A strictly martingale version of Kolmogorov's strong law of large numbers

Theory of Probability and its Applications

Volumn 41, Issue 3, 1996, Pages 605-608

  Vovk, V G ^a  

^a RUSSIAN ACADEMY OF SCIENCES   (Russian Federation)

Author keywords

Martingale; Principle of the excluded gambling strategy; Strong law of large numbers

Indexed keywords

EID: 0002220695     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (8)

1. W. F. STOUT, Almost Sure Convergence, Academic Press, New York, 1974.
2. A. N. KOLMOGOROV, Veroyatnost' (Probability), in Bol'shaya Sovetskaya Entsiklopediya (The Great Soviet Encyclopedia) Vol. 4, 3rd ed., Sovetskaya Entsiklopediya, Moscow, 1971, p. 544 (in Russian).
3. A. P. DAWID, Calibration-based empirical probability (with discussion), Ann. Statist., 13 (1985), pp. 1251-1285.
4. V. G. VOVK, A logic of probability, with application to the foundations of statistics (with discussion), J. Roy. Statist. Soc. Ser. B, 55 (1993), pp. 317-351.
5. Yu. V. PROKHOROV AND V. A. SEVASTYANOV, Veroyatnostei teoriya (Theory of probability), in Bol'shaya Sovetskaya Entsiklopediya (The Great Soviet Encyclopedia) Vol. 4, 3rd ed., Sovetskaya Entsiklopediya, Moscow, 1971, pp. 540-543 (in Russian).
6. A. N. SHIRYAEV, Probability, 2nd ed., Nauka, Moscow, 1989 (in Russian). English translation: A. N. Shiryaev, Probability, Springer-Verlag, New York, Berlin, 1984.
7. A. N. SHIRYAEV, Probability, 2nd ed., Nauka, Moscow, 1989 (in Russian). English translation: A. N. Shiryaev, Probability, Springer-Verlag, New York, Berlin, 1984.
8. V. G. VOVK, Forecasting point and continuous processes: Prequential analysis, Test, 2 (1994), pp. 189-217.