On weighted Hilbert spaces and integration of functions of infinitely many variables

We study aspects of the analytic foundations of integration and closely related problems for functions of infinitely many variables _x1,_x2,…∈D$x_1,x_2,\dots \in D$. The setting is based on a reproducing kernel k$k$ for functions on D$D$, a family of non-negative weights _γu${\gamma }_u$, where u$u$ varies over all finite subsets of N$\mathbb{N}$, and a probability measure ρ$\rho$ on D$D$. We consider the weighted superposition K=_∑uγuku$K={\sum }_u{\gamma }_u{k}_u$ of finite tensor products _ku$k_u$ of k$k$. Under mild assumptions we show that K$K$ is a reproducing kernel on a properly chosen domain in the sequence space D^N$D^{\mathbb{N}}$, and that the reproducing kernel Hilbert space H(K)$H\left(K\right)$ is the orthogonal sum of the spaces H(_γuku)$H\left({\gamma }_u{k}_u\right)$. Integration on H(K)$H\left(K\right)$ can be defined in two ways, via a canonical representer or with respect to the product measure ρ^N${\rho }^{\mathbb{N}}$ on D^N$D^{\mathbb{N}}$. We relate both approaches and provide sufficient conditions for the two approaches to coincide.     

An approximation method for strictly pseudocontractive mappings

Let K$K$ be a closed convex subset of a q$q$-uniformly smooth separable Banach space, T:K→K$T:K\to K$ a strictly pseudocontractive mapping, and f:K→K$f:K\to K$ an L$L$-Lispschitzian strongly pseudocontractive mapping. For any t∈(0,1)$t\in (0,1)$, let _xt$x_t$ be the unique fixed point of tf+(1-t)T$\mathit{tf}+(1-t)T$. We prove that if T$T$ has a fixed point, then {_xt}$\{x_t\}$ converges to a fixed point of T$T$ as t$t$ approaches to 0.     

A Liouville-type theorem and the decay of radial solutions of a semilinear heat equation

We consider the semilinear parabolic equation _ut=Δu+u^p$u_t=\mathrm{\Delta }u+u^p$ on R^N${\mathbb{R}}^N$, where the power nonlinearity is subcritical. We first address the question of existence of entire solutions, that is, solutions defined for all x∈R^N$x\in {\mathbb{R}}^N$ and t∈R$t\in \mathbb{R}$. Our main result asserts that there are no positive radially symmetric bounded entire solutions. Then we consider radial solutions of the Cauchy problem. We show that if such a solution is global, that is, defined for all t?0$t?0$, then it necessarily converges to 0, as t→∞$t\to \infty$, uniformly with respect to x∈R^N$x\in {\mathbb{R}}^N$.     

Measurability of semimartingale characteristics with respect to the probability law

Given a càdlàg process X$X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let _Psem${\mathfrak{P}}_{sem}$ be the set of all probability measures P$P$ under which X$X$ is a semimartingale. We construct processes (B^P,C,ν^P)$(B^P,C,{\nu }^P)$ which are jointly measurable in time, space, and the probability law P$P$, and are versions of the semimartingale characteristics of X$X$ under P$P$ for each P∈_Psem$P\in {\mathfrak{P}}_{sem}$. This result gives a general and unifying answer to measurability questions that arise in the context of quasi-sure analysis and stochastic control under the weak formulation.     

Spectral problems of a class of non-self-adjoint one-dimensional Schrodinger operators

In this paper we investigate the one-dimensional Schrodinger operator L(q)$L(q)$ with complex-valued periodic potential q   when q∈_L1[0,1]$q\in L_1[0,1]$ and _qn=0$q_n=0$ for n=0,−1,−2,...$n=0,-1,-2,...$, where _qn$q_n$ are the Fourier coefficients of q   with respect to the system {e^i2πnx}$\{e^{i2\pi nx}\}$. We prove that the Bloch eigenvalues are (2πn+t)²${(2\pi n+t)}^2$ for n∈Z$n\in \mathbb{Z}$, t∈C$t\in \mathbb{C}$ and find explicit formulas for the Bloch functions. Then we consider the inverse problem for this operator.     

