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math.PR2023
Randomness and imprecision: from supermartingales to randomness tests
Gert de Cooman, Floris Persiau, Jasper De Bock
We generalise the randomness test definitions in the literature for both the Martin-Löf and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued…
math.PR2023
Imprecision in Martingale-Theoretic Prequential Randomness
Floris Persiau, Gert de Cooman
In a prequential approach to algorithmic randomness, probabilities for the next outcome can be forecast `on the fly' without the need for fully specifying a probability measure on…