For more information about this meeting, contact Stephen Simpson, Jan Reimann.
|Title:||Algorithmic randomness and stochastic processes.|
|Speaker:||Adrian Maler, Pennsylvania State University|
|Universal tests for Martin-L"of randomness can be defined for a wide class of probability spaces. We discuss some results pertaining to Martin-L"of random sample paths of Brownian motion (with respect to the Wiener measure). We define effective Skorokhod space, a suitable setting for generalizing to Martin-L"of random sample paths of discontinuous stochastic processes, e.g., the Poisson process.|
Room Reservation Information
|Date:||11 / 05 / 2013|
|Time:||02:30pm - 03:45pm|