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math.ST2025
Exchangeability and randomness for infinite and finite sequences
Vladimir Vovk
Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between…
math.PR2025
A law of large numbers for predicting several steps ahead
Vladimir Vovk
This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers…