Size consistency and size extensivity

Intuitively, an algorithmically random sequence (or random sequence) is an infinite sequence of binary digits that appears random to any algorithm. The definition can not be applied equally well to sequences on any finite set of characters, but naively applied in practice. Random sequences are key objects of study in algorithmic information theory.

As different types of algorithms are sometimes considered, ranging from algorithms with specific bounds on their running time to algorithms which may ask questions of an oracle, there are different notions of randomness. The most common of these is known as Martin-Löf randomness (or 1-randomness), but stronger and weaker forms of randomness also exist. The term "random" used to refer to a sequence without clarification is usually taken to mean "Martin-Löf random" (defined below).

Because infinite sequences of binary digits can be identified with real numbers in the unit interval, random binary sequences are often called random real numbers. Additionally, infinite binary sequences correspond to characteristic functions of sets of natural numbers; therefore those sequences might be seen as sets of natural numbers.

The class of all Martin-Löf random (binary) sequences is denoted by RAND or MLR.

History

The first suitable definition of a random sequence was given by Per Martin-Löf in 1966. Earlier researchers such as Richard von Mises had attempted to formalize the notion of a test for randomness in order to define a random sequence as one that passed all tests for randomness; however, the precise notion of a randomness test was left vague. Martin-Löf's key insight was to use the theory of computation to formally define the notion of a test for randomness. This contrasts with the idea of randomness in probability; in that theory, no particular element of a sample space can be said to be random.

Martin-Löf randomness has since been shown to admit many equivalent characterizations — in terms of compression, randomness tests, and gambling — that bear little outward resemblance to the original definition, but each of which satisfy our intuitive notion of properties that random sequences ought to have: random sequences should be incompressible, they should pass statistical tests for randomness, and it should be difficult to make money betting on them. The existence of these multiple definitions of Martin-Löf randomness, and the stability of these definitions under different models of computation, give evidence that Martin-Löf randomness is a fundamental property of mathematics and not an accident of Martin-Löf's particular model. The thesis that the definition of Martin-Löf randomness "correctly" captures the intuitive notion of randomness has been called the Martin-Löf–Chaitin Thesis; it is somewhat similar to the Church–Turing thesis.

Three equivalent definitions

Martin-Löf's original definition of a random sequence was in terms of constructive null covers; he defined a sequence to be random if it is not contained in any such cover. Leonid Levin and Claus-Peter Schnorr proved a characterization in terms of Kolmogorov complexity: a sequence is random if there is a uniform bound on the compressibility of its initial segments. Schnorr gave a third equivalent definition in terms of martingales (a type of betting strategy). Li and Vitanyi's book An Introduction to Kolmogorov Complexity and Its Applications is the standard introduction to these ideas.

• Kolmogorov complexity (Schnorr 1973, Levin 1973): Kolmogorov complexity can be thought of as a lower bound on the algorithmic compressibility of a finite sequence (of characters or binary digits). It assigns to each such sequence w a natural number K(w) that, intuitively, measures the minimum length of a computer program (written in some fixed programming language) that takes no input and will output w when run. Given a natural number c and a sequence w, we say that w is c-incompressible if $K(w)\ge \left|w\right|-c$.

An infinite sequence S is Martin-Löf random if and only if there is a constant c such that all of S's finite prefixes are c-incompressible.

• Constructive null covers (Martin-Löf 1966): This is Martin-Löf's original definition. For a finite binary string w we let C_w denote the cylinder generated by w. This is the set of all infinite sequences beginning with w, which is a basic open set in Cantor space. The product measure μ(C_w) of the cylinder generated by w is defined to be 2^-|w|. Every open subset of Cantor space is the union of a countable sequence of disjoint basic open sets, and the measure of an open set is the sum of the measures of any such sequence. An effective open set is an open set that is the union of the sequence of basic open sets determined by a recursively enumerable sequence of binary strings. A constructive null cover or effective measure 0 set is a recursively enumerable sequence $U_i$ of effective open sets such that $U_{i+1}\subseteq U_i$ and $\mu (U_i)\le 2^{-i}$ for each natural number i. Every effective null cover determines a $G_{\delta }$ set of measure 0, namely the intersection of the sets $U_i$.

