Hierarchies of Randomness Tests
نویسنده
چکیده
It is well known that Martin-Löf randomness can be characterized by a number of equivalent test concepts, based either on effective nullsets (Martin-Löf and Solovay tests) or on prefix-free Kolmogorov complexity (lower and upper entropy). These equivalences are not preserved as regards the partial randomness notions induced by effective Hausdorff measures or partial incompressibility. Tadaki [21] and Calude, Staiger and Terwijn [2] studied several concepts of partial randomness, but for some of them the exact relations remained unclear. In this paper we will show that they form a proper hierarchy of randomness notions, namely for any ρ of the form ρ(x) = 2−|x |s with s being a rational number satisfying 0 < s < 1, the Martin-Löf ρ-tests are strictly weaker than Solovay ρ-tests which in turn are strictly weaker than strong Martin-Löf ρ-tests. These results also hold for a more general class of ρ introduced as unbounded premeasures.
منابع مشابه
A Randomness Test for Stable Data
In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.
متن کاملClassical, Quantum and Biological Randomness as Relative Incomputability
In this paper we briefly discuss various forms of randomness that physics, mathematics and computing have proposed. Classical and quantum physics view randomness, that we describe as unpredictability in the intended theory, in di↵erent ways. Computing allows to discuss this issue in an abstract, yet very expressive mean, which yields useful hierarchies of randomness and may help to relate its v...
متن کاملA model for employer’s decision for recruitment
This paper presents a theoretical and empirical analysis of this decision and how it relates to wage setting and the provision of general training. The theoretical framework is a promotion tournament involving M competing firms with heterogeneous productivities, two-level job hierarchies, and a fixed number of managerial positions. This paper also considers an alternative model based on variati...
متن کاملTesting for Stochastic Non- Linearity in the Rational Expectations Permanent Income Hypothesis
The Rational Expectations Permanent Income Hypothesis implies that consumption follows a martingale. However, most empirical tests have rejected the hypothesis. Those empirical tests are based on linear models. If the data generating process is non-linear, conventional tests may not assess some of the randomness properly. As a result, inference based on conventional tests of linear models can b...
متن کاملChaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements
For many investors, it is important to predict the future trend of abnormal stock returns. Thus, in this research, the abnormal stock returns of the listed companies in Tehran Stock Exchange were tested since 2008- 2017 using three hypotheses. The first and second hypotheses examined the non-linearity and non-randomness of the abnormal stock returns ′ trend around the release date of annual fin...
متن کامل