Is there an algorithm, not necessarily in the TCS sense, that is a canonical interpolation between alternation and randomness in sequences of binary digits?
This hopefully illustrates my question:
A possible way of doing this is to view it as a stochastic process over $\mathbb{Z}_2$, with random input $X_1$ and non-Markovian transitions, $Y_i$, for $i\in [1,\infty]$. The formula is $X_{i+1}=X_i+Y_i$. Hopefully it is clear that as a random variable dependent on $i$ for its law, $Y_i$ will interpolate between being $1$ deterministically and being a Bernoulli random variable over $\mathbb{Z}_2$, in the asymptotic sense.
I hope its an interesting question, because I think its worth wondering what a natural asymptotic progression this should be. I don't think it's too hard to devise one. Take simply $0.5+\frac{0.5}{n}$ to be the weight for the Bernoulli law for each transition, the probability that $Y_n$ is $1$ in other words. This is itself a randomizable expression, in the following way: equally well we could consider this weight to be generally $0.5+\frac{0.5}{f_n}$, where here $f_n$ is some monotone (or maybe not quite) function -- a random one could be the Poisson process.
I'm hoping to study pseudorandomness, so connections to that field are welcome.
Thanks.