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          <dc:title>Asymptotic Divergences and Strong Dichotomy</dc:title>
          <dc:creator>Huang, Xiang</dc:creator>
          <dc:creator>Lutz, Jack H.</dc:creator>
          <dc:creator>Mayordomo, Elvira</dc:creator>
          <dc:creator>Stull, Donald M.</dc:creator>
          <dc:subject>finite-state dimension</dc:subject>
          <dc:subject>finite-state gambler</dc:subject>
          <dc:subject>Kullback-Leibler divergence</dc:subject>
          <dc:subject>normal sequences</dc:subject>
          <dc:description>The Schnorr-Stimm dichotomy theorem [Schnorr and Stimm, 1972] concerns finite-state gamblers that bet on infinite sequences of symbols taken from a finite alphabet Σ. The theorem asserts that, for any such sequence S, the following two things are true.&#13;
(1) If S is not normal in the sense of Borel (meaning that every two strings of equal length appear with equal asymptotic frequency in S), then there is a finite-state gambler that wins money at an infinitely-often exponential rate betting on S.&#13;
(2) If S is normal, then any finite-state gambler betting on S loses money at an exponential rate betting on S.&#13;
In this paper we use the Kullback-Leibler divergence to formulate the lower asymptotic divergence div(S||α) of a probability measure α on Σ from a sequence S over Σ and the upper asymptotic divergence Div(S||α) of α from S in such a way that a sequence S is α-normal (meaning that every string w has asymptotic frequency α(w) in S) if and only if Div(S||α)=0. We also use the Kullback-Leibler divergence to quantify the total risk Risk_G(w) that a finite-state gambler G takes when betting along a prefix w of S.&#13;
Our main theorem is a strong dichotomy theorem that uses the above notions to quantify the exponential rates of winning and losing on the two sides of the Schnorr-Stimm dichotomy theorem (with the latter routinely extended from normality to α-normality). Modulo asymptotic caveats in the paper, our strong dichotomy theorem says that the following two things hold for prefixes w of S.&#13;
(1') The infinitely-often exponential rate of winning in 1 is 2^{Div(S||α)|w|}.&#13;
(2') The exponential rate of loss in 2 is 2^{-Risk_G(w)}.&#13;
We also use (1') to show that 1-Div(S||α)/c, where c= log(1/ min_{a∈Σ} α(a)), is an upper bound on the finite-state α-dimension of S and prove the dual fact that 1-div(S||α)/c is an upper bound on the finite-state strong α-dimension of S.</dc:description>
          <dc:publisher>Schloss Dagstuhl – Leibniz-Zentrum für Informatik</dc:publisher>
          <dc:contributor>Xiang Huang and Jack H. Lutz and Elvira Mayordomo and Donald M. Stull</dc:contributor>
          <dc:date>2020</dc:date>
          <dc:relation>Is Part Of LIPIcs, Volume 154, 37th International Symposium on Theoretical Aspects of Computer Science (STACS 2020)</dc:relation>
          <dc:type>InProceedings</dc:type>
          <dc:type>Text</dc:type>
          <dc:type>doc-type:ResearchArticle</dc:type>
          <dc:type>publishedVersion</dc:type>
          <dc:format>application/pdf</dc:format>
          <dc:identifier>doi:10.4230/LIPIcs.STACS.2020.51</dc:identifier>
          <dc:identifier>urn:nbn:de:0030-drops-119125</dc:identifier>
          <dc:identifier>https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.STACS.2020.51</dc:identifier>
          <dc:language>eng</dc:language>
          <dc:rights>https://creativecommons.org/licenses/by/3.0/legalcode</dc:rights>
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