統計学輪講のスケジュールに戻る．日時 2003年 2月 3日(火) 15時〜16時40分
場所 経済学部新棟３階第３教室
講演者 Prof. Vladimir Vovk
(Computer Learning Research Centre Department of
Computer Science Royal Holloway, University of London)
演題 Probability without measure
概要
The standard mathematical theory of probability is based on measure
theory ("Kolmogorov's axioms of probability"); in this talk I will
argue that the theory of perfect-information games can serve as an
alternative foundation. Game-theoretic versions of standard limit
theorems (I will state a game-theoretic law of large numbers, law of
the iterated logarithm and central limit theorem) are more powerful
than their measure-theoretic counterparts; but what is even more
important, the game-theoretic approach appears better suited to
several areas of application of probability theory. In finance, for
example, game-theoretic ideas make it possible either to relax the
stochastic assumptions needed or to replace them with completely
different (and more natural) assumptions. This talk will be based on
the book by Glenn Shafer and Vladimir Vovk "Probability and Finance:
It's Only a Game!" (New York: Wiley, 2001).
統計学輪講のスケジュールに戻る．
Tokyo University