7Abstract Testing Protocols

In this chapter, we study supermartingales and global upper expected values in abstract testing protocols. We begin with the following protocol.

images

Protocol 7.1 specializes Protocol 6.12, in which images is the only parameter and Forecaster can choose a different upper expectation on each round. The specialization fixes a single upper expectation images and eliminates Forecaster by constraining him to use images on every round. We have changed Reality's name to World. At first glance, Protocol 7.1 seems too special to serve as the setting for a widely applicable theory. But most of the results we obtain for it will extend directly to other testing protocols.

We study Protocol 7.1 in Sections 7.17.4. Section 7.1 reviews terminology and notation. Section 7.2 proves Doob's convergence theorem. Section 7.3 defines the upper expected value images of a global variable images in a situation and studies ...

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