Scaling limit of Fourier-Walsh coefficients (a framework)
Boris Tsirelson

TL;DR
This paper investigates how the Fourier-Walsh spectra of discrete models with independent random signs converge to continuous limits, providing a framework for understanding their scaling behavior.
Contribution
It introduces a framework for analyzing the scaling limits of Fourier-Walsh coefficients in models governed by independent random signs.
Findings
Fourier-Walsh spectra convergence is established under certain conditions.
The framework applies to various discrete models converging to continuous limits.
Provides insights into the spectral behavior of models with independent randomness.
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories · Advanced Thermodynamics and Statistical Mechanics
