Game-theoretic Brownian motion

Vovk, Vladimir

(2008)

Vovk, Vladimir (2008) Game-theoretic Brownian motion.

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Abstract

This paper suggests a perfect-information game, along the lines of Levy's characterization of Brownian motion, that formalizes the process of Brownian motion in game-theoretic probability. This is perhaps the simplest situation where probability emerges in a non-stochastic environment.

Information about this Version

This is a Submitted version
This version's date is: 8/1/2008
This item is not peer reviewed

Link to this Version

https://repository.royalholloway.ac.uk/items/02002eb2-0bfb-9c11-8a5e-7ffec2fdc64d/1/

Item TypeMonograph (Working Paper)
TitleGame-theoretic Brownian motion
AuthorsVovk, Vladimir
Uncontrolled Keywordsgame-theoretic probability, Brownian motion
DepartmentsFaculty of Science\Computer Science

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Deposited by Research Information System (atira) on 24-May-2012 in Royal Holloway Research Online.Last modified on 24-May-2012

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