Algorithmic information theory and martingales Export

@article{citeulike:4882296, abstract = {The notion of an individual random sequence goes back to von Mises. We describe the evolution of this notion, especially the use of martingales (suggested by Ville), and the development of algorithmic information theory in 1960s and 1970s (Solomonov, Kolmogorov, Martin-Lof, Levin, Chaitin, Schnorr and others). We conclude with some remarks about the use of the algorithmic information theory in the foundations of probability theory.}, archivePrefix = {arXiv}, author = {Bienvenu, Laurent and Shen, Alexander}, citeulike-article-id = {4882296}, citeulike-linkout-0 = {http://arxiv.org/abs/0906.2614}, citeulike-linkout-1 = {http://arxiv.org/pdf/0906.2614}, day = {15}, eprint = {0906.2614}, keywords = {information, martingale, probability}, month = {Jun}, posted-at = {2009-06-17 17:43:55}, priority = {2}, title = {Algorithmic information theory and martingales}, url = {http://arxiv.org/abs/0906.2614}, year = {2009} }

TY - JOUR ID - citeulike:4882296 L3 - citeulike-article-id:4882296 N2 - The notion of an individual random sequence goes back to von Mises. We describe the evolution of this notion, especially the use of martingales (suggested by Ville), and the development of algorithmic information theory in 1960s and 1970s (Solomonov, Kolmogorov, Martin-Lof, Levin, Chaitin, Schnorr and others). We conclude with some remarks about the use of the algorithmic information theory in the foundations of probability theory. TI - Algorithmic information theory and martingales KW - information KW - martingale KW - probability AU - Bienvenu, Laurent AU - Shen, Alexander PY - 2009/Jun/15/ UR - http://arxiv.org/abs/0906.2614 ER -