Takagi type functions and dynamical systems: the smoothness of the SBR measure and the existence and smoothness of local time
Abstract
We investigate Takagi-type functions with roughness parameter γ that are H\"older continuous with coefficient H=γ 12. Analytical access is provided by an embedding into a dynamical system related to the baker transform where the graphs of the functions are identified as their global attractors. They possess stable manifolds hosting Sinai-Bowen-Ruelle (SBR) measures. We identify these measures with the laws of certain symmetric Bernoulli convolutions. Dually, where duality is related to ''time'' reversal, we give a representation of the Takagi-type curves centered around fibers of the associated stable manifold in terms of Bernoulli convolutions. Duality also relates SBR to occupation measure. As opposed to SBR measure - Bernoulli convolutions belong to the first chaos - occupation measure turns out to be a functional in the second Rademacher chaos, in terms of this non-Gaussian Malliavin calculus. Using a Fourier analytic criterion and variants of Weyl's equidistribution theorem, we prove for smoothness parameters γ = 2-1m, m∈N, that the Takagi-type curves possess square integrable local times with m-2 smooth derivatives.
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.