1. Dobbelstrategieë vir toevalsrye.
- Author
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DAVIE, G.
- Subjects
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GAMBLING , *RANDOM sets , *PROBABILITY theory , *INTUITION , *KOLMOGOROV complexity - Abstract
There is a general consensus that it is not possible to gamble successfully against a random sequence. This consensus is based on results from probability theory that all gambling systems are in some sense futile and the idea that at any stage of the sequence, the next outcome is entirely unpredictable. Our ideas of a random sequence are epitomised by the consecutive outcomes of the tosses of a fair coin, and we have strong intuitions about such a process. Defining randomness mathematically however, has been a difficult task. Fairly recently, the concept of algorithmically random has been spectacularly successful as a definition of randomness, capturing many of our most important intuitions regarding when something is random. The definition uses the following concept of Kolmogorov complexity: Definition LetU be a universal Turing machine and let x be a finite binary string. The Kolmogorov complexity of x, denoted by CU(x), is the length of the shortest program (for U) that outputs x on the empty input. Recall that a universal Turing machine is just an abstracted computer, and the reader is welcome to think of it as a mathematical model of a real computer. Informally then, an object (binary string) is complex if no short program gives the string as output and simple if some short program gives the string as output. So, for example, a string of a million zeroes is simple ("do 106 times: print 0") while the outcomes of a coin tossed a million times is (most probably) complex. The idea is thus that complex strings are their own shortest description. We will often drop the subscript U and write just C(x). We would like to define an infinite sequence as random if each initial segment of it of length n is complex, that is, has complexity almost n. To make this definition work, we need to restrict slightly the classes of program that we allow. We require them to form a prefix free set, that is, no program is allowed to be an initial segment of another. This seems somewhat artificial but in fact is equivalent to the requirement that a program indicates its own end, which all programs in common program languages do. A prefix machine P is a universal Turing machine which is defined on a prefix free set and the K-complexity of x, denoted by KP(x), is then the length of the shortest program (for P) that outputs x on the empty input. We can imagine P as fixed and will often drop the subscript to write just K(x). We then have the following: Definition (Chaitin, Levin) Fix a universal prefix Turing machine U from {0,1}* to {0,1}*. An infinite binary sequence ω is algorithmically random if there is a fixed c ∈ ࡃ such that KU(ω1:n) ≥ n-c for all n. The class of random strings this definition gives us has some very satisfying properties: most binary sequences are random (the set has Lebesgue measure 1), they are normal (that is they contain every subsequence with the expected frequency, e.g. they contain the subsequence 01 with frequency ¼). They are unpredictable in that we cannot successfully predict digits given digits so far and they also satisfy all the important laws of probability theory such as the law of large numbers and the law of the iterated logarithm. Can we gamble against such sequences? Important for us is the following definition, where x0 denotes the sequence x followed by a zero. Definition A function d from finite binary strings to the non-negative reals is a martingale if d(ω1:n) = d(ω1:n0)+d(ω1:n1)/2 A martingale succeeds on a binary sequence ω if limsupn d(ω1:n) = ∞. We can think of a martingale as giving the capital d that we have at every stage when playing a particular gambling strategy against the digits of an infinite sequence. A martingale d succeeds on ω if the amount of money the martingale wins is unlimited.… [ABSTRACT FROM AUTHOR]
- Published
- 2010