English

Algorithmically random Fourier series and Brownian motion

Probability 2017-01-02 v1

Abstract

We consider some random series parametrised by complex binary strings. The simplest case is that of Rademacher series, independent of a time parameter. This is then extended to the case of Fourier series on the circle with Rademacher coefficients. Finally, a specific Fourier series which has coefficients determined by a computable function is shown to converge to an algorithmically random Brownian motion.

Keywords

Cite

@article{arxiv.1612.09492,
  title  = {Algorithmically random Fourier series and Brownian motion},
  author = {Paul Potgieter},
  journal= {arXiv preprint arXiv:1612.09492},
  year   = {2017}
}

Comments

13 pages

R2 v1 2026-06-22T17:37:46.108Z