Normality and Differentiability Pablo Ariel Heiber Universidad de Buenos Aires joint work with Verónica Becher What is normality? simply normal r ∈ [0, 1] is simply normal to base b if and only if every b-digit has the same frequency in the expansion of r in base b normal r ∈ [0, 1] is normal to base b if and only if it is simply normal in bases b, b2 , b3 , ... What is differentiability? differentiable f : [0, 1] → [0, 1] non-decreasing is differentiable at x if and only if µ(f ([r, r + h])) f (r + h) − f (r) Df (r) = lim = lim h→0 µ([r, r + h]) h→0 h converges to a finite value. differentiable f : bω → bω non-decreasing is differentiable at x if and only if µ(f ((x n)bω )) n→∞ µ((x n)bω ) Df (x) = lim converges to a finite value. What links differentiability and normality? finite-state computable f : bω → bω is finite-state computable if there is a finite-state transducer F = hb, Q, q0 , δ, oi without λ output cycles such that for every n, o∗ (q0 , x n) is a prefix of f (x). finite-state computable f : [0, 1] → [0, 1] is finite-state computable in base b if and only if there is a finite-state computable g : bω → bω such that for every x ∈ bω , v(g(x)) = f (v(x)). v : bω → [0, 1] X v(x) = x[i]b−i i Examples {0, 1}ω → {0, 1}ω double bits division by 2 f 0 → 7 00 1 → 7 11 0/00 1/11 q0 1n 0 1ω f 7 → 01n 7 → 01ω 1/0 q0 0/0 q1 0/1 compress zeroes 00 01 10 11 f 7 → 7 → 7 → 7 → 0 10 110 111 0/0 1/10 q1 0/0 1/1 q0 0/λ q2 1/11 1/1 Differentials and finite-state computation F = hb, Q, q0 , δ, oi computes f Fq = hb, Q, q , δ, oi computes fq Df (x) = µ(f ((x n)bω )) n→∞ µ((x n)bω ) lim µ(o∗ (q0 , x n)fδ∗ (q0 ,xn) (bω )) n→∞ µ((x n)bω ) lim lim b−|o ∗ (q ,xn)| 0 n→∞ lim bn−|o n→∞ µ(fδ∗ (q0 ,xn) (bω )) b−|xn| µ(bω ) ∗ (q ,xn)| 0 µF,δ∗ (q0 ,xn) Differentials and finite-state computation Df (x) = lim bn−|o n→∞ ∗ (q ,xn)| 0 µF,δ∗ (q0 ,xn) Difficulties Definition has lim instead of lim inf: cannot just work on k digits at a time for large k Replace with cycle analysis: input strings form a maximal prefix free set, but output strings do not division by 2 1n 0 1ω f 7 → 01n 7 → 01ω 1n 0 is maximal prefix free, but 01n is not compress zeroes f 00 7→ 0 01 7→ 10 10 → 7 110 11 → 7 111 Df ((0010)ω ) oscilates Meaning of differential logb Df (x) = lim n − |o∗ (q0 , x n)| + logb µF,δ∗ (q0 ,xn) n→∞ − logb µF,q measures the information stored at q Proposition Df (x) = k > 0 means f “growth rate” is k around x f (x) (n − logb k) can be calculated from x n f ((x n)bω ) ⊆ (f (x) (n − logb k))bω Df (x) = 0 means f “growth rate” is asymptotically 0 around x ∀c, f (x) (n + c) can be calculated from x n ∀c, f ((x n)bω ) ⊆ (f (x) (n + c))bω What links differentiability and normality? Main Theorem For a sequence x ∈ bω , the following are equivalent: 1 2 3 v(x) is normal to base b. Every non-decreasing function f : bω → bω finite-state computable is differentiable at x. Every non-decreasing function f : [0, 1] → [0, 1] finite-state computable in base b is differentiable at v(x). Proof sketch Prove 1 ⇒ 2 2 ⇒ 3 3 ⇒ 1 via ¬ 1 ⇒ ¬ 3 What links differentiability and normality? Main Theorem For a sequence x ∈ bω , the following are equivalent: 1 2 3 1 v(x) is normal to base b. Every non-decreasing function f : bω → bω finite-state computable is differentiable at x. Every non-decreasing function f : [0, 1] → [0, 1] finite-state computable in base b is differentiable at v(x). ⇒ 2 differential cannot diverge (via incompressibility) if n − |o∗ (q0 , x n)| diverges, differential is 0 b|s|−|o ∗ (q,s)| b|s|−|o ∗ (q,s)| µF,q = µF,q if δ ∗ (q, s) = q µF,q = µF,δ∗ (q,s) for some visited q eventually all terms in the sequence Df have the same value What links differentiability and normality? Main Theorem For a sequence x ∈ bω , the following are equivalent: 1 2 3 2 v(x) is normal to base b. Every non-decreasing function f : bω → bω finite-state computable is differentiable at x. Every non-decreasing function f : [0, 1] → [0, 1] finite-state computable in base b is differentiable at v(x). ⇒ 3 show that µ(f ([r, r + h])) µ(g((x n)bω )) = lim n→∞ µ((x n)bω ) h→0 µ([r, r + h]) lim take [r, r + h] as the disjoint union of numerable cones sbω all sbω have equal µ(f (sbω ))/µ(sbω ), so do their union What links differentiability and normality? Main Theorem For a sequence x ∈ bω , the following are equivalent: 1 2 3 v(x) is normal to base b. Every non-decreasing function f : bω → bω finite-state computable is differentiable at x. Every non-decreasing function f : [0, 1] → [0, 1] finite-state computable in base b is differentiable at v(x). ¬1 ⇒ ¬3 build a compressor of x, replacing Huffman by Hu-Tucker take long blocks to “fade” excess and retain compression Hu-Tucker ensures the function is increasing compression makes function diverge at x In perspective Lebesgue Theorem Every non-decreasing function f : [0, 1] → [0, 1] is differentiable at almost every real r. Brattka-Miller-Nies computable version Every non-decreasing computable function f : [0, 1] → [0, 1] is differentiable at computably random reals r. Our FS computable versions Every non-decreasing finite-state computable function reals r. f : [0, 1] → [0, 1] is differentiable at normal ω ω sequences x. f :b →b Main references É. Borel. Les probabilités dénombrables et leurs applications arithmétiques. Rendiconti del Circolo Matematico di Palermo, 27:247–271, 1909. A. Broglio and P. Liardet. Predictions with automata. symbolic dynamics and its applications. Contemporary Mathematics, (135):111–124, 1992. D. Huffman. A method for the construction of minimum-redundancy codes. Proceedings of the IRE, 40(9):1098–1101, 1952. J. Dai, J. Lathrop, J. Lutz, and E. Mayordomo. Finite-state dimension. Theoretical Computer Science, 310:1–33, 2004. V. N. Agafonov. Normal sequences and finite automata. Soviet Mathematics Doklady, 9:324–325, 1968. C. Bourke, J. Hitchcock, and N. Vinodch. Entropy rates and finite-state dimension. Theoretical Computer Science, 349:392–406, 2005. T. C. Hu and A. C. Tucker. Optimal computer search trees and variable-length alphabetical codes. SIAM Journal on Applied Mathematics, 21:514–532, 1971. V. Brattka, J. Miller, and A. Nies. Randomness and differentiability. Technical Report arXiv:1104.4465, 2011. C. P. Schnorr and H. Stimm. Endliche automaten und zufallsfolgen. Acta Informatica, 1:345–359, 1972. Becher V. and Heiber P. Normality and compressibility. submitted, 2012.