Randomness and Differentiability

We characterize some major algorithmic randomness notions via differentiability of effective functions. (1) We show that a real number z ∈ [0, 1] is computably random if and only if every nondecreasing computable function [0, 1] → R is differentiable at z. (2) A real number z ∈ [0, 1] is weakly 2-random if and only if every almost everywhere differentiable computable function [0, 1] → R is differentiable at z. (3) Recasting results of the constructivist Demuth (1975) in classical language, we show that a real z is Martin-Löf random if and only if every computable function of bounded variation is differentiable at z, and similarly for absolutely continuous functions. We also use the analytic methods to show that computable randomness of a real is base invariant, and to derive preservation results for randomness notions.