On zeros of Martin-L\"of random Brownian motion

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

Is there any real substance to the claims for a 'new computationalism'?

'Computationalism' is a relatively vague term used to describe attempts to apply Turing's model of computation to phenomena outside its original purview: in modelling the human mind, in physics, mathematics, etc. Early versions of computationalism faced strong objections from many (and varied) quarters, from philosophers to practitioners of the aforementioned disciplines. Here we will not address the fundamental question of whether computational models are appropriate for describing some or all of the wide range of processes that they have been applied to, but will focus instead on whether `renovated' versions of the \textit{new computationalism} shed any new light on or resolve previous tensions between proponents and skeptics. We find this, however, not to be the case, because the 'new computationalism' falls short by using limited versions of "traditional computation", or proposing computational models that easily fall within the scope of Turing's original model, or else proffering versions of hypercomputation with its many pitfalls

Making dynamic modelling effective in economics

Mathematics has been extremely effective in physics, but not in economics beyond finance. To establish economics as science we should follow the Galilean method and try to deduce mathematical models of markets from empirical data, as has been done for financial markets. Financial markets are nonstationary. This means that 'value' is subjective. Nonstationarity also means that the form of the noise in a market cannot be postulated a priroi, but must be deduced from the empirical data. I discuss the essence of complexity in a market as unexpected events, and end with a biological speculation about market growth.Economics; fniancial markets; stochastic process; Markov process; complex systems