## Fachbereich Mathematik

- Wavelet Smoothing of Evolutionary Spectra by Non-Linear Thresholding (1999)
- We consider wavelet estimation of the time-dependent (evolutionary) power spectrum of a locally stationary time series. Allowing for departures from stationary proves useful for modelling, e.g., transient phenomena, quasi-oscillating behaviour or spectrum modulation. In our work wavelets are used to provide an adaptive local smoothing of a short-time periodogram in the time-freqeuncy plane. For this, in contrast to classical nonparametric (linear) approaches we use nonlinear thresholding of the empirical wavelet coefficients of the evolutionary spectrum. We show how these techniques allow for both adaptively reconstructing the local structure in the time-frequency plane and for denoising the resulting estimates. To this end a threshold choice is derived which is motivated by minimax properties w.r.t. the integrated mean squared error. Our approach is based on a 2-d orthogonal wavelet transform modified by using a cardinal Lagrange interpolation function on the finest scale. As an example, we apply our procedure to a time-varying spectrum motivated from mobile radio propagation.

- A short note on functions of bounded semivariation and countably additive vector measures (1999)
- In the scalar case one knows that a complex normalized function of boundedvariation \(\phi\) on \([0,1]\) defines a unique complex regular Borel measure\(\mu\) on \([0,1]\). In this note we show that this is no longer true in generalin the vector valued case, even if \(\phi\) is assumed to be continuous. Moreover, the functions \(\phi\) which determine a countably additive vectormeasure \(\mu\) are characterized.

- Two equivalent norms for vector-valued holomorphic functions (1999)
- The following two norms for holomorphic functions \(F\), defined on the right complex half-plane \(\{z \in C:\Re(z)\gt 0\}\) with values in a Banach space \(X\), are equivalent: \[\begin{eqnarray*} \lVert F \rVert _{H_p(C_+)} &=& \sup_{a\gt0}\left( \int_{-\infty}^\infty \lVert F(a+ib) \rVert ^p \ db \right)^{1/p} \mbox{, and} \\ \lVert F \rVert_{H_p(\Sigma_{\pi/2})} &=& \sup_{\lvert \theta \lvert \lt \pi/2}\left( \int_0^\infty \left \lVert F(re^{i \theta}) \right \rVert ^p\ dr \right)^{1/p}.\end{eqnarray*}\] As a consequence, we derive a description of boundary values ofsectorial holomorphic functions, and a theorem of Paley-Wiener typefor sectorial holomorphic functions.

- Characterization of operators of positive scalar type (1999)
- Let \(X\) be a Banach lattice. Necessary and sufficient conditions for a linear operator \(A:D(A) \to X\), \(D(A)\subseteq X\), to be of positive \(C^0\)-scalar type are given. In addition, the question is discussed which conditions on the Banach lattice imply that every operator of positive \(C^0\)-scalar type is necessarily of positive scalar type.