scholarly journals The bilinear Hilbert transform in UMD spaces

2020 ◽  
Vol 378 (3-4) ◽  
pp. 1129-1221 ◽  
Author(s):  
Alex Amenta ◽  
Gennady Uraltsev

Abstract We prove $$L^p$$ L p -bounds for the bilinear Hilbert transform acting on functions valued in intermediate UMD spaces. Such bounds were previously unknown for UMD spaces that are not Banach lattices. Our proof relies on bounds on embeddings from Bochner spaces $$L^p(\mathbb {R};X)$$ L p ( R ; X ) into outer Lebesgue spaces on the time-frequency-scale space $$\mathbb {R}^3_+$$ R + 3 .

2001 ◽  
Vol 70 (1) ◽  
pp. 37-55 ◽  
Author(s):  
Dashan Fan ◽  
Shuichi Sato

AbstractWe study DeLeeuw type theorems for certain multilinear operators on the Lebesgue spaces and on the Hardy spaces. As applications, on the torus we obtain an analog of Lacey—Thiele's theorem on the bilinear Hilbert transform, as well as analogies of some recent theorems on multilinear singular integrals by Kenig—Stein and by Grafakos—Torres.


2021 ◽  
Vol 11 (1) ◽  
pp. 72-95
Author(s):  
Xiao Zhang ◽  
Feng Liu ◽  
Huiyun Zhang

Abstract This paper is devoted to investigating the boundedness, continuity and compactness for variation operators of singular integrals and their commutators on Morrey spaces and Besov spaces. More precisely, we establish the boundedness for the variation operators of singular integrals with rough kernels Ω ∈ Lq (S n−1) (q > 1) and their commutators on Morrey spaces as well as the compactness for the above commutators on Lebesgue spaces and Morrey spaces. In addition, we present a criterion on the boundedness and continuity for a class of variation operators of singular integrals and their commutators on Besov spaces. As applications, we obtain the boundedness and continuity for the variation operators of Hilbert transform, Hermit Riesz transform, Riesz transforms and rough singular integrals as well as their commutators on Besov spaces.


2006 ◽  
Vol 16 (4) ◽  
pp. 563-584 ◽  
Author(s):  
Dmitriy Bilyk ◽  
Loukas Grafakos

2010 ◽  
Vol 02 (03) ◽  
pp. 313-336 ◽  
Author(s):  
MD. KHADEMUL ISLAM MOLLA ◽  
KEIKICHI HIROSE

The performance of Hilbert spectrum (HS) in time-frequency representation (TFR) of audio signals is investigated in this paper. HS offers a fine-resolution TFR of time domain signals. It is derived by applying empirical mode decomposition (EMD), a newly developed data adaptive method for nonlinear and non-stationary signal analysis together with Hilbert transform. EMD represents any time domain signal as a sum of a finite number of bases called intrinsic mode functions (IMFs). The instantaneous frequency responses of the IMFs derived through Hilbert transform are arranged to obtain the TFR of the analyzing signal yielding the HS. The disjoint orthogonal property of audio signals is used as the decisive factor to measure the efficiency in TFR. Several audio signals are considered as disjoint orthogonal if not more than one source is active at any time-frequency cell. The performance of HS is compared with well known and widely used short-time Fourier transform technique for TFR. The experimental results show that HS based method performs better in time-frequency representation of the audio signals with the consideration of disjoint orthogonality.


Author(s):  
Amin Fereidooni ◽  
Abhijit Sarkar ◽  
Dominique Poirel ◽  
Aze´mi Benaissa ◽  
Vincent Me´tivier ◽  
...  

Stationary data lend themselves well to the Fourier decomposition into harmonic components. Conversely, spectral characteristics of non-stationary data vary with time, and hence do not generally admit the application of Fourier transform. In order to investigate the localized time-frequency characteristics of non-stationary data, the notions of instantaneous frequency and amplitude are invoked. These concepts are applied to the von Ka´rma´n vortex shedding observed in the wake of a self-sustained pitching airfoil. For this range of Reynolds numbers (104 – 105), it has been reported that at any given airspeed the shedding frequency of the vortex street varies with angle of attack (AOA), ranging from the Strouhal number St ≈ 0.6 at zero AOA and tending to St ≈ 0.1 for high AOA. For the pitching motion, which originates from a positive energy transfer from the flow to the airfoil due to negative aerodynamic damping, the von Ka´rma´n vortex shedding frequency varies with pitch angle hence with time. Hilbert transform provides a robust estimate of instantaneous frequency through the definition of analytic signals. However, Hilbert transform provides meaningful instantaneous frequency for only monocomponent signals. To overcome this difficulty, the Hilbert-Huang transform is commonly exploited. In this paper, both the Hilbert and Hilbert-Huang transforms are applied in order to capture the instantaneous vortex shedding frequency. For multicomponent signals Empirical Mode Decomposition (EMD) splits the signal to monocomponent signals, namely Intrinsic Mode Functions, through a so-called sifting process. Application of Hilbert transform to these functions produces instantaneous frequencies and amplitudes. Therefore the time-frequency-amplitude representation of the signal appears to be a promising tool for obtaining more physical insight into the time-varying vortex shedding frequency in the wake of a pitching airfoil.


2017 ◽  
Vol 04 (04) ◽  
pp. 1750040 ◽  
Author(s):  
Emrah Oral ◽  
Gazanfer Unal

In this paper, dynamic four-dimensional (4D) correlation of eastern and western markets is analyzed. A wavelet-based scale-by-scale analysis method has been introduced to model and forecast stock market data for strongly correlated time intervals. The daily data of stock markets of SP500, FTSE and DAX (western markets) and NIKKEI, TAIEX and KOSPI (eastern markets) are obtained from 2009 to the end of 2016 and their co-movement dependencies on time–frequency space using 4D multiple wavelet coherence (MWC) are determined. Once the data is detached into levels of different frequencies using scale-by-scale continuous wavelet transform, all of the time series possessing the same frequency scale are selected, inversed and forecasted using multivariate model, vector autoregressive moving average (VARMA). It is concluded that the efficiency of forecasting is increased substantially using the same-frequency highly correlated time series obtained by scale-by-scale wavelet transform. Moreover, the increasing or decreasing trend of prospected price shift is foreseen fairly well.


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