기술·알고리즘 | Cases and Studies of Technology & Algorithm in Lottery & Gambling | 技术 & 算法
- date : 2015-05-20 01:10|hit : 2446
-
- Article; Proceedings Paper] GAMBLING USING A FINITE STATE MACHINE
-
DocNo of ILP: 8485
Doc. Type: Article; Proceedings Paper
Title: GAMBLING USING A FINITE STATE MACHINE
Authors: FEDER, M
Full Name of Authors: FEDER, M
Keywords by Author: GAMBLING; FINITE STATE MACHINE; DATA COMPRESSION; LEMPEL-ZIV ALGORITHM; PREDICTION
Keywords Plus: UNIVERSAL DATA-COMPRESSION; INDIVIDUAL SEQUENCES
Abstract: Sequential gambling schemes in which the amount wagered on the future outcome is determined by a finite state (FS) machine are defined and analyzed. It is assumed that the FS machine determines the fraction of the capital wagered at each time instance i on the outcome at the next time instance, i + 1, and that wagers are paid at even odds. The maximal capital achieved by any FS machine is found and its dependence on an empirical entropy measure, H(FS)(x), defined as the finite state complexity of x is shown. A specific gambling scheme is then proposed based on the Lempel-Ziv method for universal compression. The capital gained by this method is found and observed that, asymptotically, its exponential growth rate dominates the exponential growth rate achieved by gambling using any FS machine. Furthermore, this specific scheme suggests a class of gambling methods, based on a class of variable-to-variable length (VV) lossless compression methods, in which the capital is doubled for every bit compressed. These results emphasize the relation between gambling and data compression.
Cate of OECD: Computer and information sciences
Year of Publication: 1991
Business Area: gamble
Detail Business: gamble
Country: USA
Study Area:
Name of Journal: IEEE TRANSACTIONS ON INFORMATION THEORY
Language: English
Country of Authors:
Press Adress: FEDER, M (reprint author), TEL AVIV UNIV,FAC ENGN,DEPT ELECT ENGN,IL-69978 TEL AVIV,ISRAEL.
Email Address:
Citaion:
Funding:
Lists of Citation: ALGOET PH, 1988, ANN PROBAB, V16, P876, DOI 10.1214/aop/1176991793; Breiman L., 1961, 4TH P BERK S MATH ST, V1, P65; CHAITIN GJ, 1975, J ACM, V22, P329, DOI 10.1145/321892.321894; Cover T.M., 1974, 12 STANF U DEP STAT; COVER TM, 1991, IN PRESS ELEMENTS IN; COVER TM, 1978, IEEE T INFORM THEORY, V24, P413, DOI 10.1109/TIT.1978.1055912; FEDER M, UNPUB IEEE T INFORM; KELLY JL, 1956, AT&T TECH J, V35, P917; Kolmogorov A.N., 1965, PROBLEMY PEREDACI IN, V1, P4; LANGDON GG, 1983, IEEE T INFORM THEORY, V29, P284, DOI 10.1109/TIT.1983.1056645; MERHAV N, 1989, IEEE T INFORM THEORY, V35, P1014, DOI 10.1109/18.42210; PLOTNIK E, UNPUB IEEE T INFORM; RISSANEN J, 1983, IEEE T INFORM THEORY, V29, P656, DOI 10.1109/TIT.1983.1056741; SOLOMONOFF RJ, 1964, INFORM CONTROL, V7, P224, DOI 10.1016/S0019-9958(64)90131-7; SOLOMONOFF RJ, 1964, INFORM CONTROL, V7, P1, DOI 10.1016/S0019-9958(64)90223-2; TUNSTALL BP, 1968, THESIS GEORGIA I TEC; WELCH TA, 1984, COMPUTER, V17, P8; ZIV J, 1978, IEEE T INFORM THEORY, V24, P405, DOI 10.1109/TIT.1978.1055911; ZIV J, 1978, IEEE T INFORM THEORY, V24, P530, DOI 10.1109/TIT.1978.1055934
Number of Citaion: 19
Publication: IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
City of Publication: NEW YORK
Address of Publication: 345 E 47TH ST, NEW YORK, NY 10017-2394
ISSN: 0018-9448
29-Character Source Abbreviation: IEEE T INFORM THEORY
ISO Source Abbreviation: IEEE Trans. Inf. Theory
Volume: 37
Version: 5
Start of File: 1459
End of File: 1466
DOI: 10.1109/18.133269
Number of Pages: 8
Web of Science Category: Computer Science, Information Systems; Engineering, Electrical & Electronic
Subject Category: Computer Science; Engineering
Document Delivery Number: GC109
Unique Article Identifier: WOS:A1991GC10900027
[이 게시물은 HyeJung Mo…님에 의해 2015-05-20 17:23:59 GAMBLING에서 이동 됨]
- reply : 0
-
- list
-
- prev
- next