Related papers: Ornstein Isomorphism and Algorithmic Randomness

In this paper we develop the theory of {\it polymorphisms} of measure spaces, which is a generalization of the theory of measure-preserving transformations; we describe the main notions and discuss relations to the theory of Markov…

A remarkable achievement in algorithmic randomness and algorithmic information theory was the discovery of the notions of K-trivial, K-low and Martin-Lof-random-low sets: three different definitions turns out to be equivalent for very…

In this paper we continue to study so called ``inverse Born's rule problem'': to construct representation of probabilistic data of any origin by a complex probability amplitude which matches Born's rule. The corresponding algorithm --…

Observational entropy -- a quantity that unifies Boltzmann's entropy, Gibbs' entropy, von Neumann's macroscopic entropy, and the diagonal entropy -- has recently been argued to play a key role in a modern formulation of statistical…

Nies and Scholz defined quantum Martin-L\"of randomness (q-MLR) for states (infinite qubitstrings). We define a notion of quantum Solovay randomness and show it to be equivalent to q-MLR using purely linear algebraic methods. Quantum…

We investigate random complex dynamics of rational or polynomial maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, generically, the chaos of the averaged system disappears at any point in the Riemann…

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

The following game is played on a weighted graph: Alice selects a matching $M$ and Bob selects a number $k$. Alice's payoff is the ratio of the weight of the $k$ heaviest edges of $M$ to the maximum weight of a matching of size at most $k$.…

A function $J$ defined on a family $C$ of stationary processes is finitely observable if there is a sequence of functions $s_n$ such that $s_n(x_1 ... x_n)\to J(X)$ in probability for every process $X=(x_n)\in C$. Recently, Ornstein and…

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

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.…

We introduce a variant of the Barndorff-Nielsen and Shephard stochastic volatility model where the non Gaussian Ornstein-Uhlenbeck process describes some measure of trading intensity like trading volume or number of trades instead of…

We prove that every probabilistic cellular automaton with strictly positive transition probabilities that admits a stationary Bernoulli measure is exponentially ergodic. Moreover, the mixing time of any finite region in such a system is…

The paper characterizes the Shannon (1948) and Tsallis (1988) entropies in a standard framework of decision theory, mixture sets. Procedural mixture sets are introduced as a variant of mixture sets in which it is not necessarily true that a…

Mixture models have received considerable attention recently and Newton [Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for estimating a mixing distribution. We prove almost sure consistency of this recursive…

Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial…

In the simple case of a Bernoulli shift on two symbols, zero and one, by permuting the symbols, it is obvious that any two equal entropy shifts are isomorphic. We show that the isomorphism can be realized by a factor that maps a binary…

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…