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2017

2017

We propose an offline-online procedure for Fourier transform based option pricing. The method supports the acceleration of such… Expand

2015

2015

Abstract For a finite word w of length n we define and study the Kolmogorov structure function h w for nondeterministic automatic… Expand

2014

2014

For a finite word \(w\) of length \(n\) and a class of finite automata \(\mathcal A\), we study the Kolmogorov structure function… Expand

2010

2010

In a recent series of papers, it was shown how the periodogram can be smoothed by thresholding the estimated cepstral… Expand

2008

2008

We introduce algorithmic information theory, also known as the theory of Kolmogorov complexity. We explain the main concepts of… Expand

2007

2007

Abstract
Kolmogorov complexity measures the amount of information in a string as the size of the shortest program that computes… Expand

2005

2005

Since the Sobolev set W r p , 0 < p < 1, in general is not contained in Lq , 0 < q ≤ ∞. We limit ourselves to the set W r p ∩ L… Expand

2005

2005

Kolmogorov's structure function (KSF) is used in the algorithmic theory of complexity for describing the structure of a string by… Expand

2002

2002

Two methods, the spectral and the covariance, are investigated and compared for generating phase screens for modeling the… Expand

Highly Cited

2001

Highly Cited

2001

While Kolmogorov (1965, 1983) complexity is the accepted absolute measure of information content of an individual finite object… Expand