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Gaussian structures and orthogonal polynomials
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2002 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

This thesis consists of four papers on the following topics in analysis and probability: analysis on Wiener space, asymptotic properties of orthogonal polynomials, and convergence rates in the central limit theorem. The first paper gives lower bounds on the constants in the Meyer inequality from the Malliavin calculus. It is shown that both constants grow at least like (p-1)-1 or like p when p approaches 1 or ∞ respectively. This agrees with known upper bounds. In the second paper, an extremal problem on Wiener chaos motivates an investigation of the Lp-norms of Hermite polynomials. This is followed up by similar computations for Charlier polynomials in the third paper. In both cases, the Lp-norms present a peculiar behaviour with certain threshold values of p, where the growth rate and the dominating intervals undergo a rapid change. The fourth paper analyzes a connection between probability and numerical analysis. More precisely, known estimates on the convergence rate of finite difference equations are "translated" into results on convergence rates of certain functionals in the central limit theorem. These are also extended, using interpolation of Banach spaces as a main tool. Besov spaces play a central role in the emerging results.

Place, publisher, year, edition, pages
Uppsala: Avdelningen för matematik , 2002. , p. 95
Series
Uppsala Dissertations in Mathematics, ISSN 1401-2049 ; 22
Keywords [en]
Mathematics, Meyer inequality, orthogonal polynomials, Lp-norms, information entropy, finite difference equations, central limit theorem, interpolation theory, Besov spaces
Keywords [sv]
MATEMATIK
National Category
Mathematics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-1632ISBN: 91-506-1535-1 (print)OAI: oai:DiVA.org:uu-1632DiVA, id: diva2:161229
Public defence
2002-02-15, sal 2247, Polacksbacken, Uppsala, 13:15
Opponent
Available from: 2002-01-23 Created: 2002-01-23 Last updated: 2012-07-26Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • vancouver
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  • de-DE
  • en-GB
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  • nn-NB
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Output format
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