2014
DOI: 10.2168/lmcs-10(4:12)2014
|View full text |Cite
|
Sign up to set email alerts
|

Algorithmic randomness for Doob's martingale convergence theorem in continuous time

Abstract: Abstract. We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given. Such points are given the name of Doob random points. It is shown that a point is Doob random if its tail is computably random in a certain sense. Moreover, Doob randomness is strictly weaker than computable randomness and is incomparable with Schnorr randomness.

Help me understand this report
View preprint versions

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2021
2021
2021
2021

Publication Types

Select...
1

Relationship

0
1

Authors

Journals

citations
Cited by 1 publication
(1 citation statement)
references
References 19 publications
0
1
0
Order By: Relevance
“…Intuitively, whilst the value of IPI is affected by its previous values, the trend and rate of change are influenced by both physiological and contextual factors, activities, emotions and etc. Martingale Stochastic Process [50] has been used in many applications of randomness such as extraction [51], developing computable randomness [52], algorithmic randomness theory [53] or even stock market analysis [54]. However, it has not been used to extract the randomness from IPI trend.…”
Section: Martingale Randomness Extraction For Ipi (Mre-ipi)mentioning
confidence: 99%
“…Intuitively, whilst the value of IPI is affected by its previous values, the trend and rate of change are influenced by both physiological and contextual factors, activities, emotions and etc. Martingale Stochastic Process [50] has been used in many applications of randomness such as extraction [51], developing computable randomness [52], algorithmic randomness theory [53] or even stock market analysis [54]. However, it has not been used to extract the randomness from IPI trend.…”
Section: Martingale Randomness Extraction For Ipi (Mre-ipi)mentioning
confidence: 99%