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This paper proposes an alternative language for expressing results of the algorithmic theory of randomness. The language is more precise in that it does not involve unspecified additive or multiplicative constants, making mathematical…

Statistics Theory · Mathematics 2020-06-09 Vladimir Vovk

In this paper we develop the elements of the theory of algorithmic randomness in continuous-time Markov chains (CTMCs). Our main contribution is a rigorous, useful notion of what it means for an individual trajectory of a CTMC to be random.…

Information Theory · Computer Science 2025-10-21 Xiang Huang , Jack H. Lutz , Neil Lutz , Andrei N. Migunov

The paper considers quantitative versions of different randomness notions: algorithmic test measures the amount of non-randomness (and is infinite for non-random sequences). We start with computable measures on Cantor space (and Martin-Lof…

Logic · Mathematics 2011-05-27 Laurent Bienvenu , Peter Gacs , Mathieu Hoyrup , Cristobal Rojas , Alexander Shen

The first part of this paper is another English translation of a 1986 note. It gives a natural definition of a finite Bernoulli sequence (i.e., a typical realization of a finite sequence of binary IID trials) and compares it with the…

Statistics Theory · Mathematics 2016-12-30 Vladimir Vovk

Betting strategies are often expressed formally as martingales. A martingale is called integer-valued if each bet must be an integer value. Integer-valued strategies correspond to the fact that in most betting situations, there is a minimum…

Computer Science and Game Theory · Computer Science 2015-05-21 George Barmpalias , Rod G. Downey , Michael McInerney

We extend the notion of randomness (in the version introduced by Schnorr) to computable Probability Spaces and compare it to a dynamical notion of randomness: typicality. Roughly, a point is typical for some dynamic, if it follows the…

Probability · Mathematics 2009-02-12 Peter Gacs , Mathieu Hoyrup , Cristobal Rojas

Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…

Information Theory · Computer Science 2007-08-20 Marcus Hutter , Andrej Muchnik

We characterize Martin-L\"of randomness and Schnorr randomness in terms of the merging of opinions, along the lines of the Blackwell-Dubins Theorem. After setting up a general framework for defining notions of merging randomness, we focus…

Logic · Mathematics 2026-03-10 Simon M. Huttegger , Sean Walsh , Francesca Zaffora Blando

Kobayashi introduced a uniform notion of compressibility of infinite binary sequences in terms of relative Turing computations with sub-identity use of the oracle. Kobayashi compressibility has remained a relatively obscure notion, with the…

Computational Complexity · Computer Science 2017-02-28 George Barmpalias , Rodney G. Downey

Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…

Logic · Mathematics 2021-12-09 Laurent Bienvenu , Valentino Delle Rose , Tomasz Steifer

The randomness rate of an infinite binary sequence is characterized by the sequence of ratios between the Kolmogorov complexity and the length of the initial segments of the sequence. It is known that there is no uniform effective procedure…

Information Theory · Computer Science 2007-12-11 Marius Zimand

R. Duncan Luce once mentioned in a conversation that he did not consider Kolmogorov's probability theory well-constructed because it treats stochastic independence as a "numerical accident," while it should be treated as a fundamental…

Probability · Mathematics 2016-02-12 Ehtibar Dzhafarov

Solomonoff sequence prediction is a scheme to predict digits of binary strings without knowing the underlying probability distribution. We call a prediction scheme informed when it knows the true probability distribution of the sequence.…

Artificial Intelligence · Computer Science 2007-05-23 Marcus Hutter

We study randomness beyond $\Pi^1_1$-randomness and its Martin-L\"of type variant, introduced in \cite{MR2340241} and further studied in \cite{Continuous-higher-randomness}. The class given by the infinite time Turing machines (\ITTM s),…

Logic · Mathematics 2026-05-19 Merlin Carl , Philipp Schlicht

The van Lambalgen theorem is a surprising result in algorithmic information theory concerning the symmetry of relative randomness. It establishes that for any pair of infinite sequences $A$ and $B$, $B$ is Martin-L\"of random and $A$ is…

Computational Complexity · Computer Science 2019-11-07 Diptarka Chakraborty , Satyadev Nandakumar , Himanshu Shukla

We summarize our recent findings, where we proposed a framework for learning a Kolmogorov model, for a collection of binary random variables. More specifically, we derive conditions that link outcomes of specific random variables, and…

Machine Learning · Computer Science 2018-06-07 Hadi Ghauch , Mikael Skoglund , Hossein Shokri-Ghadikolaei , Carlo Fischione , Ali H. Sayed

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…

Probability · Mathematics 2021-12-17 Kohtaro Tadaki

Within the last fifteen years, a program of establishing relationships between algorithmic randomness and almost-everywhere theorems in analysis and ergodic theory has developed. In harmonic analysis, Franklin, McNicholl, and Rute…

Logic · Mathematics 2026-01-07 Johanna N. Y. Franklin , Lucas E. Rodriguez , Diego A. Rojas

Solomonoff unified Occam's razor and Epicurus' principle of multiple explanations to one elegant, formal, universal theory of inductive inference, which initiated the field of algorithmic information theory. His central result is that the…

Machine Learning · Computer Science 2011-11-09 Marcus Hutter

We introduce algorithmic information theory, also known as the theory of Kolmogorov complexity. We explain the main concepts of this quantitative approach to defining `information'. We discuss the extent to which Kolmogorov's and Shannon's…

Information Theory · Computer Science 2008-09-17 Peter D. Grunwald , Paul M. B. Vitanyi