Non-algorithmic theory of randomness

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion of probability is not established yet. In this paper, based on the toolkit of algorithmic randomness we present an operational characterization of the notion of probability, called an ensemble. Algorithmic randomness, also known as algorith...

The first part of this paper is another English translation of a 1986 note. It gives a natural definition of a finite Bernoulli sequence (i.e., a typical realization of a finite sequence of binary IID trials) and compares it with the Kolmogorov--Martin-Lof definition, which is interpreted as defining exchangeable sequences. The appendix gives the historical background and proofs.

The goal of this introductory survey is to present the major developments of algorithmic randomness with an eye toward its historical development. While two highly comprehensive books and one thorough survey article have been written on the subject, our goal is to provide an introduction to algorithmic randomness that will be both useful for newcomers who want to develop a sense of the field quickly and interesting for researchers already in the field who would like to see th...

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion of probability is not established yet. In this paper, based on the toolkit of algorithmic randomness we present an operational characterization of the notion of probability, called an ensemble, for general discrete probability spaces whose ...

There are many randomness notions. On the classical account, many of them are about whether a given infinite binary sequence is random for some given probability. If so, this probability turns out to be the same for all these notions, so comparing them amounts to finding out for which of them a given sequence is random. This changes completely when we consider randomness with respect to probability intervals, because here, a sequence is always random for at least one interval...

In this paper, we study Bernoulli random sequences, i.e., sequences that are Martin-L\"of random with respect to a Bernoulli measure $\mu_p$ for some $p\in[0,1]$, where we allow for the possibility that $p$ is noncomputable. We focus in particular on the case in which the underlying Bernoulli parameter $p$ is proper (that is, Martin-L\"of random with respect to some computable measure). We show for every Bernoulli parameter $p$, if there is a sequence that is both proper and ...

In algorithmic randomness, when one wants to define a randomness notion with respect to some non-computable measure $\lambda $, a choice needs to be made. One approach is to allow randomness tests to access the measure $\lambda $ as an oracle (which we call the "classical approach"). The other approach is the opposite one, where the randomness tests are completely effective and do not have access to the information contained in $\lambda $ (we call this approach "Hippocratic")...

Suppose that we are given an infinite binary sequence which is random for a Bernoulli measure of parameter $p$. By the law of large numbers, the frequency of zeros in the sequence tends to~$p$, and thus we can get better and better approximations of $p$ as we read the sequence. We study in this paper a similar question, but from the viewpoint of inductive inference. We suppose now that $p$ is a computable real, but one asks for more: as we are reading more and more bits of ou...

Transcript of G.J. Chaitin's 2 March 2000 Carnegie Mellon University School of Computer Science Distinguished Lecture. The notion of randomness is taken from physics and applied to pure mathematics in order to shed light on the incompleteness phenomenon discovered by K. Godel.

The use of algorithmic information theory (Kolmogorov complexity theory) to explain the relation between mathematical probability theory and `real world' is discussed.