Related papers: Fourier spectra of measures associated with algori…
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…
We study invariant measures for random countable (finite or infinite) conformal iterated function systems (IFS) with arbitrary overlaps. We do not assume any type of separation condition. We prove, under a mild assumption of finite entropy,…
Let $R$ be an expanding matrix with integer entries and let $B,L$ be finite integer digit sets so that $(R,B,L)$ form a Hadamard triple on ${\br}^d$ in the sense that the matrix $$ \frac{1}{\sqrt{|\det R|}}\left[e^{2\pi i \langle…
We study algorithmic problems on subsets of Euclidean space of low fractal dimension. These spaces are the subject of intensive study in various branches of mathematics, including geometry, topology, and measure theory. There are several…
We consider iterated function systems (IFS) in ${\mathbb R}^d$ for $d\ge 3$ of the form $\{f_j(x) = \lambda {\mathcal O} x + a_j\}_{j=0}^m$, with $a_0=0$ and $m\ge 1$. Here $\lambda\in (0,1)$ is the contraction ratio and ${\mathcal O}$ is…
It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each contstituent mean iterated integral is a sum of hypergeometric…
The Special Affine Fourier Transformation or the SAFT generalizes a number of well known unitary transformations as well as signal processing and optics related mathematical operations. Shift-invariant spaces also play an important role in…
We present an efficient method for propagating the time-dependent Kohn-Sham equations in free space, based on the recently introduced Fourier contour deformation (FCD) approach. For potentials which are constant outside a bounded domain,…
We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match…
Let $G$ be a semi-direct product $G=A\times_\phi K$ with $A$ Abelian and $K$ compact. We characterize spread-out probability measures on $G$ that are mixing by convolutions by means of their Fourier transforms. A key tool is a spectral…
Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…
Motivated by recent developments in the theory of bounded variation functions on nested fractals, this paper studies the exact asymptotics of functionals related to the total variation measure associated with unions of $n$-complexes. The…
In this article we study the generalized Fourier dimension of the set of Liouville numbers $\mathbb{L}$. Being a set of zero Hausdorff dimension, the analysis has to be done at the level of functions with a slow decay at infinity acting as…
We prove that for random affine code tree fractals the affinity dimension is almost surely equal to the unique zero of the pressure function. As a consequence, we show that the Hausdorff, packing and box counting dimensions of such systems…
Asymptotic expansion of the distribution of a perturbation $Z_n$ of a Skorohod integral jointly with a reference variable $X_n$ is derived. We introduce a second-order interpolation formula in frequency domain to expand a characteristic…
Let $\Phi$ be a $C^{1+\gamma}$ smooth IFS on $\mathbb{R}$, where $\gamma>0$. We provide mild conditions on the derivative cocycle that ensure that every self conformal measure is supported on points $x$ that are absolutely normal. That is,…
We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
We investigate small deviation properties of Gaussian random fields in the space $L_q(\R^N,\mu)$ where $\mu$ is an arbitrary finite compactly supported Borel measure. Of special interest are hereby "thin" measures $\mu$, i.e., those which…
Dynamical instrument limitations, such as finite detection bandwidth, do not simply add statistical errors to fluctuation measurements, but can create significant systematic biases that affect the measurement of steady-state properties.…