My hypothesis is that one can decrease the allergic reactions over time by continuously exposing yourself to slowly increasing doses of allergens.
Is there any scientific evidence pointing this right or wrong?
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The phenomenon called oral tolerance is quite a common way to reduce allergic reactions. Basically patients have to eat a lot of the antigen with their daily diet under the supervision of doctors, so in time allergic reactions can be alleviated. The idea behind this is that our immune system is much more tolerant to things that get in our digestive system (in most cases). Here is a good article on oral tolerance from Nature.
Citation: Pabst, O; Mowat, A M - Oral tolerance to food protein Mucosal Immunology 2012 https://doi.org/10.1038/mi.2012.4
This is exactly the point of allergy shots. The continuous exposure to an allergen causes tolerization. Maybe instead of me writing a bunch of stuff up check out this simple Wikipedia article:
Then if you have specific questions you can ask them here.
Hope that helps.