Extending wavelet regularity beyond Gevrey classes

Abstract: We construct a smooth orthonormal wavelet $ψ$ such that both $ψ$ and its Fourier transform $\widehatψ$ belong to the extended Gevrey class $\mathcal{E}_σ(\mathbb{R})$ for $σ> 1$, providing an example that lies beyond all classical Gevrey classes. Our approach uses the idea of invariant cycles to extend the initial Lemarié-Meyer support of the low-pass filter $m_0$ from $[-\frac{2π}{3}, \frac{2π}{3}]$ to $[-\frac{4π}{5}, \frac{4π}{5}]$. This extension allows us to control the decay rate of $m_0$ near $\frac{2π}{3}$, which yields global decay estimates for $ψ$ and $\hatψ$. In addition, the decay rates are described using special functions involving the Lambert W function, which plays an important role in our construction.