most citedGame-theoretic versions of strong law of large numbers for unbounded variables

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math.ST2005

Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games

Masayuki Kumon, Akimichi Takemura, Kei Takeuchi

We study capital process behavior in the fair-coin game and biased-coin games in the framework of the game-theoretic probability of Shafer and Vovk (2001). We show that if Skeptic…