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## Randomness and betting strategies

*André Nies*

### in Computability and Randomness

- Published in print:
- 2009
- Published Online:
- May 2009
- ISBN:
- 9780199230761
- eISBN:
- 9780191710988
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199230761.003.0007
- Subject:
- Mathematics, Logic / Computer Science / Mathematical Philosophy

Martingales form the mathematical counterpart of betting strategies. This chapter studies computable randomness, where the tests are computable martingales, and separates it from both Martin–Löf ... More

## Optimal Fiscal Policy in a Linear Stochastic Economy

*Thomas J. Sargent and François R. Velde*

### in Computational Methods for the Study of Dynamic Economies

- Published in print:
- 2001
- Published Online:
- November 2003
- ISBN:
- 9780199248278
- eISBN:
- 9780191596605
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199248273.003.0009
- Subject:
- Economics and Finance, Macro- and Monetary Economics

The Lucas and Stokey (1983) economy without capital is used to exhibit features of the Lucas and Stokey model of optimal taxation, and show how they compare with Barro's (1979) tax‐smoothing model. ... More

## The Mathematics of the Martingale Approach

*Tomas Björk*

### in Arbitrage Theory in Continuous Time

- Published in print:
- 2004
- Published Online:
- October 2005
- ISBN:
- 9780199271269
- eISBN:
- 9780191602849
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199271267.003.0011
- Subject:
- Economics and Finance, Financial Economics

This chapter presents the two main workhorses of the martingale approach to arbitrage theory: the Martingale Representation Theorem and the Girsanov Theorem. The Martingale Representation Theorem ... More

## The Structure of Radical Probabilism

*Brian Skyrms*

### in From Zeno to Arbitrage: Essays on Quantity, Coherence, and Induction

- Published in print:
- 2012
- Published Online:
- January 2013
- ISBN:
- 9780199652808
- eISBN:
- 9780191745829
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199652808.003.0011
- Subject:
- Philosophy, Philosophy of Science, Metaphysics/Epistemology

Does radical probabilism have enough structure to say anything interesting? Structure is provided by coherent belief change. Coherence imposes the Martingale property, which gives convergence ... More

## Introduction

*Stéphane Boucheron, Gábor Lugosi, and Pascal Massart*

### in Concentration Inequalities: A Nonasymptotic Theory of Independence

- Published in print:
- 2013
- Published Online:
- May 2013
- ISBN:
- 9780199535255
- eISBN:
- 9780191747106
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199535255.003.0001
- Subject:
- Mathematics, Probability / Statistics, Applied Mathematics

In this introductory chapter we briefly review the history of the subject and outline the contents, as an appetizer for the rest of the book.

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