A sequence is defined to be Martin-Löf random if it is not contained in any $G_{\delta }$ set determined by a constructive null cover.

• Constructive martingales (Schnorr 1971): A martingale is a function $d:\{0,1{\}}^{*}\to [0,\mathrm{\infty })$ such that, for all finite strings w, $d(w)=(d(w^{⌢}0)+d(w^{⌢}1))/2$, where $a^{⌢}b$ is the concatenation of the strings a and b. This is called the "fairness condition"; a martingale is viewed as a betting strategy, and the above condition requires that the better plays against fair odds. A martingale d is said to succeed on a sequence S if ${\mathrm{lim\; sup}}_{n\to \mathrm{\infty }}d(S\upharpoonright n)=\mathrm{\infty },$ where $S\upharpoonright n$ is the first n bits of S. A martingale d is constructive (also known as weakly computable, lower semi-computable, subcomputable) if there exists a computable function $\hat{d}:\{0,1{\}}^{*}\times \mathbb{\mathbb{N}}\to \mathbb{\mathbb{Q}}$ such that, for all finite binary strings w

1. $\hat{d}(w,t)\le \hat{d}(w,t+1)<d(w),$ for all positive integers t,
2. $\underset{t\to \mathrm{\infty }}{\lim }\hat{d}(w,t)=d(w).$

A sequence is Martin-Löf random if and only if no constructive martingale succeeds on it.

(Note that the definition of martingale used here differs slightly from the one used in probability theory. That definition of martingale has a similar fairness condition, which also states that the expected value after some observation is the same as the value before the observation, given the prior history of observations. The difference is that in probability theory, the prior history of observations just refers to the capital history, whereas here the history refers to the exact sequence of 0s and 1s in the string.)

Interpretations of the definitions

The Kolmogorov complexity characterization conveys the intuition that a random sequence is incompressible: no prefix can be produced by a program much shorter than the prefix.

The null cover characterization conveys the intuition that a random real number should not have any property that is “uncommon”. Each measure 0 set can be thought of as an uncommon property. It is not possible for a sequence to lie in no measure 0 sets, because each one-point set has measure 0. Martin-Löf's idea was to limit the definition to measure 0 sets that are effectively describable; the definition of an effective null cover determines a countable collection of effectively describable measure 0 sets and defines a sequence to be random if it does not lie in any of these particular measure 0 sets. Since the union of a countable collection of measure 0 sets has measure 0, this definition immediately leads to the theorem that there is a measure 1 set of random sequences. Note that if we identify the Cantor space of binary sequences with the interval [0,1] of real numbers, the measure on Cantor space agrees with Lebesgue measure.

The martingale characterization conveys the intuition that no effective procedure should be able to make money betting against a random sequence. A martingale d is a betting strategy. d reads a finite string w and bets money on the next bit. It bets some fraction of its money that the next bit will be 0, and then remainder of its money that the next bit will be 1. d doubles the money it placed on the bit that actually occurred, and it loses the rest. d(w) is the amount of money it has after seeing the string w. Since the bet placed after seeing the string w can be calculated from the values d(w), d(w0), and d(w1), calculating the amount of money it has is equivalent to calculating the bet. The martingale characterization says that no betting strategy implementable by any computer (even in the weak sense of constructive strategies, which are not necessarily computable) can make money betting on a random sequence.

Properties and examples of Martin-Löf random sequences

• Chaitin's halting probability Ω is an example of a random sequence.

• RAND^c (the complement of RAND) is a measure 0 subset of the set of all infinite sequences. This is implied by the fact that each constructive null cover covers a measure 0 set, there are only countably many constructive null covers, and a countable union of measure 0 sets has measure 0. This implies that RAND is a measure 1 subset of the set of all infinite sequences.

• Every random sequence is normal.

• There is a constructive null cover of RAND^c. This means that all effective tests for randomness (that is, constructive null covers) are, in a sense, subsumed by this universal test for randomness, since any sequence that passes this single test for randomness will pass all tests for randomness. (Martin-Löf 1966)

• There is a universal constructive martingale d. This martingale is universal in the sense that, given any constructive martingale d, if d succeeds on a sequence, then d succeeds on that sequence as well. Thus, d succeeds on every sequence in RAND^c (but, since d is constructive, it succeeds on no sequence in RAND). (Schnorr 1971)

• The class RAND is a ${\mathrm{\Sigma }}_2^0$ subset of Cantor space, where ${\mathrm{\Sigma }}_2^0$ refers to the second level of the arithmetical hierarchy. This is because a sequence S is in RAND if and only if there is some open set in the universal effective null cover that does not contain S; this property can be seen to be definable by a ${\mathrm{\Sigma }}_2^0$ formula.

