Related papers: How powerful are integer-valued martingales?
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…
The classic model of computable randomness considers martingales that take real or rational values. Recent work by Bienvenu et al. (2012) and Teutsch (2014) shows that fundamental features of the classic model change when the martingales…
A real is called integer-valued random if no integer-valued martingale can win arbitrarily much capital betting against it. A real is low for integer-valued randomness if no integer-valued martingale recursive in A can succeed on an…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
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…
We introduce a notion of computable randomness for infinite sequences that generalises the classical version in two important ways. First, our definition of computable randomness is associated with imprecise probability models, in the sense…
In the theory of algorithmic randomness, several notions of random sequence are defined via a game-theoretic approach, and the notions that received most attention are perhaps Martin-Loef randomness and computable randomness. The latter…
We define a notion of randomness for individual and collections of formal languages based on automatic martingales acting on sequences of words from some underlying domain. An automatic martingale bets if the incoming word belongs to the…
Randomness in the sense of Martin-L\"of can be defined in terms of lower semicomputable supermartingales. We show that such a supermartingale cannot be replaced by a pair of supermartingales that bet only on the even bits (the first one)…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…
The field of algorithmic randomness studies what it means for infinite binary sequences to be random for some given uncertainty model. Classically, martingale-theoretic notions of such randomness involve precise uncertainty models, and it…
A decision maker observes the evolving state of the world while constantly trying to predict the next state given the history of past states. The ability to benefit from such predictions depends not only on the ability to recognize patters…
Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…
We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…
An infinite bit sequence is called recursively random if no computable strategy betting along the sequence has unbounded capital. It is well-known that the property of recursive randomness is closed under computable permutations. We…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
In a prequential approach to algorithmic randomness, probabilities for the next outcome can be forecast `on the fly' without the need for fully specifying a probability measure on all possible sequences of outcomes, as is the case in the…
A fruitful way of obtaining meaningful, possibly concrete, algorithmically random numbers is to consider a potential behaviour of a Turing machine and its probability with respect to a measure (or semi-measure) on the input space of binary…
We extend in a natural way the operation of Turing machines to infinite ordinal time, and investigate the resulting supertask theory of computability and decidability on the reals. The resulting computability theory leads to a notion of…
For a fixed alphabet A, an infinite sequence X is said to be normal if every word w over A appears in X with the same frequency as any other word of the same length. A classical result relates normality to finite automata as follows: a…