Simple Betting and Stochasticity

Tomasz Steifer

Abstract: A sequence of zeros and ones is called Church stochastic if all subsequences chosen in an effective manner satisfy the law of large numbers with respect to the uniform measure. This notion may be independently defined by means of simple martingales, i.e., martingales with restricted (constant) wagers (hence, simply random sequences). This paper is concerned with generalization of Church stochasticity for arbitrary (possibly non-stationary) measures. We compare two ways of doing this: (i) via a natural extension of the law of large numbers (for non-i.i.d. processes) and (ii) via restricted martingales, i.e., by redefining simple randomness for arbitrary measures. It is shown that in the general case of non-uniform measures the respective notions of stochasticity do not coincide but the first one is contained in the second.