|
|
|
|
gale
|
(Definition)
|
|
|
Let be a probability measure on Cantor space
, and let
.
- A
- -supergale is a function
that satisfies the condition
 |
(1) |
for all
, the set of all finite strings of 0's and 's (including , the empty string).
- A
- -gale is a - -supergale that satisfies the condition with equality for all
.
- A
-supermartingale is a -1-supergale.
- A
-martingale is a -1-gale.
- An
-supergale is a - -supergale, where is the uniform probability measure.
- An
-gale is a - -gale.
- A supermartingale is a 1-supergale.
- A martingale is a 1-gale.
Put in another way, a martingale is a function
such that, for all
,
.
Let be a - -supergale, where is a probability measure on
and
. We say that succeeds on a sequence
if
The success set of is
succeeds on . succeeds on a language
if succeeds on the characteristic sequence of . We say that succeeds strongly on a sequence
if
The strong success set of is
.
Intuitively, a supergale is a betting strategy that bets on the next bit of a sequence when the previous bits are known. is the parameter that tunes the fairness of the betting. The smaller is, the less fair the betting is. If succeeds on a sequence, then the bonus we can get from applying as the betting strategy on the sequence is unbounded. If succeeds strongly on a sequence, then the bonus goes to infinity.
|
Anyone with an account can edit this entry. Please help improve it!
"gale" is owned by skubeedooo. [ full author list (2) ]
|
|
(view preamble)
| Also defines: |
supergale, gale, supermartingale, succeed, succeed strongly, success set, strong success set |
| Keywords: |
gale, supergale |
This object's parent.
|
|
Cross-references: infinity, unbounded, parameter, strategy, characteristic sequence, language, sequence, martingale, equality, empty string, strings, finite, function, Cantor space, probability measure
There are 3 references to this entry.
This is version 2 of gale, born on 2007-02-22, modified 2007-02-22.
Object id is 8948, canonical name is Gale2.
Accessed 1534 times total.
Classification:
| AMS MSC: | 60G42 (Probability theory and stochastic processes :: Stochastic processes :: Martingales with discrete parameter) | | | 60G44 (Probability theory and stochastic processes :: Stochastic processes :: Martingales with continuous parameter) | | | 60G46 (Probability theory and stochastic processes :: Stochastic processes :: Martingales and classical analysis) |
|
|
|
|
|
|
Pending Errata and Addenda
|
|
|
|
|
|
|
|
|
|
|