Levy's zero-one law in game-theoretic probability
Glenn Shafer, Vladimir Vovk, and Akimichi Takemura

TL;DR
This paper establishes a game-theoretic version of Levy's zero-one law, deriving several classical probabilistic results and exploring foundational concepts in game-theoretic probability theory.
Contribution
It introduces a game-theoretic formulation of Levy's zero-one law and derives related classical probabilistic results within this framework.
Findings
Proves a game-theoretic version of Levy's zero-one law
Derives non-stochastic Kolmogorov's zero-one law and ergodicity of Bernoulli shifts
Establishes a zero-one law for dependent trials
Abstract
We prove a game-theoretic version of Levy's zero-one law, and deduce several corollaries from it, including non-stochastic versions of Kolmogorov's zero-one law, the ergodicity of Bernoulli shifts, and a zero-one law for dependent trials. Our secondary goal is to explore the basic definitions of game-theoretic probability theory, with Levy's zero-one law serving a useful role.
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Taxonomy
TopicsStochastic processes and financial applications · Statistical Mechanics and Entropy · Complex Systems and Time Series Analysis
