Constructing Sublinear Expectations on Path Space

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that holds without exceptional set. Our results also shed light on the inherent limitations to constructing sublinear expectations through aggregation.Comment: 28 pages; forthcoming in 'Stochastic Processes and their Applications

Upper bounds for Fourier transforms of exponential functions

Meaningful upper bounds for the Fourier transform of polynomial exponential functions are often hard to come by. Regarding Fourier transforms of rational exponential functions, which are of importance, for example in Campbell's sampling theorem, the purpose of finding significant upper bounds is an even more demanding exercise. In this article, we propose a new approach in order to obtain significant upper bounds for Fourier transforms of general exponential functions. The technique is shown to allow further generalization in order to deal with Fourier-like integrals and rational exponential integrals

Shannon Wavelets for the Solution of Integrodifferential Equations

Shannon wavelets are used to define a method for the solution of integrodifferential equations. This method is based on (1) the Galerking method, (2) the Shannon wavelet representation, (3) the decorrelation of the generalized Shannon sampling theorem, and (4) the definition of connection coefficients. The Shannon sampling theorem is considered in a more general approach suitable for analysing functions ranging in multifrequency bands. This generalization coincides with the Shannon wavelet reconstruction ofL2(ℝ)functions. Shannon wavelets areC∞-functions and their any order derivatives can be analytically defined by some kind of a finite hypergeometric series (connection coefficients)

Spacetime could be simultaneously continuous and discrete in the same way that information can

There are competing schools of thought about the question of whether spacetime is fundamentally either continuous or discrete. Here, we consider the possibility that spacetime could be simultaneously continuous and discrete, in the same mathematical way that information can be simultaneously continuous and discrete. The equivalence of continuous and discrete information, which is of key importance in information theory, is established by Shannon sampling theory: of any bandlimited signal it suffices to record discrete samples to be able to perfectly reconstruct it everywhere, if the samples are taken at a rate of at least twice the bandlimit. It is known that physical fields on generic curved spaces obey a sampling theorem if they possess an ultraviolet cutoff. Most recently, methods of spectral geometry have been employed to show that also the very shape of a curved space (i.e., of a Riemannian manifold) can be discretely sampled and then reconstructed up to the cutoff scale. Here, we develop these results further, and we here also consider the generalization to curved spacetimes, i.e., to Lorentzian manifolds

On the computation of directional scale-discretized wavelet transforms on the sphere

We review scale-discretized wavelets on the sphere, which are directional and allow one to probe oriented structure in data defined on the sphere. Furthermore, scale-discretized wavelets allow in practice the exact synthesis of a signal from its wavelet coefficients. We present exact and efficient algorithms to compute the scale-discretized wavelet transform of band-limited signals on the sphere. These algorithms are implemented in the publicly available S2DW code. We release a new version of S2DW that is parallelized and contains additional code optimizations. Note that scale-discretized wavelets can be viewed as a directional generalization of needlets. Finally, we outline future improvements to the algorithms presented, which can be achieved by exploiting a new sampling theorem on the sphere developed recently by some of the authors.Comment: 13 pages, 3 figures, Proceedings of Wavelets and Sparsity XV, SPIE Optics and Photonics 2013, Code is publicly available at http://www.s2dw.org