Paper · arXiv
From Betting to Empirical Bernstein LIL
This is a verbatim copy of a technical report I wrote in 2017-2018 to obtain the law of the iterated logarithm using the guarantee on the wealth of an online betting strategy.
| Authors | Francesco Orabona |
|---|---|
| Primary category | stat.ML |
| Published | 21 May 2026 |
| Last updated at source | 21 May 2026 |
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