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Purely game-theoretic random sequences: II. Limiting empirical distributions and strong
central limit theorem
M. Minozzo University of Perugia, Department of Statistical Sciences, Italy
Abstract:
In Part I of this paper [M. Minozzo, Theory Probab. Appl., 44 (1999), pp. 511–522] a definition of typical sequences was given, without using any Kolmogorovian probability distribution $P$, by applying the principle of the excluded gambling strategy directly to a sequence of measurable functions. In this paper we forward this theory by deriving for these typical sequences some elementary limiting empirical distribution functions and some strong central limit theorem type results for the coin tossing process.
Keywords:
algorithmic probability theory, almost sure limit theorems, distributions of the values, martingales, typical sequences.
Received: 17.07.1997 Revised: 11.11.1998
Citation:
M. Minozzo, “Purely game-theoretic random sequences: II. Limiting empirical distributions and strong
central limit theorem”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 312–327; Theory Probab. Appl., 45:2 (2001), 233–245
Linking options:
https://www.mathnet.ru/eng/tvp465https://doi.org/10.4213/tvp465 https://www.mathnet.ru/eng/tvp/v45/i2/p312
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