From Betting to Empirical Bernstein LIL

May 21, 2026

Abstract

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.

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Authors

Francesco Orabona

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PPLFrancesco Orabona

arXiv:2605.22124