The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges |
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| Authors: | Kenshi Miyabe Akimichi Takemura |
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| Affiliation: | 1. Research Institute for Mathematical Sciences, Kyoto University, Japan;2. Graduate School of Information Science and Technology, University of Tokyo, Japan |
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| Abstract: | We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges. |
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| Keywords: | Compliance Hö lder&rsquo s inequality Martingale |
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