A game-theoretic proof of Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for fair-coin tossing
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🧮 math.PR
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game-theoreticprooferdos-feller-kolmogorov-petrowskyiteratedlogarithmtossingbayesiancelebrated
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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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