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تسجيل مستخدم جديدCapital process and optimality properties of a Bayesian Skeptic in coin-tossing games
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We study capital process behavior in the fair-coin game and biased-coin games in the framework of the game-theoretic probability of Shafer and Vovk (2001). We show that if Skeptic uses a Bayesian strategy with a beta prior, the capital process is lucidly expressed in terms of the past average of Realitys moves. From this it is proved that the Skeptics Bayesian strategy weakly forces the strong law of large numbers (SLLN) with the convergence rate of O(sqrt{log n/n})$ and if Reality violates SLLN then the exponential growth rate of the capital process is very accurately described in terms of the Kullback divergence between the average of Realitys moves when she violates SLLN and the average when she observes SLLN. We also investigate optimality properties associated with Bayesian strategy.
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