English
Related papers

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

200 papers

We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

Optimization and Control · Mathematics 2022-05-06 Boualem Djehiche , Roxana Dumitrescu

Let $\alpha \in (0,1)_{\mathbb{R}}$ be irrational and $G_n = G_{n,1/n^\alpha}$ be the random graph with edge probability $1/n^\alpha$; we know that it satisfies the 0-1 law for first order logic. We deal with the failure of the 0-1 law for…

Logic · Mathematics 2021-08-21 Saharon Shelah

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…

Mathematical Physics · Physics 2015-06-04 K. Gorska , K. A. Penson

We are interested in the following version of Jeffreys's law: if two predictors are predicting the same sequence of events and either is doing a satisfactory job, they will make similar predictions in the long run. We give a classification…

Statistics Theory · Mathematics 2009-12-23 A. P. Dawid , V. G. Vovk

Using the game-theoretic framework for probability, Vovk and Shafer. have shown that it is always possible, using randomization, to make sequential probability forecasts that pass any countable set of well-behaved statistical tests. This…

Machine Learning · Computer Science 2008-10-21 Vladimir V. V'yugin

Consider concurrent, infinite duration, two-player win/lose games played on graphs. If the winning condition satisfies some simple requirement, the existence of Player 1 winning (finite-memory) strategies is equivalent to the existence of…

Logic in Computer Science · Computer Science 2018-05-01 Stephane Le Roux

This article continues study of the prequential framework for evaluating a probability forecaster. Testing the hypothesis that the sequence of forecasts issued by the forecaster is in agreement with the observed outcomes can be done using…

Statistics Theory · Mathematics 2009-05-12 Vladimir Vovk

In this paper we study continuous-time two-player zero-sum optimal switching games on a finite horizon. Using the theory of doubly reflected BSDEs with interconnected barriers, we show that this game has a value and an equilibrium in the…

Optimization and Control · Mathematics 2018-06-04 Said Hamadène , Randall Martyr , John Moriarty

Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…

Computer Science and Game Theory · Computer Science 2023-11-29 Daniel Stan , Muhammad Najib , Anthony Widjaja Lin , Parosh Aziz Abdulla

We prove an analog of the classical Zero-One Law for both homogeneous and nonhomogeneous Markov chains (MC). Its almost precise formulation is simple: given any event $A$ from the tail $\sigma$-algebra of MC $(Z_n)$, for large $n$, with…

Probability · Mathematics 2020-11-10 Michael Grabchak , Isaac Sonin

We consider two person zero-sum games where the players control, at discrete times {tn} induced by a partition $\Pi$ of R + , a continuous time Markov state process. We prove that the limit of the values v$\Pi$ exist as the mesh of $\Pi$…

Optimization and Control · Mathematics 2016-03-31 Sylvain Sorin

We prove game-theoretic versions of several classical results on nonrepetitive sequences, showing the existence of winning strategies using an extension of the Lov\'asz Local Lemma which can dramatically reduce the number of edges needed in…

Combinatorics · Mathematics 2010-10-28 Wesley Pegden

We propose a new model of provenance, based on a game-theoretic approach to query evaluation. First, we study games G in their own right, and ask how to explain that a position x in G is won, lost, or drawn. The resulting notion of game…

Databases · Computer Science 2013-11-20 Sven Köhler , Bertram Ludäscher , Daniel Zinn

We show how two techniques from statistical physics can be adapted to solve a variant of the notorious Unique Games problem, potentially opening new avenues towards the Unique Games Conjecture. The variant, which we call Count Unique Games,…

Data Structures and Algorithms · Computer Science 2021-03-05 Matthew Coulson , Ewan Davies , Alexandra Kolla , Viresh Patel , Guus Regts

Over a century ago, Oliver Wendell Holmes invited scholars to look at the law through the lens of probability theory: "The prophecies of what the courts will do in fact, and nothing more pretentious, are what I mean by the law." Yet few…

Economics · Quantitative Finance 2015-06-26 Enrique Guerra-Pujol

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

Game theoretic tools are utilized to analyze a one-locus continuous selection model of sex-specific meiotic drive by considering nonequivalence of the viabilities of reciprocal heterozygotes that might be noticed at an imprinted locus. The…

Populations and Evolution · Quantitative Biology 2015-12-07 Bijan Sarkar

The purpose of this article is to formulate a number of probabilistic hidden-variable theorems, to provide proofs in some cases, and counterexamples to some conjectured relationships. The first theorem is the fundamental one. It asserts the…

Quantum Physics · Physics 2008-02-03 Patrick Suppes , J. Acacio de Barros , Gary Oas

Can one understand the statistics of wins and losses of baseball teams? Are their consecutive-game winning and losing streaks self-reinforcing or can they be described statistically? We apply the Bradley-Terry model, which incorporates the…

Physics and Society · Physics 2014-07-25 C. Sire , S. Redner

Game theory is the study of tractable games which may be used to model more complex systems. Board games, video games and sports, however, are intractable by design, so "ludological" theories about these games as complex phenomena should be…

Applications · Statistics 2018-11-05 Daniel E. Gilbert , Martin T. Wells