Convolution powers of complex functions on Z^d

DOI10.4171/RMI/964MaRDI QIDQ1676069zbMATH OpenFDO

Authors Evan Randles, Laurent Saloff-Coste

Publication date 3 November 2017

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.03501

zbMATH Keywords

Legendre-Fenchel transformlocal limit theoremsrandom walksstability of numerical difference schemes

Mathematics Subject Classification ID

Convolution, factorization for one variable harmonic analysis (42A85) Limit theorems in probability theory (60F99)

Abstract: The study of convolution powers of a finitely supported probability distribution $phi$ on the $d$-dimensional square lattice is central to random walk theory. For instance, the $n$th convolution power $ph{i}^{(n)}$ is the distribution of the $n$th step of the associated random walk and is described by the classical local limit theorem. Following previous work of P. Diaconis and the authors, we explore the more general setting in which $phi$ takes on complex values. This problem, originally motivated by the problem of Erastus L. De Forest in data smoothing, has found applications to the theory of stability of numerical difference schemes in partial differential equations. For a complex valued function $phi$ on $mathbb{Z}^d$, we ask and address four basic and fundamental questions about the convolution powers $ph{i}^{(n)}$ which concern sup-norm estimates, generalized local limit theorems, pointwise estimates, and stability. This work extends one-dimensional results of I. J. Schoenberg, T. N. E. Greville, P. Diaconis and the second author and, in the context of stability theory, results by V. Thom'ee and M. V. Fedoryuk.

Review text

Summary: The study of convolution powers of a finitely supported probability distribution \(\phi\) on the \(d\)-dimensional square lattice is central to random walk theory. For instance, the \(n\)th convolution power \(\phi^{(n)}\) is the distribution of the \(n\)th step of the associated random walk and is described by the classical local limit theorem. Following previous work of P. Diaconis and the authors, we explore the more general setting in which \(\phi\) takes on complex values. This problem, originally motivated by the problem of Erastus L. De Forest in data smoothing, has found applications to the theory of stability of numerical difference schemes in partial differential equations. For a complex valued function \(\phi\) on \(\mathbb{Z}^d\), we ask and address four basic and fundamental questions about the convolution powers \(\phi^{(n)}\) which concern sup-norm estimates, generalized local limit theorems, pointwise estimates, and stability. This work extends one-dimensional results of I.J. Schoenberg, T.N.E. Greville, P. Diaconis and the second author and, in the context of stability theory, results by V. Thomée and M.V. Fedoryuk.

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Cited in

(13)

• Local limit theorems for complex functions on \(\mathbb{Z}^d\)
• Generalized Gaussian bounds for discrete convolution powers
• A generalized polar-coordinate integration formula with applications to the study of convolution powers of complex-valued functions on \(\mathbb{Z}^d\)
• The Green's function of the Lax-Wendroff and beam-warming schemes
• Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform
• Sur les puissances de convolution de la fonction de Dickman
• Davies' method for heat-kernel estimates: an extension to the semi-elliptic setting
• Convolution powers of complex functions on \(\mathbb Z\)
• On-diagonal asymptotics for heat kernels of a class of inhomogeneous partial differential operators
• Asymptotic behaviors of convolution powers of the Riemann zeta distribution
• The local limit theorem for complex valued sequences: the parabolic case
• Convolution powers of unbounded measures on the positive half-line
• On the convolution powers of complex functions on \(\mathbb{Z}\)

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