University of Waterloo

A limit theorem for Bernoulli convolutions and the Φ-variation of functions in the Takagi class

We consider a probabilistic approach to compute the Wiener–Young Φ-variation of fractal functions in the Takagi class. Here, the Φ-variation is understood as a generalization of the quadratic ...
JSTOR Daily

On Selberg’s Central Limit Theorem for Dirichlet L-functions

Dans cet article, nous présentons une nouvelle preuve du théorème central limite de Selberg pour les fonctions L de Dirichlet, basée sur une méthode de Radziwiłł et Soundararajan. De plus, nous ...
JSTOR Daily

LIMIT THEOREMS FOR THE EMPIRICAL DISTRIBUTION FUNCTION OF SCALED INCREMENTS OF ITÔ SEMIMARTINGALES AT HIGH FREQUENCIES

We derive limit theorems for the empirical distribution function of "devolatilized" increments of an Ito semimartingale observed at high frequencies. These "devolatilized" increments are formed by ...
University of Waterloo

A limit theorem for Bernoulli convolutions and the Φ-variation of functions in the Takagi class.

A limit theorem for Bernoulli convolutions and the Φ-variation of functions in the Takagi class. Citation: Han, Xiyue , Alexander Schied, and Zhenyuan Zhang. “A limit theorem for Bernoulli ...