Prequential Randomness

  • Authors:
  • Vladimir Vovk;Alexander Shen

  • Affiliations:
  • Department of Computer Science, Royal Holloway, University of London, Egham, England TW20 0EX;Laboratoire d'Informatique Fondamentale, Centre de Mathématiques et Informatique, Marseille Cedex 13, France F-13453

  • Venue:
  • ALT '08 Proceedings of the 19th international conference on Algorithmic Learning Theory
  • Year:
  • 2008

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Abstract

This paper studies Dawid's prequential framework from the point of view of the algorithmic theory of randomness. The main result is that two natural notions of randomness coincide. One notion is the prequential version of the measure-theoretic definition due to Martin-Löf, and the other is the prequential version of the game-theoretic definition due to Schnorr and Levin. This is another manifestation of the close relation between the two main paradigms of randomness.