The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges

News
19 Mar 2013, Accepted
25 Aug 2012, Submitted to a Journal

Title
The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
(with Akimichi Takemura)

Type
Fullpaper

Journal
Stochastic Processes and their Applications, 123, 3132-3152, 2013.

Abstract
We prove both the validity and the sharpness of the law of the iter- ated logarithm in game-theoretic probability with quadratic and stronger hedges.

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