2 citations · 3 across the 6 of their papers we have counts for
6 papers
Transferring Fourier Multipliers from Rn to Compact Lie Groups
David G Maher
This paper uses the wrapping map of Dooley and Wildberger to prove Lp boundedness of multipliers on compact Lie groups by transferring the estimate from Rn. This improves the bound…
How big should a Stress Shock be?
David G Maher
Stress shocks are often calculated as multiples of the standard deviation of a history set. This paper investigates how many standard deviations are required to guarantee that this…
Wrapping Brownian motion and heat kernels II: symmetric spaces
David G Maher
In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouv…
Wrapping Brownian motion and heat kernels I: compact Lie groups
David G Maher
An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, whic…
Some Remarks on T-copulas
Volf Frishling, David G Maher
We examine three methods of constructing correlated Student- random variables. Our motivation arises from simulations that utilise heavy-tailed distributions for the purposes of…
Wrapping Brownian motion and heat kernels on compact Lie groups
David Maher
The fundamental solution of the heat equation on is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when is…