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arXiv · 1408.1790

A game-theoretic proof of Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for fair-coin tossing

Takeyuki Sasai·Kenshi Miyabe·Akimichi Takemura
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Abstract

We give a game-theoretic proof of the celebrated Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for fair coin tossing. Our proof, based on Bayesian strategy, is explicit as many other game-theoretic proofs of the laws in probability theory.

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Takeyuki Sasai, Kenshi Miyabe, Akimichi Takemura. 2014-08-08. A game-theoretic proof of Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for fair-coin tossing. https://arxiv.org/abs/1408.1790

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