Hoeffding's inequality in game-theoretic probability

Research output: Working paper

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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.
Original languageEnglish
Number of pages5
Publication statusPublished - 18 Aug 2007

Keywords

  • game-theoretic probability
  • large deviation inequalities

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