39,390 research outputs found

    Editorial Note: A Time of Succession

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    Since the beginning of February this year, Suomen antropologi: Journal of Finnish Anthropological Society has navigated a succession. The previous editors-in-chief, Heikki Wilenius and Tuomas Tammisto, passed their roles on to me, Suvi Rautio, and I have received not just a warm welcome, but also copious amounts of support from my predecessors. Driving the journal forward over the last several years, Heikki and Tuomas prepared well for this succession, putting considerable love, sweat, and tears into building a platform that makes the handover of their knowledge and experience of the journal’s editorial processes as fluid and user-friendly as possible. The guidance I received from both Heikki and Tuomas—as well as the range of video tutorials and written guidelines they developed and made readily accessible through our archives—is both robust and thoughtful. In going the extra mile, creating and passing on these detailed tutorials, Heikki and Tuomas have created a foundation of editorial transparency, which I too intend to build upon

    Tangent measures of non-doubling measures

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    We construct a non-doubling measure on the real line, all tangent measures of which are equivalent to Lebesgue measure.Comment: 17 pages, 5 figures. v2: Minor corrections throughout, and section six completely rewritten in a more reader-friendly style; Accepted to Math. Proc. Cambridge Philos. So

    On Fourier analytic properties of graphs

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    We study the Fourier dimensions of graphs of real-valued functions defined on the unit interval [0,1]. Our results imply that the graph of the fractional Brownian motion is almost surely not a Salem set, answering in part a question of Kahane from 1993, and that the graph of a Baire typical function in C[0,1] has Fourier dimension zero.Comment: 11 pages, 1 figure; references added and typos corrected in v2; to appear in Int. Math. Res. Not. IMR

    New evidence shows the characteristics of financial cycles

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    The need to understand financial cycles is growing, but there's scarce literature on its empirical measurement, argue Yves Schüler, Paul Hiebert and Tuomas Peltone
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