TL;DR
This paper revisits the law of the iterated logarithm through the lens of online betting strategies, providing a new perspective on classical probabilistic results.
Contribution
It introduces a novel approach to deriving the law of the iterated logarithm using online betting guarantees, connecting betting strategies with empirical process theory.
Findings
Established a new proof of the law of the iterated logarithm
Linked betting strategies to classical probabilistic results
Provided insights into the connection between betting and empirical processes
Abstract
This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.
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