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A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2021-01-01 , DOI: 10.1016/j.spl.2020.108920
Xiyue Han , Alexander Schied , Zhenyuan Zhang

Abstract We consider Weierstras and Takagi–van der Waerden functions with critical degree of roughness. In this case, the functions have vanishing p th variation for all p > 1 but are also nowhere differentiable and hence not of bounded variation either. We resolve this apparent puzzle by showing that these functions have finite, nonzero, and linear Wiener–Young Φ -variation along the sequence of b -adic partitions, where Φ ( x ) = x ∕ − log x . For the Weierstras functions, our proof is based on the martingale central limit theorem (CLT). For the Takagi–van der Waerden functions, we use the CLT for Markov chains if a certain parameter b is odd, and the standard CLT for b even.

中文翻译:

具有临界粗糙度的经典分形函数 Φ 变化的概率方法

摘要 我们考虑具有临界粗糙度的 Weierstras 和 Takagi-van der Waerden 函数。在这种情况下,对于所有 p > 1,函数具有消失的 p th 变化,但也无处可微,因此也不是有界变化。我们通过展示这些函数沿着 b-adic 分区序列具有有限的、非零的和线性的 Wiener-Young Φ - 变化来解决这个明显的难题,其中 Φ ( x ) = x ∕ − log x 。对于 Weierstras 函数,我们的证明基于鞅中心极限定理 (CLT)。对于 Takagi-van der Waerden 函数,如果某个参数 b 是奇数,我们使用马尔可夫链的 CLT,而 b 是偶数的标准 CLT。
更新日期:2021-01-01
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