Related papers: Algorithmic randomness and splitting of supermarti…
New exceptional (i.e. non-repeating) prime number multiplets are given and formulated in terms of arithmetic progressions, along with laws governing them. Accompanying repeating prime number multiplets are pointed out. Prime number…
We consider a randomised version of Kleene's realisability interpretation of intuitionistic arithmetic in which computability is replaced with randomised computability with positive probability. In particular, we show that (i) the set of…
We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.
We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…
We investigate the implications of free probability for random matrices. From rules for calculating all possible joint moments of two free random matrices, we develop a notion of partial freeness which is quantified by the breakdown of…
In contrast with software-generated randomness (called pseudo-randomness), quantum randomness is provable incomputable, i.e.\ it is not exactly reproducible by any algorithm. We provide experimental evidence of incomputability --- an…
We create a simple test for distinguishing between sets of primes and random numbers using just the sum-of-digits function. We find that the sum-of-the-digits of prime numbers does not have an equal probability of being odd or even. The…
Kolmogorov complexity and algorithmic probability are defined only up to an additive resp. multiplicative constant, since their actual values depend on the choice of the universal reference computer. In this paper, we analyze a natural…
The variation of a martingale $p_0^k=p_0,...,p_k$ of probabilities on a finite (or countable) set $X$ is denoted $V(p_0^k)$ and defined by $V(p_0^k)=E(\sum_{t=1}^k|p_t-p_{t-1}|_1)$. It is shown that $V(p_0^k)\leq \sqrt{2kH(p_0)}$, where…
A concept of randomness for infinite time register machines (ITRMs) is defined and studied. In particular, we show that for this notion of randomness, computability from mutually random reals implies computability and that an analogue of…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
The $\Omega$ numbers-the halting probabilities of universal prefix-free machines-are known to be exactly the Martin-L{\"o}f random left-c.e. reals. We show that one cannot uniformly produce, from a Martin-L{\"o}f random left-c.e. real…
A distinction is sometimes made between "statistical" and "subjective" probabilities. This is based on a distinction between "unique" events and "repeatable" events. We argue that this distinction is untenable, since all events are "unique"…
Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…
A real \alpha is called recursively enumerable ("r.e." for short) if there exists a computable, increasing sequence of rationals which converges to \alpha. It is known that the randomness of an r.e. real \alpha can be characterized in…
Effective versions of strong measure zero sets are developed for various levels of complexity and computability. It is shown that the sets can be equivalently defined using a generalization of supermartingales called odds supermartingales,…
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…
This paper introduces a martingale that characterizes two properties of evolving forecast distributions. Ideal forecasts of a future event behave as martingales, sequen- tially updating the forecast to leverage the available information as…