An Application of Martin-Löf Randomness to Effective Probability Theory

Mathieu Hoyrup (1) , Cristobal Rojas (2)

1 CARTE - Theoretical adverse computations, and safety
2 IML - Institut de mathématiques de Luminy

In this paper we provide a framework for computable analysis of measure, probability and integration theories. We work on computable metric spaces with computable Borel probability measures. We introduce and study the framework of layerwise computability which lies on Martin-Löf randomness and the existence of a universal randomness test. We then prove characterizations of effective notions of measurability and integrability in terms of layerwise computability. On the one hand it gives a simple way of handling effective measure theory, on the other hand it provides powerful tools to study Martin-Löf randomness, as illustrated in a sequel paper.

Mots clés: Algorithmic randomness; universal test; computable analysis; effective probability theory; Lebesgue integration; layerwise computability

Domaines: Autre [cs.OH]; Probabilités [math.PR]

Mathieu Hoyrup, Cristobal Rojas. An Application of Martin-Löf Randomness to Effective Probability Theory. 5th Conference on Computability in Europe - CiE 2009, Jul 2009, Heidelberg, Germany. pp.260-269, ⟨10.1007/978-3-642-03073-4⟩. ⟨hal-00425556⟩