Effective dimension of points visited by Brownian motion

DOI10.1016/j.tcs.2008.09.045zbMath1158.68017arXiv1408.2883OpenAlexW1997344521MaRDI QIDQ1004080

Anil Nerode, Bjørn Kjos-Hanssen

Publication date: 2 March 2009

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.2883

zbMATH Keywords

Brownian motionalgorithmic randomnesseffective randomness

Mathematics Subject Classification ID

Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Related Items

Randomness, Computation and Mathematics, Lines missing every random point1, On zeros of Martin-Löf random Brownian motion, On local times of Martin-Löf random Brownian motion, The descriptive complexity of stochastic integration, On the computability of a construction of Brownian motion, Members of Random Closed Sets, Kolmogorov complexity and the geometry of Brownian motion, Kolmogorov complexity and strong approximation of Brownian motion, Computable randomness and betting for computable probability spaces, Polynomial time relatively computable triangular arrays for almost sure convergence, Martin-Löf randomness and Galton-Watson processes, Mutual Dimension

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Use of the Kolmogorov complexity in analyzing control system dynamics
• The descriptive complexity of Brownian motion
• Dynamics of a generic Brownian motion: Recursive aspects
• Kolmogorov-Loveland randomness and stochasticity
• When van Lambalgen’s Theorem fails
• Arithmetical representations of Brownian motion I