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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.

AuthorsFrancesco Orabona
Primary categorystat.ML
Published21 May 2026
Last updated at source21 May 2026
stat.MLcs.LGmath.PR
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