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arXiv · 1612.09492

Algorithmically random Fourier series and Brownian motion

Paul Potgieter
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Abstract

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 coefficients. Finally, a specific Fourier series which has coefficients determined by a computable function is shown to converge to an algorithmically random Brownian motion.

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Paul Potgieter. 2016-12-30. Algorithmically random Fourier series and Brownian motion. https://arxiv.org/abs/1612.09492

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