# On Sequence Prediction for Arbitrary Measures

@article{Ryabko2007OnSP, title={On Sequence Prediction for Arbitrary Measures}, author={D. Ryabko and Marcus Hutter}, journal={2007 IEEE International Symposium on Information Theory}, year={2007}, pages={2346-2350} }

Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences. Consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain sense), if one of the measures is chosen to generate the sequence. This question may be considered a refinement of the problem of sequence prediction in its most general formulation: for a given class of probability measures, does there exist a measure which… CONTINUE READING

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