Effective dimension of points visited by Brownian motion

DOI10.1016/J.TCS.2008.09.045zbMATH Open1158.68017arXiv1408.2883OpenAlexW1997344521MaRDI QIDQ1004080FDOQ1004080

Authors: Bjørn Kjos-Hanssen, Anil Nerode 

Publication date: 2 March 2009

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

Abstract: We consider the individual points on a Martin-L"of random path of Brownian motion. We show (1) that Khintchine's law of the iterated logarithm holds at almost all points; and (2) there exist points (besides the trivial example of the origin) having effective dimension $<1$. The proof of (1) shows that for almost all times $t$, the path $f$ is Martin-L"of random relative to $t$ and so the effective dimension of $(t,f(t))$ is 2.

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

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zbMATH Keywords

Brownian motionalgorithmic randomnesseffective randomness

Mathematics Subject Classification ID

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

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Cited In (17)

• The rapid points of a complex oscillation
• Kolmogorov complexity and strong approximation of Brownian motion
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• On hardly visited points of the Brownian motion
• Polynomial time relatively computable triangular arrays for almost sure convergence
• Randomness, computation and mathematics
• On zeros of Martin-Löf random Brownian motion
• The Law of the Iterated Logarithm for Algorithmically Random Brownian Motion
• The descriptive complexity of stochastic integration
• Mutual dimension
• Members of Random Closed Sets
• On the computability of a construction of Brownian motion
• Martin-Löf randomness and Galton-Watson processes
• Kolmogorov complexity and the geometry of Brownian motion
• On local times of Martin-Löf random Brownian motion
• Computable randomness and betting for computable probability spaces
• Lines missing every random point

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