The zero–one law for Besov regularity of periodic Lévy noises

Let ww be a periodic noise on Td\mathbb{T}^d, let τ\bin\tyu0005R\tau\bin\tyu0005\mathbb{R}, and let 0<p,q\textless\textless=0<p,q\textless\textless=\infty. The zero–one law. For every such noise and every such Besov parameters,

P(wBp,qτ(Td))=0or1.\mathbb{P}\left(w\in B_{p,q}^{\tau}(\mathbb{T}^d)\right)=0\quad\text{or}\quad 1.

The preceding results establish smoothness bounds for periodic Lévy noises, but do not exhaust their Besov regularity. This conjecture proposes that membership in any specified Besov space is an almost-sure event or an almost-sure non-event.

Sources & referencesView supporting material

Primary source

Julien Fageot, Michael Unser and John Paul Ward, “On the Besov Regularity of Periodic Lévy Noises”, arXiv:1506.05740 (2015).

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