×

The law of the iterated logarithm for algorithmically random Brownian motion. (English) Zbl 1133.68029

Artemov, Sergei N. (ed.) et al., Logical foundations of computer science. International symposium, LFCS 2007, New York, NY, USA, June 4–7, 2007. Proceedings. Berlin: Springer (ISBN 978-3-540-72732-3/pbk). Lecture Notes in Computer Science 4514, 310-317 (2007).
Summary: Algorithmic randomness is most often studied in the setting of the fair-coin measure on the Cantor space, or equivalently Lebesgue measure on the unit interval. It has also been considered for the Wiener measure on the space of continuous functions. Answering a question of Fouché, we show that Khintchine’s law of the iterated logarithm holds at almost all points for each Martin-Löf random path of Brownian motion. In the terminology of Fouché, these are the complex oscillations. The main new idea of the proof is to take advantage of the Wiener-Carathéodory measure algebra isomorphism theorem.
For the entire collection see [Zbl 1121.03005].

MSC:

68Q30 Algorithmic information theory (Kolmogorov complexity, etc.)
Full Text: DOI