Prequential Randomness

This paper studies Dawid's prequential framework from the point of view of the algorithmic theory of randomness. The main result is that two natural notions of randomness coincide. One notion is the prequential version of the measure-theoretic definition due to Martin-Lof, and the other is the prequential version of the game-theoretic definition due to Schnorr and Levin. This is another manifestation of the close relation between the two main paradigms of randomness.

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