Kolmogorov's contributions to information theory and algorithmic complexity
From the author's preface: This is a discussion of \(\to olmogorov's\) contributions to Shannon information theory followed by a development of his ideas on algorithmic complexity. It becomes clear in hindsight that an interest in complexity was a dominant theme in Kolmogorov's thinking. In particular, he was interested in finding determinism in random events and in defining the structure of discrete objects, whether it be the law of large numbers or a notion of intrinsic complexity. Even his work on turbulence theory can be seen in this light as an attempt to find deterministic order in chaotic processes.
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- Does snooping help?
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- Sophistication vs logical depth
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- An information theory approach to stock market liquidity
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- Upcrossing inequalities for stationary sequences and applications
- On a definition of random sequences with respect to conditional probability
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