• There is a random sequence which is ${\mathrm{\Delta }}_2^0$, that is, computable relative to an oracle for the Halting problem. (Schnorr 1971) Chaitin's Ω is an example of such a sequence.

• No random sequence is decidable, computably enumerable, or co-computably-enumerable. Since these correspond to the ${\mathrm{\Delta }}_1^0$, ${\mathrm{\Sigma }}_1^0$, and ${\mathrm{\Pi }}_1^0$ levels of the arithmetical hierarchy, this means that ${\mathrm{\Delta }}_2^0$ is the lowest level in the arithmetical hierarchy where random sequences can be found.

• Every sequence is Turing reducible to some random sequence. (Kučera 1985/1989, Gács 1986). Thus there are random sequences of arbitrarily high Turing degree.

Relative randomness

As each of the equivalent definitions of a Martin-Löf random sequence is based on what is computable by some Turing machine, one can naturally ask what is computable by a Turing oracle machine. For a fixed oracle A, a sequence B which is not only random but in fact, satisfies the equivalent definitions for computability relative to A (e.g., no martingale which is constructive relative to the oracle A succeeds on B) is said to be random relative to A. Two sequences, while themselves random, may contain very similar information, and therefore neither will be random relative to the other. Any time there is a Turing reduction from one sequence to another, the second sequence cannot be random relative to the first, just as computable sequences are themselves nonrandom; in particular, this means that Chaitin's Ω is not random relative to the halting problem.

An important result relating to relative randomness is van Lambalgen's theorem, which states that if C is the sequence composed from A and B by interleaving the first bit of A, the first bit of B, the second bit of A, the second bit of B, and so on, then C is algorithmically random if and only if A is algorithmically random, and B is algorithmically random relative to A. A closely related consequence is that if A and B are both random themselves, then A is random relative to B if and only if B is random relative to A.

Stronger than Martin-Löf randomness

Relative randomness gives us the first notion which is stronger than Martin-Löf randomness, which is randomness relative to some fixed oracle A. For any oracle, this is at least as strong, and for most oracles, it is strictly stronger, since there will be Martin-Löf random sequences which are not random relative to the oracle A. Important oracles often considered are the halting problem, ${\mathrm{\varnothing }}^{\prime }$, and the nth jump oracle, ${\mathrm{\varnothing }}^{(n)}$, as these oracles are able to answer specific questions which naturally arise. A sequence which is random relative to the oracle ${\mathrm{\varnothing }}^{(n-1)}$ is called n-random; a sequence is 1-random, therefore, if and only if it is Martin-Löf random. A sequence which is n-random for every n is called arithmetically random. The n-random sequences sometimes arise when considering more complicated properties. For example, there are only countably many ${\mathrm{\Delta }}_2^0$ sets, so one might think that these should be non-random. However, the halting probability Ω is ${\mathrm{\Delta }}_2^0$ and 1-random; it is only after 2-randomness is reached that it is impossible for a random set to be ${\mathrm{\Delta }}_2^0$.

Weaker than Martin-Löf randomness

Additionally, there are several notions of randomness which are weaker than Martin-Löf randomness. Some of these are weak 1-randomness, Schnorr randomness, computable randomness, partial computable randomness. Additionally, Kolmogorov-Loveland randomness is known to be no stronger than Martin-Löf randomness, but it is not known whether it is actually weaker.

See also

• Random sequence
• Gregory Chaitin
• stochastics
• Monte Carlo method

References

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  My blog: http://www.primaboinca.com/view_profile.php?userid=5889534

• One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting
  
  In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang
  
  Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules
  
  Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.
  
  A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running
  
  The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more
  
  There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang

• One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting
  
  In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang
  
  Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules
  
  Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.
  
  A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running
  
  The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more
  
  There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang

• 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
  
  My blog: http://www.primaboinca.com/view_profile.php?userid=5889534