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Let $W_0(\mathbb R)$ be the Wiener Banach algebra of functions representable by the Fourier integrals of Lebesgue integrable functions. It is proven in the paper that, in particular, a trigonometric series $\sum\limits_{k=-\infty}^\infty…

Classical Analysis and ODEs · Mathematics 2019-10-08 E. Liflyand , R. Trigub

For a Riemann integrable function on an interval and for a point therein,we define 'Fourier series at the point on the interval' and bring out how and when the function element becomes expressible as Fourier series.In this process,we also…

Number Theory · Mathematics 2012-04-12 Vivek V. Rane

In this paper, we first establish an evaluation formula to calculate Wiener integrals of functionals on Wiener space. We then apply our evaluation formula to carry out very easily calculating for the analytic Fourier-Feynman transform of…

Functional Analysis · Mathematics 2020-01-01 Hyun Soo Chung

We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…

Statistics Theory · Mathematics 2013-05-10 Victor M. Panaretos , Shahin Tavakoli

We give a Fourier-type formula for computing the orthogonal Weingarten formula. The Weingarten calculus was introduced as a systematic method to compute integrals of polynomials with respect to Haar measure over classical groups. Although a…

Mathematical Physics · Physics 2019-02-27 Benoît Collins , Sho Matsumoto

In this paper, using a very general Cameron--Storvick theorem on the Wiener space $C_0[0,T]$, we establish various integration by parts formulas involving generalized analytic Feynman integrals, generalized analytic Fourier--Feynman…

Functional Analysis · Mathematics 2019-03-15 Seung Jun Chand , Jae Gil Choi

The article is devoted to a new proof of the expansion for iterated Ito stochastic integrals with respect to the components of a multidimensional Wiener process. The above expansion is based on Hermite polynomials and generalized multiple…

Probability · Mathematics 2024-01-01 Dmitriy F. Kuznetsov

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…

Mathematical Physics · Physics 2015-05-13 Palle E. T. Jorgensen , Myung-Sin Song

The article is devoted to the expansions of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the sense of norm in the space $L_2([t, T]^k),$ $k\in\mathbb{N}.$ The method of generalized multiple…

Probability · Mathematics 2026-02-10 Dmitriy F. Kuznetsov

In a previous paper [1] it was discussed the viability of functional analysis using as a basis a couple of generic functions, and hence vectorial decomposition. Here we complete the paradigm exploiting one of the analysis methodologies…

Numerical Analysis · Computer Science 2013-11-26 Sossio Vergara

The spectral decomposition for an explicit second-order differential operator $T$ is determined. The spectrum consists of a continuous part with multiplicity two, a continuous part with multiplicity one, and a finite discrete part with…

Classical Analysis and ODEs · Mathematics 2014-05-23 Wolter Groenevelt , Erik Koelink

We prove a new generalization of Davenport's Fourier expansion of the infinite series involving the fractional part function over arithmetic functions. A new Mellin transform related to the Riemann zeta function is also established.

Number Theory · Mathematics 2021-10-26 Alexander E Patkowski

Using the existence of infinite numbers $k$ in the non-Archimedean ring of Robinson-Colombeau, we define the hyperfinite Fourier transform (HFT) by considering integration extended to $[-k,k]^{n}$ instead of $(-\infty,\infty)^{n}$. In order…

Functional Analysis · Mathematics 2022-10-03 Akbarali Mukhammadiev , Diksha Tiwari , Paolo Giordano

In this paper an analytic operator-valued generalized Feynman integral was studied on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ is a function space which is induced by the generalized Brownian…

Probability · Mathematics 2021-12-30 Jae Gil Choi

Path dependence is omnipresent in many disciplines such as engineering, system theory and finance. It reflects the influence of the past on the future, often expressed through functionals. However, non-Markovian problems are often…

Mathematical Finance · Quantitative Finance 2023-03-03 Bruno Dupire , Valentin Tissot-Daguette

We consider single particle Schrodinger operators with a gap in the en ergy spectrum. We construct a complete, orthonormal basis function set for the inv ariant space corresponding to the spectrum below the spectral gap, which are…

Materials Science · Physics 2015-11-25 Emil Prodan

A correspondence between arbitrary Fourier series and certain analytic functions on the unit disk of the complex plane is established. The expression of the Fourier coefficients is derived from the structure of complex analysis. The…

Complex Variables · Mathematics 2015-03-25 Jorge L. deLyra

We provide an introduction of some basic facts of uniformly almost periodic functions, such as Fourier series representations. A result is then proved about Fourier coefficients which is a generalization of the purely periodic case. We then…

Classical Analysis and ODEs · Mathematics 2015-10-22 Alec Train , Rohit Jain , Will Carlson

While General Fractional Calculus has successfully expanded the scope of memory operators beyond power-laws, standard formulations remain predominantly restricted to the half-line via Riemann-Liouville or Caputo definitions. This constraint…

Functional Analysis · Mathematics 2026-01-16 Gustavo Dorrego

In this paper, we investigate the convergence properties of Fourier partial sums associated with general orthonormal systems, focusing on functions that belong to specific differentiable function classes. While classical Fourier analysis…

General Mathematics · Mathematics 2025-09-25 Giorgi Tutberidze , Vakhtang Tsagareishvili , Giorgi Cagareishvili
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