Savings property: A transformation which turns nonnegative martingales into uniformly integrable ones
Background I work in a subfield of computability theory called algorithmic randomness. We have been using martingales as long as probability theory (going back to work of von Mises). However, since ...
I'm interested in whether Levin and Solomonoff's results on "universal semimeasures" can be extended to other settings. One case that especially interests me is finding "universal" strategies in the ...