Related papers: How powerful are integer-valued martingales?
We investigate which infinite binary sequences (reals) are effectively random with respect to some continuous (i.e., non-atomic) probability measure. We prove that for every n, all but countably many reals are n-random for such a measure,…
Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…
An infinite binary sequence is deemed to be random if it has all definable properties that hold almost surely for the usual probability measure on the set of infinite binary sequences. There are only countably many such properties, so it…
We study systematically groups whose marked finite quotients form a recursive set. We give several definitions, and prove basic properties of this class of groups, and in particular emphasize the link between the growth of the depth…
We consider the estimation of binary election outcomes as martingales and propose an arbitrage pricing when one continuously updates estimates. We argue that the estimator needs to be priced as a binary option as the arbitrage valuation…
The aim of this of this paper is to study infinite games and to prove formally some properties in this framework. As a consequence we show that the behavior (the madness) of people which leads to speculative crashes or escalation can be…
In a Monte-Carlo test, the observed dataset is fixed, and several resampled or permuted versions of the dataset are generated in order to test a null hypothesis that the original dataset is exchangeable with the resampled/permuted ones.…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
Graph games of infinite length are a natural model for open reactive processes: one player represents the controller, trying to ensure a given specification, and the other represents a hostile environment. The evolution of the system…
The dominant theories of rational choice assume logical omniscience. That is, they assume that when facing a decision problem, an agent can perform all relevant computations and determine the truth value of all relevant logical/mathematical…
The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submartingales. We also extend the stochastic…
In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…
Real-life agents seldom have unlimited reasoning power. In this paper, we propose and study a new formal notion of computationally bounded strategic ability in multi-agent systems. The notion characterizes the ability of a set of agents to…
A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…
We consider some random series parametrised by complex binary strings. The simplest case is that of Rademacher series, independent of a time parameter. This is then extended to the case of Fourier series on the circle with Rademacher…
Causality serves as an abstract notion of time for concurrent systems. A computation is causal, or simply valid, if each observation of a computation event is preceded by the observation of its causes. The present work establishes that this…
Given a dynamic ordinal game, we deem a strategy sequentially rational if there exist a Bernoulli utility function and a conditional probability system with respect to which the strategy is a maximizer. We establish a complete class theorem…
In this note, we study a class of random subsets of positive integers induced by Bernoulli random variables. We obtain sufficient conditions such that the random set is almost surely lacunary, does not have bounded gaps and contains…
We characterize countable dimensionality and strong countable dimensionality by means of an infinite game.
Given a sequence $(M^n)^{\infty}_{n=1}$ of nonnegative martingales starting at $M^n_0=1$, we find a sequence of convex combinations $(\widetilde{M}^n)^{\infty}_{n=1}$ and a limiting process $X$ such that…