A time domain characterization of the fine local regularity of functions.

DOI10.1007/S00041-002-0016-3MaRDI QIDQ1865859zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 2002

Published in The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00041-002-0016-3

zbMATH Keywords

2-microlocal spacesfractalsHölder exponentsnumerical estimationregularity of functionswavelets

Mathematics Subject Classification ID

Lipschitz (Hölder) classes (26A16) Fractals (28A80) Microlocal methods and methods of sheaf theory and homological algebra applied to PDEs (35A27) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

The authors define new functional spaces designed to measure the fine local regularity of functions. In contrast with classical approaches based on, e.g., Littlewood--Paley or wavelet analysis, these spaces are characterized by conditions expressed in the time domain. This is in some cases simpler and more convenient. In particular, since no preprocessing of the data is necessary, it is possible to obtain robust numerical estimation procedures in the case of sampled signals.

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Cited in

(12)

• Estimations of Hölder regularities and direction of singularity by Hart Smith and curvelet transforms
• Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents
• A time domain characterization of 2-microlocal spaces
• Microlocal analysis and characterization of Sobolev wavefront sets using shearlets
• Generalized 2-microlocal frontier prescription
• Stochastic 2-microlocal analysis
• 2-microlocal analysis of martingales and stochastic integrals
• Some sample path properties of multifractional Brownian motion
• Characterisation of two-microlocal spaces and wavefront sets by wavelet transforms and their application to solutions of Schrödinger equations
• The multifractal nature of Volterra-Lévy processes
• A wavelet-based method for surrogate data generation
• Scaling exponents in fully developed asymmetric channel flow

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