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.
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