Scaling limit of Fourier-Walsh coefficients (a framework)

1999/03/21 by Boris Tsirelson, Tsirelson, Boris
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60G05 (Secondary) #60K35 (Primary) 42C10 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories #math.PR #msc:42C10 #msc:60G05 #msc:60K35

paper · pdf · doi:10.48550/arxiv.math/9903121

11 pages, 3 figures, LaTeX2e

arxiv created 1999/03/21 · openalex publication_date 1999/03/21 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Independent random signs can govern various discrete models that converge to non-isomorphic continuous limits. Convergence of Fourier-Walsh spectra is established under appropriate conditions.

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