Related papers: Fourier spectra of measures associated with algori…
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
The application of Fourier analysis in combination with the Proper Orthogonal Decomposition (POD) is investigated. In this approach to turbulence decomposition, which has recently been termed Spectral POD (SPOD), Fourier modes are…
Starting from a comparison of some established numerical algorithms for the computation of the eigenvalues (discrete or solitonic spectrum) of the non-Hermitian version of the Zakharov-Shabat spectral problem, this article delivers new…
The Brownian motion $(U^N_t)_{t\ge 0}$ on the unitary group converges, as a process, to the free unitary Brownian motion $(u_t)_{t\ge 0}$ as $N\to\infty$. In this paper, we prove that it converges strongly as a process: not only in…
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
Let $\operatorname{St}^{n}_{k}\subset\mathbb{R}^{n\times k}$ be the set of all $n\times k$ matrices whose columns are mutually orthogonal and of unit Euclidean length, and let $\mu_{n,k}$ be the surface measure corresponding to this…
This paper develops a constructive numerical scheme for Fourier-Bessel approximations on disks compatible with convolutions supported on disks. We address accurate finite Fourier-Bessel transforms (FFBT) and inverse finite Fourier-Bessel…
Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…
We study the packing dimension of Borel measures under orthogonal projections. We give a necessary and sufficient condition such that typical projections of Borel probability measures have full packing dimension and derive general lower…
In this work we study fractal properties of rough differential equations driven by a fractional Brownian motions with Hurst parameter $H>\frac{1}{4}$. In particular, we show that the Hausdorff dimension of the sample paths of the solution…
We present novel microlocal and injectivity analyses of ellipsoid and hyperboloid Radon transforms. We introduce a new Radon transform, $R$, which defines the integrals of a compactly supported $L^2$ function, $f$, over ellipsoids and…
Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…
We prove that the spherical mean of the Fourier transform of the characteristic function of a bounded convex set (without any additional assumptions) or a bounded set with a C^{3/2} boundary decays at infinity at the same rate as the…
We study concentration operators associated with either the discrete or the continuous Fourier transform, that is, operators that incorporate a spatial cut-off and a subsequent frequency cut-off to the Fourier inversion formula. Their…
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…
We consider a linear-quadratic deterministic optimal control problem where the control takes values in a two-dimensional simplex. The phase portrait of the optimal synthesis contains second-order singular extremals and exhibits modes of…
The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…
We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…