Prequential randomness and probability

DOI10.1016/j.tcs.2010.04.002zbMath1192.68385OpenAlexW1983982412WikidataQ57349632 ScholiaQ57349632MaRDI QIDQ982633

Alexander 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)

Related Items (7)

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

Cites Work

• Effectively closed sets of measures and randomness
• Calibration-based empirical probability
• Prequential probability: principles and properties
• Zufälligkeit und Wahrscheinlichkeit. Eine algorithmische Begründung der Wahrscheinlichkeitstheorie. (Randomness and probability. An algorithmic foundation of probability theory)
• Ensembles analytiques, capacites, mesures de Hausdorff
• Uniform test of algorithmic randomness over a general space
• Theory of capacities
• Probability and Finance
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• On-Line Probability, Complexity and Randomness
• Prequential Randomness
• Continuous-time trading and the emergence of randomness
• Algorithms and Randomness
• Causal diagrams for empirical research
• Exact Expressions for Some Randomness Tests
• Elements of Information Theory
• The definition of random sequences
• Robust Statistics
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Prequential randomness and probability