On the computability of a construction of Brownian motion

Author:

DAVIE GEORGE,FOUCHÉ WILLEM L.

Abstract

We examine a construction due to Fouché in which a Brownian motion is constructed from an algorithmically random infinite binary sequence. We show that although the construction is provably not computable in the sense of computable analysis, a lower bound for the rate of convergence is computable in any upper bound for the compressibilty of the sequence, making the construction layerwise computable.

Publisher

Cambridge University Press (CUP)

Subject

Computer Science Applications,Mathematics (miscellaneous)

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