Prequential randomness and probability

DOI10.1016/J.TCS.2010.04.002zbMATH Open1192.68385OpenAlexW1983982412WikidataQ57349632 ScholiaQ57349632MaRDI QIDQ982633FDOQ982633

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

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zbMATH Keywords

algorithmic randomnessfarthingaleprequential statistics

Mathematics Subject Classification ID

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

Cites Work

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Cited In (10)

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

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