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References 166
Institute of Mathematical Statistics Lecture Notes - Monograph Series, 1996
We discuss von Mises' notion of a random sequence in the context of his approach to probability theory. We claim that the acceptance of Kolmogorov's rival axiomatisation was due to a different intuition about probability getting the upper hand, as illustrated by the notion of a martingale. We also discuss the connection between randomness and the axiom of choice.
Problemy Peredachi Informatsii, 39:1, 2003
In the first part of this article, we answer Kolmogorov's question (stated in 1963 in [1]) about exact conditions for the existence of random generators. Kolmogorov theory of complexity permits of a precise definition of the notion of randomness for an individual sequence. For infinite sequences, the property of randomness is a binary property, a sequence can be random or not. For finite sequences, we can solely speak about a continuous property, a measure of randomness. Is it possible to measure randomness of a sequence t by the extent to which the law of large numbers is satisfied in all subsequences of t obtained in an “admissible way”? The case of infinite sequences was studied in [2]. As a measure of randomness (or, more exactly, of nonrandomness) of a finite sequence, we consider the specific deficiency of randomness δ (Definition 5). In the second part of this paper, we prove that the function δ/ln(1/δ) characterizes the connections between randomness of a finite sequence and the extent to which the law of large numbers is satisfied.
2003
In the first part of this article, we answer Kolmogorov's question (stated in 1963 in [1]) about exact conditions for the existence of random generators. Kolmogorov theory of complexity permits of a precise definition of the notion of randomness for an individual sequence. For infinite sequences, the property of randomness is a binary property, a sequence can be random or not. For finite sequences, we can solely speak about a continuous property, a measure of randomness. Is it possible to measure randomness of a sequence t by the extent to which the law of large numbers is satisfied in all subsequences of t obtained in an "admissible way"? The case of infinite sequences was studied in [2]. As a measure of randomness (or, more exactly, of nonrandomness) of a finite sequence, we consider the specific deficiency of randomness δ (Definition 5). In the second part of this paper, we prove that the function δ/ ln(1/δ) characterizes the connections between randomness of a finite sequence and the extent to which the law of large numbers is satisfied.
We consider evidence relevant to whether a (possibly idealized) physical process is producing its output randomly. For definiteness, we'll consider a coin-flipper C which reports "H" for heads and "T" for tails. By C producing its output "randomly," we mean H and T have equal probability and trials are independent. If C produces its output randomly (in the above sense), then we'll say that C is a random device.
Problems of Information Transmission. 39:1, 2003
In the first part of this article, we answer Kolmogorov's question (stated in 1963 in [1]) about exact conditions for the existence of random generators. Kolmogorov theory of complexity permits of a precise definition of the notion of randomness for an individual sequence. For infinite sequences, the property of randomness is a binary property, a sequence can be random or not. For finite sequences, we can solely speak about a continuous property, a measure of randomness. Is it possible to measure randomness of a sequence t by the extent to which the law of large numbers is satisfied in all subsequences of t obtained in an "admissible way"? The case of infinite sequences was studied in [2]. As a measure of randomness (or, more exactly, of nonrandomness) of a finite sequence, we consider the specific deficiency of randomness δ (Definition 5). In the second part of this paper, we prove that the function δ/ ln(1/δ) characterizes the connections between randomness of a finite sequence and the extent to which the law of large numbers is satisfied.
Mathematical Metaphysics of Randomness // Theoretical Computer Science. 207:2, 1998
We consider various mathematical refinements of the notion of randomness of an infinite sequence and relations between them. On the base of the game approach a new possible refinement of the notion of randomness is introduced - unpredictability. The case of finite sequences is also considered.
Mathematical Structures in Computer Science, 2014
Under a variety of names, and in a more or less explicit form, the concept that we now call ‘probability’ must have taken shape in the mind of human beings since the dawn of thought, as a nuance added to the idea of chance (randomness) or unpredictability, though chance may not be exactly the right word. Some time later, the concepts of what we now describe as ‘statistics’ and ‘statistically stable’, moved away from the idea of ‘chance’ and came closer to something else, which was called ‘probability’ and has been fuzzily conceived as being, in some sense, abstract and ‘ideal’. Throughout history it has been felt that unpredictability can have degrees, and that it can be measured using probabilities.
Theoretical Computer Science, 1998
Russian Mathematical Surveys. 45:1, 1990
How can one define that an individual binary sequence is random? The paper presents a comparative study of different approaches to this problem. The three properties of randomness to be analysed are: stochastic, chaotic, and typic (i.e., random in the senses given by von Mises, Kolmogorov, and Martin-Löf, respectively). The randomness of a (binary) sequence is to be considered with respect to some probability distribution over the set of all the sequences, e.g., the uniform Bernoulli distribution. The concept underlying the typicness is that of effectively zero sets of sequences: a sequence is said to be typic if it is not contained in any effectively zero set of sequences. The concept underlying the chaoticness is that of monotone entropy (complexity) KM(x) of any given finite sequence x: a sequence is said to be chaotic if KM(x)=−logP(Ωx)+O(1) for any initial segment x of this sequence. (Ωx is the set of all infinite sequences initiated by x, and P(Ωx) is the measure of this set in the given probability distribution.) The Levin-Schnorr theorem shows that a sequence is typic (w.r.t. the uniform Bernoulli distribution) iff it is chaotic. A sequence x is stochastic (i.e., random in the von Mises’ sense) w.r.t the uniform Bernoulli distribution if for any infinite subsequence of x chosen by some “admissible rule of choice”, the frequency of occurrence of the symbol 1 in initial segments of this subsequence tends to 1/2 as the lengths of these segments increase infinitely. Here the notion “admissible rule of choice” is requested to be defined. Two definitions of this notion introduced by Church and by Kolmogorov-Loveland are considered, and, according to them two definitions of the notion “stochastic sequence” are obtained. Unfortunately, these two definitions are not equivalent, and every of them is weaker than that of a typic, or chaotic, sequence.
