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Random Sequence
The concept of a random sequence is essential in probability theory and statistics. The concept generally relies on the notion of a sequence of random variables and many statistical discussions begin with the words "let ''X''1,...,''Xn'' be independent random variables...". Yet as D. H. Lehmer stated in 1951: "A random sequence is a vague notion... in which each term is unpredictable to the uninitiated and whose digits pass a certain number of tests traditional with statisticians". Axiomatic probability theory ''deliberately'' avoids a definition of a random sequence. Traditional probability theory does not state if a specific sequence is random, but generally proceeds to discuss the properties of random variables and stochastic sequences assuming some definition of randomness. The Bourbaki school considered the statement "let us consider a random sequence" an abuse of language. Early history Émile Borel was one of the first mathematicians to formally address randomness in 190 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Kolmogorov Complexity
In algorithmic information theory (a subfield of computer science and mathematics), the Kolmogorov complexity of an object, such as a piece of text, is the length of a shortest computer program (in a predetermined programming language) that produces the object as output. It is a measure of the computational resources needed to specify the object, and is also known as algorithmic complexity, Solomonoff–Kolmogorov–Chaitin complexity, program-size complexity, descriptive complexity, or algorithmic entropy. It is named after Andrey Kolmogorov, who first published on the subject in 1963 and is a generalization of classical information theory. The notion of Kolmogorov complexity can be used to state and prove impossibility results akin to Cantor's diagonal argument, Gödel's incompleteness theorem, and Turing's halting problem. In particular, no program ''P'' computing a lower bound for each text's Kolmogorov complexity can return a value essentially larger than ''P'''s own leng ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistical Randomness
A numeric sequence is said to be statistically random when it contains no recognizable patterns or regularities; sequences such as the results of an ideal dice roll or the digits of π exhibit statistical randomness. Statistical randomness does not necessarily imply "true" randomness, i.e., objective unpredictability. Pseudorandomness is sufficient for many uses, such as statistics, hence the name ''statistical'' randomness. ''Global randomness'' and ''local randomness'' are different. Most philosophical conceptions of randomness are global—because they are based on the idea that "in the long run" a sequence looks truly random, even if certain sub-sequences would ''not'' look random. In a "truly" random sequence of numbers of sufficient length, for example, it is probable there would be long sequences of nothing but repeating numbers, though on the whole the sequence might be random. ''Local'' randomness refers to the idea that there can be minimum sequence lengths in which ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Seven States Of Randomness
The seven states of randomness in probability theory, fractals and risk analysis are extensions of the concept of randomness as modeled by the normal distribution. These seven states were first introduced by Benoît Mandelbrot in his 1997 book ''Fractals and Scaling in Finance'', which applied fractal analysis to the study of risk and randomness.Benoît Mandelbrot (1997) ''Fractals and scaling in finance'' pages 136–142 https://books.google.com/books/about/Fractals_and_Scaling_in_Finance.html?id=6KGSYANlwHAC&redir_esc=y This classification builds upon the three main states of randomness: mild, slow, and wild. The importance of seven states of randomness classification for mathematical finance is that methods such as Markowitz mean variance portfolio and Black–Scholes model may be invalidated as the tails of the distribution of returns are fattened: the former relies on finite standard deviation ( volatility) and stability of correlation, while the latter is constructed ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Number Generator
Random number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols that cannot be reasonably predicted better than by random chance is generated. This means that the particular outcome sequence will contain some patterns detectable in hindsight but unpredictable to foresight. True random number generators can be '' hardware random-number generators'' (HRNGS) that generate random numbers, wherein each generation is a function of the current value of a physical environment's attribute that is constantly changing in a manner that is practically impossible to model. This would be in contrast to so-called "random number generations" done by ''pseudorandom number generators'' (PRNGs) that generate numbers that only look random but are in fact pre-determined—these generations can be reproduced simply by knowing the state of the PRNG. Various applications of randomness have led to the development of several different meth ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
History Of Randomness
In ancient history, the concepts of chance and randomness were intertwined with that of fate. Many ancient peoples threw dice to determine fate, and this later evolved into games of chance. At the same time, most ancient cultures used various methods of divination to attempt to circumvent randomness and fate. Beyond religion and games of chance, randomness has been attested for sortition since at least ancient Athenian democracy in the form of a kleroterion. The formalization of odds and chance was perhaps earliest done by the Chinese 3,000 years ago. The Greek philosophers discussed randomness at length, but only in non-quantitative forms. It was only in the sixteenth century that Italian mathematicians began to formalize the odds associated with various games of chance. The invention of modern calculus had a positive impact on the formal study of randomness. In the 19th century the concept of entropy was introduced in physics. The early part of the twentieth century saw a rap ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Randomness
