Hoeffding's inequality in game-theoretic probability

Vovk, Vladimir

(2007)

Vovk, Vladimir (2007) Hoeffding's inequality in game-theoretic probability.

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Abstract

This note makes the obvious observation that Hoeffding's original proof of his inequality remains valid in the game-theoretic framework. All details are spelled out for the convenience of future reference.

Information about this Version

This is a Submitted version
This version's date is: 18/8/2007
This item is not peer reviewed

Link to this Version

https://repository.royalholloway.ac.uk/items/e01e1a0f-1645-cea6-53e0-20db8a1226b6/2/

Item TypeMonograph (Working Paper)
TitleHoeffding's inequality in game-theoretic probability
AuthorsVovk, Vladimir
Uncontrolled Keywordsgame-theoretic probability, large deviation inequalities
DepartmentsFaculty of Science\Computer Science

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

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