Positive-part moments via the Fourier-Laplace transform

Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such an expression is given. This study was motivated by extremal problems in probability and statistics, where one needs to evaluate such positive-part moments.Comment: Accepted for publication in Journal of Theoretical Probability, with Proposition 2.6 downgraded to Example 1. A couple of possible applications are added. Other changes are mino

Kinematic Diffraction from a Mathematical Viewpoint

Mathematical diffraction theory is concerned with the analysis of the diffraction image of a given structure and the corresponding inverse problem of structure determination. In recent years, the understanding of systems with continuous and mixed spectra has improved considerably. Simultaneously, their relevance has grown in practice as well. In this context, the phenomenon of homometry shows various unexpected new facets. This is particularly so for systems with stochastic components. After the introduction to the mathematical tools, we briefly discuss pure point spectra, based on the Poisson summation formula for lattice Dirac combs. This provides an elegant approach to the diffraction formulas of infinite crystals and quasicrystals. We continue by considering classic deterministic examples with singular or absolutely continuous diffraction spectra. In particular, we recall an isospectral family of structures with continuously varying entropy. We close with a summary of more recent results on the diffraction of dynamical systems of algebraic or stochastic origin.Comment: 30 pages, invited revie

Uniform distribution and algorithmic randomness

A seminal theorem due to Weyl states that if (a_n) is any sequence of distinct integers, then, for almost every real number x, the sequence (a_n x) is uniformly distributed modulo one. In particular, for almost every x in the unit interval, the sequence (a_n x) is uniformly distributed modulo one for every computable sequence (a_n) of distinct integers. Call such an x "UD random". Here it is shown that every Schnorr random real is UD random, but there are Kurtz random reals that are not UD random. On the other hand, Weyl's theorem still holds relative to a particular effectively closed null set, so there are UD random reals that are not Kurtz random

Wavelet frame bijectivity on Lebesgue and Hardy spaces

We prove a sufficient condition for frame-type wavelet series in $L^p$, the Hardy space $H^1$, and BMO. For example, functions in these spaces are shown to have expansions in terms of the Mexican hat wavelet, thus giving a strong answer to an old question of Meyer. Bijectivity of the wavelet frame operator acting on Hardy space is established with the help of new frequency-domain estimates on the Calder\'on-Zygmund constants of the frame kernel.Comment: 23 pages, 7 figure

Computable Cyclic Functions

This dissertation concerns computable analysis where the idea of a representation of a set is of central importance. The key ideas introduced are those commenting on the computable relationship between two newly constructed representations, a representation of integrable cyclic functions, and the continuous cyclic function representation. Also, the computable relationship of an absolutely convergent Fourier series representation is considered. It is observed that the representation of integrable cyclic functions gives rise to a much larger set of computable functions than obtained by the continuous cyclic function representation and that integration remains a computable operation, but that basic evaluation of the function is not computable. Many other representations are acknowledged enhancing the picture of the partial order structure on the space of representations of cyclic functions. The paper can also be seen as a foundation for the study of Fourier analysis in a computable universe and concludes with an investigation into the computability of the Fourier transform

Computability and analysis: the legacy of Alan Turing

We discuss the legacy of Alan Turing and his impact on computability and analysis.Comment: 49 page