In common usage, randomness is the apparent or actual lack of pattern or predictability in events. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual random events are, by definition, unpredictable, but if the probability distribution is known, the frequency of different outcomes over repeated events (or "trials") is predictable.Strictly speaking, the frequency of an outcome will converge almost surely to a predictable value as the number of trials becomes arbitrarily large. Non-convergence or convergence to a different value is possible, but has probability zero. For example, when throwing two dice, the outcome of any particular roll is unpredictable, but a sum of 7 will tend to occur twice as often as 4. In this view, randomness is not haphazardness; it is a measure of uncertainty of an outcome. Randomness applies to concepts of chance, probability, and information entropy. The fields of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Yongge Wang
Yongge Wang (born 1967) is a computer science professor at the University of North Carolina at Charlotte specialized in algorithmic complexity and cryptography. He is the inventor of IEEE P1363 cryptographic standards SRP5 and WANG-KE and has contributed to the mathematical theory of algorithmic randomness. He co-authored a paper demonstrating that a recursively enumerable real number is an algorithmically random sequence if and only if it is a Chaitin's constant for some encoding of programs. He also showed the separation of Schnorr randomness from recursive randomness. He also invented a distance based statistical testing technique to improve NIST SP800-22 testing in randomness tests A randomness test (or test for randomness), in data evaluation, is a test used to analyze the distribution of a set of data to see if it can be described as random (patternless). In stochastic modeling, as in some computer simulations, the hoped-f .... In cryptographic research, he is known for the in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Martingale (probability Theory)
In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. History Originally, '' martingale'' referred to a class of betting strategies that was popular in 18th-century France. The simplest of these strategies was designed for a game in which the gambler wins their stake if a coin comes up heads and loses it if the coin comes up tails. The strategy had the gambler double their bet after every loss so that the first win would recover all previous losses plus win a profit equal to the original stake. As the gambler's wealth and available time jointly approach infinity, their probability of eventually flipping heads approaches 1, which makes the martingale betting strategy seem like a sure thing. However, the exponential growth of the bets eventually bankrupts its users due to f ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Claus P
Claus (sometimes Clas) is both a given name and a German, Danish, and Dutch surname. Notable people with the name include: Given name *Claus Schenk Graf von Stauffenberg (1907–1944), a German officer who, along with others, attempted to assassinate Hitler in 1944 *Claus von Amsberg, Prince Claus of the Netherlands, Jonkheer van Amsberg (1926–2002) *Claus von Bülow (born 1926), British socialite accused of attempting to murder his wife, Sunny von Bülow *Claus Clausen (other), three people of that name *Claus Bech Jørgensen (born 1976), Danish-born Faroese footballer *Claus Jacob (born 1969), German scientist *Claus Jørgensen (racewalker) (born 1974), Danish race walker *Claus Larsen (other), three people of that name *Claus Lundekvam (born 1973), Norwegian former footballer *Claus Moser, Baron Moser (born 1922), British statistician *Claus Nielsen (born 1964), Danish former football striker *Claus Norreen (born 1970), Danish musician with the band Aqua, and r ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gregory Chaitin
Gregory John Chaitin ( ; born 25 June 1947) is an Argentine-American mathematician and computer scientist. Beginning in the late 1960s, Chaitin made contributions to algorithmic information theory and metamathematics, in particular a computer-theoretic result equivalent to Gödel's incompleteness theorem. He is considered to be one of the founders of what is today known as algorithmic (Solomonoff–Kolmogorov–Chaitin, Kolmogorov or program-size) complexity together with Andrei Kolmogorov and Ray Solomonoff. Along with the works of e.g. Solomonoff, Kolmogorov, Martin-Löf, and Leonid Levin, algorithmic information theory became a foundational part of theoretical computer science, information theory, and mathematical logic. It is a common subject in several computer science curricula. Besides computer scientists, Chaitin's work draws attention of many philosophers and mathematicians to fundamental problems in mathematical creativity and digital philosophy. Mathematics and comp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Leonid Levin
Leonid Anatolievich Levin ( ; russian: Леони́д Анато́льевич Ле́вин; uk, Леоні́д Анато́лійович Ле́він; born November 2, 1948) is a Soviet-American mathematician and computer scientist. He is known for his work in randomness in computing, algorithmic complexity and intractability, average-case complexity, foundations of mathematics and computer science, algorithmic probability, theory of computation, and information theory. He obtained his master's degree at Moscow University in 1970 where he studied under Andrey Kolmogorov and completed the Candidate Degree academic requirements in 1972. He and Stephen Cook independently discovered the existence of NP-complete problems. This NP-completeness theorem, often called the Cook–Levin theorem, was a basis for one of the seven Millennium Prize Problems declared by the Clay Mathematics Institute with a $1,000,000 prize offered. The Cook–Levin theorem was a breakthrough in computer s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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