Theoretical Computer Science, 2003
In this paper, we investigate reÿned deÿnition of random sequences. Classical deÿnitions (Martin-L of tests of randomness, uncompressibility, unpredictability, or stochasticness) make use of the notion of algorithm. We present alternative deÿnitions based on set theory and explain why they depend on the model of ZFC that is considered. We also present a possible generalization of the deÿnition when small inÿnite regularities are allowed. (B. Durand), [email protected] (V. Kanovei), [email protected] (V.A. Uspensky), [email protected] (N. Vereshchagin).
Information and Control, 1966
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Theoretical Computer Science, 2010
This paper studies Dawid's prequential framework from the point of view of the algorithmic theory of randomness. Our first main result is that two natural notions of randomness coincide. One notion is the prequential version of the measure-theoretic definition due to Martin-Löf, and the other is the prequential version of the game-theoretic definition due to Schnorr and Levin. This is another manifestation of the close relation between the two main paradigms of randomness. The algorithmic theory of randomness can be stripped of its algorithmic aspect and still give meaningful results; the measure-theoretic paradigm then corresponds to Kolmogorov's measure-theoretic probability and the gametheoretic paradigm corresponds to game-theoretic probability. Our second main result is that measure-theoretic probability coincides with game-theoretic probability on all analytic (in particular, Borel) sets.
A short introducition to Von Mises approach to probability.
Lecture Notes in Computer Science, 2004
Recently there has been exciting progress in our understanding of algorithmic randomness for reals, its calibration, and its connection with classical measures of complexity such as degrees of unsolvability. In this paper, I will give a biased review of (some of) this progress. In particular, I will concentrate upon randomness for reals. In this paper "real" will mean a member of Cantor space 2 ω. This space is equipped with the topology where the basic clopen sets are [σ] = {σα : α ∈ 2 ω }. Such clopen sets have measure 2 −|σ|. This space is measure-theoretically identical with the rational interval (0, 1), without being homeomorphic spaces. An important program which began in the early 20th Century was to give a proper mathematical foundation to notion of randomness. In terms of understanding this for probability theory, the work of Kolmogorov and others provides an adequate foundation. However, another key direction is to attempt to answer this question via notion of randomness in terms of algorithmic randomness. Here we try to capture the nature of randomness in terms of algorithmic considerations. (This is implicit in the work on Kollektivs in the fundamental paper of von Mises [88].) There are three basic approaches to algorithmic randomness. They are to characterize randomness in terms of algorithmic predictability ("a random real should have bits that are hard to predict"), algorithmic compressibility ("a random real should have segments that are hard to describe with short programs"), and measure theory ("a random real should pass all reasonable algorithmic statistical tests"). A classic example of the relationship between these three is given by the emergence of what is now called Martin-Löf randomness. For a real α = .a 1 a 2 • • • ∈ 2 ω , a consequence of the law of large numbers is that if α is to be random then lim s a1+•••+as s = 1 2. Consider the null set of reals that fail such a test. Then Martin-Löf argued that a real α can only be random if it was not in such a null set. He argued that a random real should pass all such "effectively presented" statistical tests. Thus we define a Martin-Löf test as a computable collection ⋆ Research supported by the Marsden Fund of New Zealand.
Lecture Notes in Computer Science, 2008
This paper studies Dawid's prequential framework from the point of view of the algorithmic theory of randomness. The main result is that two natural notions of randomness coincide. One notion is the prequential version of the standard definition due to Martin-Löf, and the other is the prequential version of the martingale definition of randomness due to Schnorr. This is another manifestation of the close relation between the two main paradigms of randomness, typicalness and unpredictability. The algorithmic theory of randomness can be stripped of the algorithms and still give meaningful results; the typicalness paradigm then corresponds to Kolmogorov's measure-theoretic probability and the unpredictability paradigm corresponds to game-theoretic probability. It is an open problem whether the main result of this paper continues to hold in the stripped version of the theory.
We give a nontechnical account of the mathematical theory of randomness. The theory of randomness is founded on computability theory, and it is nowadays often referred to as algo-rithmic randomness. It comes in two varieties: A theory of finite objects, that emerged in the 1960s through the work of Solomonoff, Kolmogorov, Chaitin and others, and a theory of infinite objects (starting with von Mises in the early 20th century, culminating in the notions introduced by Martin-Löf and Schnorr in the 1960s and 1970s) and there are many deep and beautiful connections between the two. Research in algorithmic randomness connects computabil-ity and complexity theory with mathematical logic, proof theory, probability and measure theory, analysis, computer science, and philosophy. It also has surprising applications in a variety of fields, including biology, physics, and linguistics. Founded on the theory of computation, the study of randomness has itself profoundly influenced computability theory in recent years.
The Quarterly Journal of Austrian Economics, 2007
however influential Knight and Mises otherwise have been in shaping their respective schools, neither Knight nor Mises have been entirely successful in convincing their followers of this part of their doctrines. Similarly, while they were skeptical about the use of probability, Knight and Mises were also proponents of "a priori" economic theory, and in this regard, too, neither Knight nor Mises has been entirely successful with his students. See Knight (1940) and Mises (1966, chap. 2). 2 Richard von Mises (1883-1953) was professor of mathematics at the University of Strassburg (1909-1919). In 1921 he was appointed professor of mathematics and director THE LIMITS OF NUMERICAL PROBABILITY 5 10 Similarly, see L. Mises (1966, pp. 291-92).
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