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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…

Probability · Mathematics 2022-10-10 Floris Persiau , Jasper De Bock , Gert de Cooman

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

This is a survey of constructive and computable measure theory with an emphasis on the close connections with algorithmic randomness. We give a brief history of constructive measure theory from Brouwer to the present, emphasizing how…

Logic · Mathematics 2019-03-19 Jason Rute

The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures. This paper includes eight sections. Section 1 is a longer introduction, which gives a…

Risk Management · Quantitative Finance 2011-03-18 Tiexin Guo

Let L_1 be the predual of a von Neumann algebra with a finite faithful normal trace. We show that a bounded sequence in L_1 converges to 0 in measure if and only if each of its subsequences admits another subsequence which converges to 0 in…

Functional Analysis · Mathematics 2007-05-23 Hermann Pfitzner

Nearly linear recurrences are a generalisation of linear recurrences and are instances of linear time-invariant systems in control theory and linear constraint loops in program analysis. In this paper we formulate the Positivity Problem for…

Dynamical Systems · Mathematics 2026-03-04 Amaury Pouly , Mahsa Shirmohammadi , James Worrell

A repetition free Longest Common Subsequence (LCS) of two sequences x and y is an LCS of x and y where each symbol may appear at most once. Let R denote the length of a repetition free LCS of two sequences of n symbols each one chosen…

Combinatorics · Mathematics 2013-05-22 Marcos Kiwi , Cristina G. Fernandes

We analyze general enough models of repeated indirect measurements in which a quantum system interacts repeatedly with randomly chosen probes on which Von Neumann direct measurements are performed. We prove, under suitable hypotheses, that…

Mathematical Physics · Physics 2015-06-05 Michel Bauer , Tristan Benoist , Denis Bernard

The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…

Numerical Analysis · Mathematics 2015-06-22 Percy Deift , Govind Menon , Sheehan Olver , Thomas Trogdon

We study pairs of reals that are mutually Martin-L\"{o}f random with respect to a common, not necessarily computable probability measure. We show that a generalized version of van Lambalgen's Theorem holds for non-computable probability…

Logic · Mathematics 2016-02-10 Adam R. Day , Jan Reimann

Several easy to understand and computationally tractable imprecise probability models, like the Pari-Mutuel model, are derived from a given probability measure P_0. In this paper we investigate a family of such models, called Nearly-Linear…

Probability · Mathematics 2019-08-30 Chiara Corsato , Renato Pelessoni , Paolo Vicig

We derive a consistency result, in the $L_1$-sense, for incomplete U-statistics in the non-standard case where the kernel at hand has infinite second-order moments. Assuming that the kernel has finite moments of order $p(\geq 1)$, we obtain…

Statistics Theory · Mathematics 2021-12-30 Alexander Dürre , Davy Paindaveine

We propose a valid and consistent test for the hypothesis that two latent distance random graphs on the same vertex set have the same generating latent positions, up to some unidentifiable similarity transformations. Our test statistic is…

Methodology · Statistics 2020-08-04 Yiran Wang , Minh Tang , Soumendra Nath Lahiri

We show that a sequence has effective Hausdorff dimension 1 if and only if it is coarsely similar to a Martin-L\"{o}f random sequence. More generally, a sequence has effective dimension $s$ if and only if it is coarsely similar to a weakly…

Logic · Mathematics 2017-09-18 Noam Greenberg , Joe Miller , Alexander Shen , Linda Brown Westrick

We propose a protocol to test whether the postulate of a measurement acting as an instantaneous projection onto an eigenstate of the measurement apparatus is compatible with physical reality. This approach is solely based on repeated…

Quantum Physics · Physics 2025-06-26 Leonard Werner Pingen , Mattia Moroder , Sebastian Paeckel

This paper focuses on the numerical approximation of random lattice reversible Selkov systems. It establishes the existence of numerical invariant measures for random models with nonlinear noise, using the backward Euler-Maruyama (BEM)…

Numerical Analysis · Mathematics 2025-10-29 Fang Su , Xue Wang , Xia Pa

In multiple classification, one aims to determine whether a testing sequence is generated from the same distribution as one of the M training sequences or not. Unlike most of existing studies that focus on discrete-valued sequences with…

Machine Learning · Statistics 2024-10-30 Lina Zhu , Lin Zhou

In a series of papers Tsirelson constructed from measure types of random sets and generalised random processes a new range of examples for continuous tensor product systems of Hilbert spaces introduced by Arveson for classifying…

Probability · Mathematics 2007-05-23 Volkmar Liebscher

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

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik