The Game-Theoretic Framework forProbability

摘要

The game-theoretic framework for probability was introduced by Vladimir Vovk and myself in Probability and Finance, published in 2001. But it has roots in the work of Jean Ville, who showed how Cournot's principle, the principle that an event of very small probability will not happen, can be given a game-theoretic interpretation. The framework allows us to generalize the classical limit theorems of probability and opens up new ways of making probability predictions.