On zeros of Martin-L\"of random Brownian motion
Kelty Allen, Laurent Bienvenu, Theodore Slaman

TL;DR
This paper explores the properties of Martin-L"of random Brownian motion paths, establishing their zero sets' dimensions, and introduces a new proof of the computability of the Dirichlet problem solution.
Contribution
It provides new insights into the zero sets of Martin-L"of random Brownian paths and proves the computability of the Dirichlet problem solution in the plane.
Findings
Zero sets of Martin-L"of random Brownian paths have effective dimension at least 1/2.
Every real with effective dimension greater than 1/2 is a zero of some Martin-L"of random Brownian path.
The Dirichlet problem solution in the plane is computable.
Abstract
We investigate the sample path properties of Martin-L\"of random Brownian motion. We show (1) that many classical results which are known to hold almost surely hold for every Martin-L\"of random Brownian path, (2) that the effective dimension of zeroes of a Martin-L\"of random Brownian path must be at least 1/2, and conversely that every real with effective dimension greater than 1/2 must be a zero of some Martin-L\"of random Brownian path, and (3) we will demonstrate a new proof that the solution to the Dirichlet problem in the plane is computable.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and financial applications · Stochastic processes and statistical mechanics
