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In a classical optimal stopping problem in continuous time, the agent can choose any stopping time without constraint. Dupuis and Wang (Optimal stopping with random intervention times, Advances in Applied Probability, 34, 141--157, 2002)…

Probability · Mathematics 2019-01-23 David Hobson , Matthew Zeng

We consider options that pay the complexity deficiency of a sequence of up and down ticks of a stock upon exercise. We study the price of European and American versions of this option numerically for automatic complexity, and theoretically…

Pricing of Securities · Quantitative Finance 2016-04-01 Malihe Alikhani , Bjørn Kjos-Hanssen , Amirarsalan Pakravan , Babak Saadat

Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.

Probability · Mathematics 2023-06-28 Richard F. Bass

Infinite words, also known as streams, hold significant interest in computer science and mathematics, raising the natural question of how their complexity should be measured. We introduce cellular automaton reducibility as a measure of…

Formal Languages and Automata Theory · Computer Science 2026-01-30 Markel Zubia , Herman Geuvers

Predicting the runtime complexity of a programming code is an arduous task. In fact, even for humans, it requires a subtle analysis and comprehensive knowledge of algorithms to predict time complexity with high fidelity, given any code. As…

Machine Learning · Computer Science 2019-11-05 Jagriti Sikka , Kushal Satya , Yaman Kumar , Shagun Uppal , Rajiv Ratn Shah , Roger Zimmermann

We analyse the complexity of learning first-order queries in a model-theoretic framework for supervised learning introduced by (Grohe and Tur\'an, TOCS 2004). Previous research on the complexity of learning in this framework focussed on the…

Logic in Computer Science · Computer Science 2021-06-29 Steffen van Bergerem , Martin Grohe , Martin Ritzert

A 1976 theorem of Chaitin can be used to show that arbitrarily dense sets of lengths n have a paucity of trivial strings (only a bounded number of strings of length n having trivially low plain Kolmogorov complexities). We use the…

Computational Complexity · Computer Science 2014-05-08 Jack H. Lutz

A general notion of information-related complexity applicable to both natural and man-made systems is proposed. The overall approach is to explicitly consider a rational agent performing a certain task with a quantifiable degree of success.…

Data Analysis, Statistics and Probability · Physics 2013-01-18 Eugene Perevalov , David Grace

There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Nithin Nagaraj , Karthi Balasubramanian

We study first-order model checking, by which we refer to the problem of deciding whether or not a given first-order sentence is satisfied by a given finite structure. In particular, we aim to understand on which sets of sentences this…

Logic in Computer Science · Computer Science 2014-07-15 Hubie Chen

Continuing the study of complexity theory of Koepke's Ordinal Turing Machines (OTMs) that was started by Rin, L\"owe and the author, we prove the following results: (1) An analogue of Ladner's theorem for OTMs holds: That is, there are…

Logic · Mathematics 2026-05-19 Merlin Carl

`What more than its truth do we know if we have a proof of a theorem in a given formal system?' We examine Kreisel's question in the particular context of program termination proofs, with an eye to deriving complexity bounds on program…

Logic in Computer Science · Computer Science 2014-09-26 Sylvain Schmitz

In this paper we propose a new, more appropriate definition of regular and indeterminate strings. A regular string is one that is "isomorphic" to a string whose entries all consist of a single letter, but which nevertheless may itself…

Data Structures and Algorithms · Computer Science 2020-12-16 Felipe A. Louza , Neerja Mhaskar , W. F. Smyth

The P versus NP problem is studied under the relational model of E. F. Codd. I found that the term "complete configuration" is unnecessary and harmful in computational complexity theory because of excessive symbol redundancy. For an input,…

Computational Complexity · Computer Science 2018-10-23 Aizhong Li

Although information content is invariant up to an additive constant, the range of possible additive constants applicable to programming languages is so large that in practice it plays a major role in the actual evaluation of K(s), the…

Information Theory · Computer Science 2010-06-03 Jean-Paul Delahaye , Hector Zenil

The fundamental question considered in algorithms on strings is that of indexing, that is, preprocessing a given string for specific queries. By now we have a number of efficient solutions for this problem when the queries ask for an exact…

Data Structures and Algorithms · Computer Science 2023-04-04 Paweł Gawrychowski , Garance Gourdel , Tatiana Starikovskaya , Teresa Anna Steiner

Suppose that Alice and Bob are given each an infinite string, and they want to decide whether their two strings are in a given relation. How much communication do they need? How can communication be even defined and measured for infinite…

Computational Complexity · Computer Science 2015-01-26 Pierre Guillon , Emmanuel Jeandel

We consider two quantities that measure complexity of binary strings: $\mathit{KA}(x)$ is defined as the minus logarithm of continuous a priori probability on the binary tree, and $\mathit{KP}(x)$ denotes prefix complexity of a binary…

Information Theory · Computer Science 2014-01-08 Mikhail Andreev , Akim Kumok

In this paper, we present a theoretical effort to connect the theory of program size to psychology by implementing a concrete language of thought with Turing-computable Kolmogorov complexity (LT^2C^2) satisfying the following requirements:…

Neurons and Cognition · Quantitative Biology 2013-03-06 Sergio Romano , Mariano Sigman , Santiago Figueira

Tasks that model the relation between pairs of tokens in a string are a vital part of understanding natural language. Such tasks, in general, require exhaustive pair-wise comparisons of tokens, thus having a quadratic runtime complexity in…

Computation and Language · Computer Science 2023-12-13 Tianyu Liu , Afra Amini , Mrinmaya Sachan , Ryan Cotterell