Algorithmic Information Theory II - Randomness

Perhaps a good point of view of the role of this chapter is to consider Kolmogorov complexity as a way of thinking.

Element of Information Theory, Second Edition,

Thomas M. Cover and Joy A. Thomas

. The theory [Quantum Mechanics] says a lot, but does not really bring us any closer to the secret of the "old one."

I, at any rate, am convinced that He does not throw dice.

A. Einstein

As science developed from antiquity to the present, it was recurrently faced with the question of thether nature is subject to chance to any extent, or evolved deterministically.

For most of that time the need to include chance was avoided by abstraction: the subject of study was so delimited as to allow its description as a deterministically evolving system.

As the theory of probability developed in modern times even chance came within the fold of predicability,

and the degree of abstraction could be lowered.

Chapter 2 Determinism

Quantum Mechanics, An Empiricist View

Bas C. Van Frassssen

In short, our gentleman became so immersed in his reading that he spent whole nights from sundown to sunup

and his days from dawn to dusk in poring over his books, until,

finally, from so little sleeping and so much reading, his brain dried up and he went completely out of his mind..

Don Quixote

Miguel de Cervantes

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Define Randomness:

The Standard Example: Sitting with a friend , you flip a coin 100 times and get a Head every time. You claim that something is wrong with the coin. Your friend asks you why you said that. You show a sequence of a mix of 100 Heads and Tails $\ $and say that this looks what I should have gotten.

"What is the probability of what you got?" , asks your friend. MATH you say. "And the probability of getting what you showed me?" "MATH" you say

"And what's the problem with the coin?" ,your friend asks..


The Definition of a Probability Measure Revisited.:

Suppose we are given a set $\QTR{Large}{S}$ and MATH a Sigma Algebra, a Probability Measure on $\QTR{Large}{A}$ is a function MATH such that

  1. MATH

  2. If MATH is a countable (again could be finite) subset such that MATH for MATH then $\QTR{Large}{P(}$ MATH

In the context of Probability, we will call $\QTR{Large}{S}$ the Sample Space.


The Usual Example:

Let $\QTR{Large}{S}$ be a finite set and $\QTR{Large}{A}$ a Sigma Algebra on $\QTR{Large}{S}$. For any MATH let $\QTR{Large}{n(B)}$ be the number of members in $\QTR{Large}{B}$, then MATH for all MATH is a Probability Measure on $\QTR{Large}{A}$.

DEFINITION:

  1. Given a set $\QTR{Large}{S}$, a Sigma Algebra $\QTR{Large}{A}$ on $\QTR{Large}{S}$, and a countable discrete set $\QTR{Large}{D}$, a Discrete Random Variable is a function $\QTR{Large}{X}$ $\QTR{Large}{:}$ MATH such that if $\QTR{Large}{x}$ is in the image of $\QTR{Large}{X}$ then MATH is in $\QTR{Large}{A}$.


    If $\QTR{Large}{D}$, is finite then we will call $\QTR{Large}{X}$ a Finite Random Variable.

    We write MATHfor MATH

  2. In the setting of 1. , if $\QTR{Large}{X}$ is a Finite Random Variable then MATH MATH

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The Really Super Computer Revisited:

Really Random Sequences:

  1. A definition for this discussion: A ( not necessarily anything ) function$\QTR{Large}{\ g:}$ MATHis called really random If for any 1-1 recursive MATH

    MATH is not recursive.

  2. A definition for this discussion: A ( not necessarily anything ) function$\QTR{Large}{\ g:}$ MATHis called really probabilistic

    if, letting MATH If there is a number MATHsuch that for any 1-1 recursive MATH

    MATH

The Questions:

  1. Is really probabilistic really random? For $\QTR{Large}{p=0}$ or $\QTR{Large}{1}$. For MATH

  2. Is a really random $\QTR{Large}{g:}$ MATHreally probabilistic?MATH

The Roulette Wheel , the Cell Phone, and the Winner's App:

Figure Figure

The App can:

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The Definition of Kolmogorov Complexity:

Setting:

Unless otherwise stated, below the term "string" is MATH, a string of $\QTR{Large}{0}$ s and $\QTR{Large}{1}$ s.

Definition:

Given a Universal Turing Machine, $\QTR{Large}{U}$, the Kolmogorov Complexity, MATH of a string $\QTR{Large}{x}$ is defined to the the length of the shortest program $\QTR{Large}{p}$ that prints $\QTR{Large}{x}$ and halts.

MATH

The following definitions, for Universal Prefix Turing Machines will be particularly relevent to the next lecture :

Prefix Kolmogorov Complexity is defined as the shortest program $\QTR{Large}{p}$ , for which the Universal Prefix Turing Machine $\QTR{Large}{U}$ outputs MATH

Conditional Prefix Kolmogorov Complexity: (given MATH a prefix encoding of $\QTR{Large}{y}$)

MATH

Joint Prefix Kolmogorov Complexity:

MATH MATH

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Three Theorems and a Definition:

Theorem - Upper bounds:

There exists a constant MATH such that

MATH

For Prefix Universal Turing Machines MATH(The Prefix Encoding prefix +a very short program)

Proof:

The data on the input tape is $\QTR{Large}{x}$ and the program is copy the data to the output tape and halt.

Theorem - Invariance:

Given Universal Turing Machines $\QTR{Large}{U\ }$and $\QTR{Large}{V}$ there is a constant .MATH , such that for any $\QTR{Large}{x}$:

MATH

Proof:

Since $\QTR{Large}{U}$ is Universal let MATHbe its emulation on $\QTR{Large}{U}$ . MATHThe rest of the proof amounts to noting that any program that can be run on $\QTR{Large}{V}$ can be run on $\QTR{Large}{U\ }$using the emulation.

Definition:

A real -valued function $\QTR{Large}{f}$ MATHis defined to be upper semi-computable if there is a "rational valued" recursive function MATHsuch that:

  1. MATH

  2. MATH

For rational valued, read a numerator recursive function and a denominator recursive function.

Theorem - Incomputability But Upper Semi-computability

MATH is not computable (recursive). It can be approximated from above, it is upper semi-computable.

Proof:

Essentially the Halting Problem or MATH There are only finitely many programs of a certain size to be looked, but you can never be sure if they halt with the desired output. Maybe they just run forever.

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Real Numbers:

Definition:

Let $\QTR{Large}{x\in }$ MATHbe real number and let MATH

be its binary representation.

define

MATH

Definition:

$\QTR{Large}{x\in }$ MATHis said to be algorithmically random if for some MATH

MATHallMATH

Theorem:

Randomly chosen real number are algorithmically random with probability one.