Search results for "Smoothness"
showing 10 items of 43 documents
PIP-Spaces and Signal Processing
2009
Contemporary signal processing makes an extensive use of function spaces, always with the aim of getting a precise control on smoothness and decay properties of functions. In this chapter, we will discuss several classes of such function spaces that have found interesting applications, namely, mixed-norm spaces, amalgam spaces, modulation spaces, or Besov spaces. It turns out that all those spaces come in families indexed by one or more parameters, that specify, for instance, the local behavior or the asymptotic properties. In general, a single space, taken alone, does not have an intrinsic meaning, it is the family as a whole that does, which brings us to the very topic of this volume. In …
Error Bounds for the Numerical Evaluation of Integrals with Weights
1988
This paper is concerned with a procedure of obtaining error bounds for numerically evaluated integrals with weights. If \( - \infty \mathop < \limits_ = a < b\mathop < \limits_ = \infty \), w integrable over [a,b] and positive almost everywhere, then an approximation of \({I_W}f: = \int\limits_a^b {w\left( t \right)f\left( t \right)dt} \) by a quadrature rule \({Q_n}f: = \sum\limits_{i = 0}^n {{\alpha _i}f\left( {{t_i}} \right)} \) is leading to the error Enf ≔ Iwf ‒ Qnf. An algorithm is derived for the computation of bounds for |Enf| depending on the smoothness of the integrand f and on the degree of exactness of Q. As initial values this algorithm needs moments of the weighting function w…
Uniformly nonsquare Banach spaces have the fixed point property for nonexpansive mappings
2006
Abstract It is shown that if the modulus Γ X of nearly uniform smoothness of a reflexive Banach space satisfies Γ X ′ ( 0 ) 1 , then every bounded closed convex subset of X has the fixed point property for nonexpansive mappings. In particular, uniformly nonsquare Banach spaces have this property since they are properly included in this class of spaces. This answers a long-standing question in the theory.
On approximation of a class of stochastic integrals and interpolation
2004
Given a diffusion Y = (Y_{t})_{t \in [0,T]} we give different equivalent conditions so that a stochastic integral has an L 2-approximation rate of n −η, {\rm \eta \in (0,1/2],} if one approximates by integrals over piece-wise constant integrands where equidistant time nets of cardinality n + 1 are used. In particular, we obtain assertions in terms of smoothness properties of g(Y T ) in the sense of Malliavin calculus. After optimizing over non-equidistant time-nets of cardinality n + 1 in case {\rm \eta > 0} , it turns out that one always obtains a rate of n^{ - 1/2}, which is optimal. This applies to all functions g obtained in an appropriate way by the real interpolation method between th…
Tracking of Quantized Signals Based on Online Kernel Regression
2021
Kernel-based approaches have achieved noticeable success as non-parametric regression methods under the framework of stochastic optimization. However, most of the kernel-based methods in the literature are not suitable to track sequentially streamed quantized data samples from dynamic environments. This shortcoming occurs mainly for two reasons: first, their poor versatility in tracking variables that may change unpredictably over time, primarily because of their lack of flexibility when choosing a functional cost that best suits the associated regression problem; second, their indifference to the smoothness of the underlying physical signal generating those samples. This work introduces a …
On a Retarded Nonlocal Ordinary Differential System with Discrete Diffusion Modeling Life Tables
2021
In this paper, we consider a system of ordinary differential equations with non-local discrete diffusion and finite delay and with either a finite or an infinite number of equations. We prove several properties of solutions such as comparison, stability and symmetry. We create a numerical simulation showing that this model can be appropriate to model dynamical life tables in actuarial or demographic sciences. In this way, some indicators of goodness and smoothness are improved when comparing with classical techniques.
$n$-harmonic coordinates and the regularity of conformal mappings
2014
This article studies the smoothness of conformal mappings between two Riemannian manifolds whose metric tensors have limited regularity. We show that any bi-Lipschitz conformal mapping or $1$-quasiregular mapping between two manifolds with $C^r$ metric tensors ($r > 1$) is a $C^{r+1}$ conformal (local) diffeomorphism. This result was proved in [12, 27, 33], but we give a new proof of this fact. The proof is based on $n$-harmonic coordinates, a generalization of the standard harmonic coordinates that is particularly suited to studying conformal mappings. We establish the existence of a $p$-harmonic coordinate system for $1 < p < \infty$ on any Riemannian manifold.
Conformality and $Q$-harmonicity in sub-Riemannian manifolds
2016
We prove the equivalence of several natural notions of conformal maps between sub-Riemannian manifolds. Our main contribution is in the setting of those manifolds that support a suitable regularity theory for subelliptic $p$-Laplacian operators. For such manifolds we prove a Liouville-type theorem, i.e., 1-quasiconformal maps are smooth. In particular, we prove that contact manifolds support the suitable regularity. The main new technical tools are a sub-Riemannian version of p-harmonic coordinates and a technique of propagation of regularity from horizontal layers.
SPECTRAL GEOMETRY OF SPACETIME
2000
Spacetime, understood as a globally hyperbolic manifold, may be characterized by spectral data using a 3+1 splitting into space and time, a description of space by spectral triples and by employing causal relationships, as proposed earlier. Here, it is proposed to use the Hadamard condition of quantum field theory as a smoothness principle.
Moving Averages for Market Timing
2016
This paper begins by presenting the moving average methodology of detecting the direction of a trend and identifying turning points in the trend in real time. The paper then proceeds to introduce the general weighted moving average, derives some of its key properties, and discusses how to quantitatively assess the two important characteristics of a moving average: the average lag time and the smoothness. Finally the paper aims to give an overview of some specific types of moving averages used in market timing. These types include regular moving averages, moving averages of moving averages, and mixed moving averages with less lag time. Different types of moving averages are compared to each …