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The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
The key factor currently limiting the advancement of computational power of electronic computation is no longer the manufacturing density and speed of components, but rather their high energy consumption. While it has been widely argued…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
In this paper we investigate algorithmic randomness on more general spaces than the Cantor space, namely computable metric spaces. To do this, we first develop a unified framework allowing computations with probability measures. We show…
Choosing an encoding over binary strings for input/output to/by a Turing Machine is usually straightforward and/or inessential for discrete data (like graphs), but delicate -- heavily affecting computability and even more computational…
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…
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 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…
We study integral representations of random variables with respect to general H\"older continuous processes and with respect to two particular cases; fractional Brownian motion and mixed fractional Brownian motion. We prove that arbitrary…
We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…
In this paper we obtain a Wiener-Hopf type factorization for a real-valued arithmetic Brownian motion with time-dependent drift and volatility. To the best of our knowledge, this paper is the very first step towards realizing the objective…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…
The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
Using the Euler--Maruyama technique, we show that a class of Wiener processes exist that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the…
The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…