…

A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of successes in independent trials) with any…

We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible…

We begin by reviewing and proving the basic facts of combinatorial game theory. We then consider scoring games (also known as Milnor games or positional games), focusing on the "fixed-length" games for which all sequences of play terminate…

We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…

A novel notion of unpredictable strings is revealed and utilized to define deterministic unpredictable sequences on a finite number of symbols. We prove the first law of large strings for random processes in discrete time, which confirms…

We develop a metric and probabilistic theory for the Ostrogradsky representation of real numbers, i.e., the expansion of a real number $x$ in the following form: \begin{align*} x&= \sum_n\frac{(-1)^{n-1}}{q_1q_2... q_n}=…

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

We analyze the convergence properties of the two-timescale fictitious play combining the classical fictitious play with the Q-learning for two-player zero-sum stochastic games with player-dependent learning rates. We show its almost sure…

In this work we propose a kinetic formulation for evolutionary game theory for zero sum games when the agents use mixed strategies. We start with a simple adaptive rule, where after an encounter each agent increases the probability of play…

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Game Theory concepts have been successfully applied in a wide variety of domains over the past decade. Sports and games are one of the popular areas of game theory application owing to its merits and benefits in solving complex scenarios.…

A L\'evy noise on $\mathbb{R}^d$ assigns a random real "mass" $\Pi(B)$ to each Borel subset $B$ of $\mathbb{R}^d$ with finite Lebesgue measure. The distribution of $\Pi(B)$ only depends on the Lebesgue measure of $B$, and if $B_1, ..., B_n$…

The Local Ergodic Theorem (also known as the `Fundamental Theorem') gives sufficient conditions under which a phase point has an open neighborhood that belongs (mod 0) to one ergodic component. This theorem is a key ingredient of many…

The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…

This paper gives game-theoretic versions of several results on "merging of opinions" obtained in measure-theoretic probability and algorithmic randomness theory. An advantage of the game-theoretic versions over the measure-theoretic results…

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…