Localized bases in L^2(0,1) and their use in the analysis of Brownian motion

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dc.creatorJorgensen, Palle E. T.
dc.creatorMohari, Anilesh
dc.date2005-12-30
dc.date2007-03-18
dc.date.accessioned2026-07-07T07:52:14Z
dc.date.available2026-07-07T07:52:14Z
dc.descriptionMotivated by problems on Brownian motion, we introduce a recursive scheme for a basis construction in the Hilbert space L^2(0,1) which is analogous to that of Haar and Walsh. More generally, we find a new decomposition theory for the Hilbert space of square-integrable functions on the unit-interval, both with respect to Lebesgue measure, and also with respect to a wider class of self-similar measures (mu). That is, we consider recursive and orthogonal decompositions for the Hilbert space L^2(mu) where mu is some self-similar measure on [0,1]. Up to two specific reflection symmetries, our scheme produces infinite families of orthonormal bases in L^2(0,1). Our approach is as versatile as the more traditional spline constructions. But while singly generated spline bases typically do not produce orthonormal bases, each of our present algorithms does.
dc.description26 pages, LaTeX2e "elsart" document class, 2 figures comprising 33 EPS graphics. v2: corrections for consistency, more explanation about the tools which might not be too widely known, and clearer presentation of the results in the application to Brownian motion in the final section. v3: corrections for consistency and to meet the requirements from refree's report for the J. Approx. Theory
dc.identifierhttps://arxiv.org/abs/math/0512659
dc.identifierhttp://arxiv.org/abs/math/0512659
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125807
dc.subjectClassical Analysis and ODEs
dc.subjectFunctional Analysis
dc.subject42C40, 37F40, 46E22, 47L30
dc.titleLocalized bases in L^2(0,1) and their use in the analysis of Brownian motion
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