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A game-theoretic proof of Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for fair-coin tossing (1408.1790v2)
Published 8 Aug 2014 in math.PR
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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