Probability Colloqium
HUB; RUD 25; 1.115
Peter Imkeller (HU Berlin)

Geometric properties of some rough curves via dynamical systems: SBR measure, local time and Rademacher chaos

We investigate geometric properties of graphs of Takagi type functions, repre- sented by series based on smooth functions. They are Hölder continuous, and can be embedded into smooth dynamical systems, where their graphs emerge as pull- back attractors. It turns out that occupation measures and Sinai-Bowen-Ruelle (SBR) measures on their stable manifolds are dual by ’time’ reversal.

A suitable version of approximate self-similarity for deterministic functions al- lows us to ’telescope’ small-scale properties from macroscopic ones. As one conse- quence, absolute continuity of the SBR measure is seen to be dual to the existence of local time. The investigation of questions of smoothness both for SBR as for oc- cupation measures surprisingly leads us to the Rademacher version of Malliavin’s calculus, Bernoulli convolutions, and into probabilistic number theory. The link between the rough curves considered and smooth dynamical systems can be gen- eralized in various ways. For instance, Gaussian randomizations of Takagi curves just reproduce the trajectories of Brownian motion. Applications to regularization of singular ODE by rough signals are on our agenda.