Journal of Operator Theory, Vol. 65, No. 1 (Winter 2011), pp. 17-45 (29 pages) We introduce characteristic functions for certain contractive liftings of row contractions. These are multi-analytic ...

This is a preview. Log in through your library . Abstract The purpose of this paper is to show that the empirical characteristic function, when suitably normalised, converges weakly to a stationary ...

Citations: Todorov, Viktor, Carsten Chong. 2025. Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications. Bernoulli.

STATISTICAL DESCRIPTION OF TURBULENCE: Averages and operations -- Probabilities for one-dimensional scalar functions -- Moments and characteristic functions -- Joint densities and distributions -- ...