Prequential randomness and probability

DOI10.1016/J.TCS.2010.04.002MaRDI QIDQ982633zbMATH OpenOpenAlexWikidataFDO

Authors A. Shen, Vladimir Vovk

Publication date 7 July 2010

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.tcs.2010.04.002

zbMATH Keywords

algorithmic randomnessfarthingaleprequential statistics

Mathematics Subject Classification ID

Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

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Cited in

(11)

• Lévy's zero-one law in game-theoretic probability
• Derandomization in game-theoretic probability
• Algorithmic tests and randomness with respect to a class of measures
• Convergence of random series and the rate of convergence of the strong law of large numbers in game-theoretic probability
• Merging of opinions in game-theoretic probability
• Bayesian logistic betting strategy against probability forecasting
• Randomness in post-selected events
• Imprecision in martingale- and test-theoretic prequential randomness
• On the (dis)similarities between stationary imprecise and non-stationary precise uncertainty models in algorithmic randomness
• Randomness is inherently imprecise
• Prequential Randomness

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