Kolmogorov complexity and the geometry of Brownian motion

DOI10.1017/S0960129513000273MaRDI QIDQ5740672zbMATH OpenFDO

Authors Willem Louw Fouché

Publication date 27 July 2016

Published in Mathematical Structures in Computer Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.1060

Mathematics Subject Classification ID

Brownian motion (60J65) Algorithmic randomness and dimension (03D32) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Abstract: In this paper, we continue the study of the geometry of Brownian motions which are encoded by Kolmogorov-Chaitin random reals (complex oscillations). We unfold Kolmogorov-Chaitin complexity in the context of Brownian motion and specifically to phenomena emerging from the random geometric patterns generated by a Brownian motion.

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Cites work

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Cited in

(7)

• Kolmogorov complexity and strong approximation of Brownian motion
• Polynomial time relatively computable triangular arrays for almost sure convergence
• The descriptive complexity of Brownian motion
• Computable Measure Theory and Algorithmic Randomness
• Dynamics of a generic Brownian motion: Recursive aspects
• From Gauss to Kolmogorov: localized measures of complexity for ellipses
• Information geometric characterization of the complexity of fractional Brownian motions

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