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Measuring degrees of randomness

walfin

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I heard about this from a postgrad maths student yesterday. Has anyone here done any stuff on this before?

Supposedly it involves measure theory and algorithmic analysis (the maths type, not the computing type), neither of which I understand.
 

ProxyAmenRa

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You mean variance, right? The simplest measure.

var=sum[(x-u)^2]*(1/n)

x - a data point
u - mean
n - number of data points

Autocorrelation and partial autocorrelation can be used to find whether or not their is a repeating pattern in the data.
 

walfin

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You mean variance, right? The simplest measure.

var=sum[(x-u)^2]*(1/n)

x - a data point
u - mean
n - number of data points

Autocorrelation and partial autocorrelation can be used to find whether or not their is a repeating pattern in the data.

No, I know what is variance. This randomness thing has nothing to do with statistics.

Apparently it's something to do with whether a series can be compressed further or no.
 

Reluctantly

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...how can it have nothing to do with statistics? That's exactly what statistics is for...

Post a link?
 

walfin

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...how can it have nothing to do with statistics? That's exactly what statistics is for...

Post a link?
No, it's a Pure Maths research topic. It's not based on probability (except perhaps in application). It's basically, like, how to tell if a given number series (to my understanding real numbers) is random, and how to assign some kind of "randomness index" to a number series.

I don't even know how to begin googling it. I was told about it verbally and barely understood.

I think it may be something to do with this but doesn't sound like it from the description. http://en.wikipedia.org/wiki/Random_sequence

Sounds more like this but I was told it wasn't a computing topic either http://en.wikipedia.org/wiki/Kolmogorov_randomness
 
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