Related papers: Randomized Computation of Continuous Data: Is Brow…

We analyze a token-based Brownian circuit in which Brownian particles, coined `tokens,' move randomly by exploiting thermal fluctuations, searching for a path in multi-token state space corresponding to the solution of a given problem. The…

We investigate Wiener-transformable markets, where the driving process is given by an adapted transformation of a Wiener process. This includes processes with long memory, like fractional Brownian motion and related processes, and, in…

Specifying a computational problem requires fixing encodings for input and output: encoding graphs as adjacency matrices, characters as integers, integers as bit strings, and vice versa. For such discrete data, the actual encoding is…

We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…

We simulate several models of random curves in the half plane and numerically compute their stochastic driving process (as given by the Loewner equation). Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE)…

In the setting proposed by Hughston & Rafailidis (2005) we consider general interest rate models in the case of a Brownian market information filtration $(\mathcal{F}_t)_{t\geq0}$. Let $X$ be a square-integrable…

We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…

Unlike Martin-L\"of randomness and Schnorr randomness, computable randomness has not been defined, except for a few ad hoc cases, outside of Cantor space. This paper offers such a definition (actually, several equivalent definitions), and…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

For any class of operators which transform unary total functions in the set of natural numbers into functions of the same kind, we define what it means for a real function to be uniformly computable or conditionally computable with respect…

We prove that the free Fock space ${\F}(\R^+;\C)$, which is very commonly used in Free Probability Theory, is the continuous free product of copies of the space $\C^2$. We describe an explicit embedding and approximation of this continuous…

We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…

We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…

In this monograph, we construct and study a sigma-finite measure on continuous functions from R_+ to R, strongly related to many probability measures obtained by penalisation of Brownian motion, i.e. as limits of probabilities which are…

In this paper, we introduce drifted versions of the generalized counting process (GCP) with a deterministic drift and a random drift. The composition of stable subordinator with an independent inverse stable subordinator is taken as the…

We study a classical Bayesian statistics problem of sequentially testing the sign of the drift of an arithmetic Brownian motion with the $0$-$1$ loss function and a constant cost of observation per unit of time for general prior…

We consider the question of computing invariant measures from an abstract point of view. We work in a general framework (computable metric spaces, computable measures and functions) where this problem can be posed precisely. We consider…

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…