Harmonic analysis of Mandelbrot cascades -- in the context of vector-valued martingales
| Autor: | Chen, Xinxin, Han, Yong, Qiu, Yanqi, Wang, Zipeng |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | We solve a long-standing open problem of determining the Fourier dimension of the Mandelbrot canonical cascade measure (MCCM). This problem of significant interest was raised by Mandelbrot in 1976 and reiterated by Kahane in 1993. Specifically, we derive the exact formula for the Fourier dimension of the MCCM for random weights $W$ satisfying the condition $\mathbb{E}[W^t]<\infty$ for all $t>0$. As a corollary, we prove that the MCCM is Salem if and only if the random weight has a specific two-point distribution. In addition, we show that the MCCM is Rajchman with polynomial Fourier decay whenever the random weight satisfies $\mathbb{E}[W^{1+\delta}]<\infty$ for some $\delta>0$. As a consequence, we discover that, in the Biggins-Kyprianou's boundary case, the Fourier dimension of the MCCM exhibits a second order phase transition at the inverse temperature $\beta = 1/2$; we establish the upper Frostman regularity for MCCM; and we obtain a Fourier restriction estimate for MCCM. While the precise Fourier dimension formula seems to be a little magical in the realm of cascade theory, it turns out to be fairly natural in the context of vector-valued martingales. Indeed, the vector-valued martingales will play key roles in our new formalism of actions by multiplicative cascades on finitely additive vector measures, which is the major novelty of this paper. Comment: 78 pages |
| Databáze: | arXiv |
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