Related papers: Algorithmically random Fourier series and Brownian…
We study the continuity properties of trajectories for some random series of functions $\sum a\_kf(\alpha X\_k(\omega))$ where $a\_k$ is a complex sequence, $X\_k$ a sequence of real independent random variables, $f$ is a real valued…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if the sequence is a realization of a…
In this paper we study the behaviour at infinity of the Fourier transform of Radon measures supported by the images of fractal sets under an algorithmically random Brownian motion. We show that, under some computability conditions on these…
We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…
In this paper, a Fourier series in fractional dimensional space is introduced for an arbitrarily periodic function $f(t;\alpha)$. We call it fractional Fourier series of the order $\alpha$. Extending the basis functions of the linear space…
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…
We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…
We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.
Even though the Bohmian trajectories given by integral curves of the conserved Klein-Gordon current may involve motions backwards in time, the natural relativistic probability density of particle positions is well-defined. The Bohmian…
We compute the nonlinearity of Boolean functions with Groebner basis techniques, providing two algorithms: one over the binary field and the other over the rationals. We also estimate their complexity. Then we show how to improve our…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…