Path convergence,approximation of fixed points and variational solutions of Lipschitz pseudocontractions in Banach spaces

Let E$E$ be a reflexive Banach space with a uniformly Gâteaux differentiable norm, let K$K$ be a nonempty closed convex subset of E$E$, and let T:K?E$T:K?E$ be a continuous pseudocontraction which satisfies the weakly inward condition. For f:K?K$f:K?K$ any contraction map on K$K$, and every nonempty closed convex and bounded subset of K$K$ having the fixed point property for nonexpansive self-mappings, it is shown that the path x→_xt,t∈[0,1)$x\to x_t,t\in [0,1)$, in K$K$, defined by _xt=tT_xt+(1−t)f(_xt)$x_t=tT{x}_t+(1-t)f\left(x_t\right)$ is continuous and strongly converges to the fixed point of T$T$, which is the unique solution of some co-variational inequality. If, in particular, T$T$ is a Lipschitz pseudocontractive self-mapping of K$K$, it is also shown, under appropriate conditions on the sequences of real numbers {_αn},{_μn}$\left\{{\alpha }_n\right\},\left\{{\mu }_n\right\}$, that the iteration process: _z1∈K$z_1\in K$, _zn+1=_μn(_αnT_zn+(1−_αn)_zn)+(1−_μn)f(_zn),n∈N$z_{n+1}={\mu }_n({\alpha }_{n}T{z}_n+(1-{\alpha }_n)z_n)+(1-{\mu }_n)f\left(z_n\right),n\in \mathbb{N}$, strongly converges to the fixed point of T$T$, which is the unique solution of the same co-variational inequality. Our results propose viscosity approximation methods for Lipschitz pseudocontractions.     

Large deviations of infinite intersections of events in Gaussian processes

Consider events of the form {_Zs≥ζ(s),s∈S}$\{Z_s\ge \zeta \left(s\right),s\in S\}$, where Z$Z$ is a continuous Gaussian process with stationary increments, ζ$\zeta$ is a function that belongs to the reproducing kernel Hilbert space R$R$ of process Z$Z$, and S⊂R$S\subset \mathbb{R}$ is compact. The main problem considered in this paper is identifying the function β^∗∈R${\beta }^{\ast }\in R$ satisfying β^∗(s)≥ζ(s)${\beta }^{\ast }\left(s\right)\ge \zeta \left(s\right)$ on S$S$ and having minimal R$R$-norm. The smoothness (mean square differentiability) of Z$Z$ turns out to have a crucial impact on the structure of the solution. As examples, we obtain the explicit solutions when ζ(s)=s$\zeta \left(s\right)=s$ for s∈[0,1]$s\in [0,1]$ and Z$Z$ is either a fractional Brownian motion or an integrated Ornstein–Uhlenbeck process.     

Frobenius groups and retract rationality

Let k$k$ be any field, G$G$ be a finite group acting on the rational function field k(_xg:g∈G)$k(x_g:g\in G)$ by h⋅_xg=_xhg$h\cdot x_g=x_{hg}$ for any h,g∈G$h,g\in G$. Define k(G)=k(_xg:g∈G)^G$k\left(G\right)=k{(x_g:g\in G)}^G$. Noether’s problem asks whether k(G)$k\left(G\right)$ is rational (= purely transcendental) over k$k$. A weaker notion, retract rationality introduced by Saltman, is also very useful for the study of Noether’s problem. We prove that, if G$G$ is a Frobenius group with abelian Frobenius kernel, then k(G)$k\left(G\right)$ is retract k$k$-rational for any field k$k$ satisfying some mild conditions. As an application, we show that, for any algebraic number field k$k$, for any Frobenius group G$G$ with Frobenius complement isomorphic to S_L2(_F5)$S{L}_2\left({\mathbb{F}}_5\right)$, there is a Galois extension field K$K$ over k$k$ whose Galois group is isomorphic to G$G$, i.e. the inverse Galois problem is valid for the pair (G,k)$(G,k)$. The same result is true for any non-solvable Frobenius group if k(_ζ8)$k\left({\zeta }_8\right)$ is a cyclic extension of k$k$.     

Unilateral small deviations of processes related to the fractional Brownian motion

Let x(s)$x\left(s\right)$, s∈R^d$s\in R^d$ be a Gaussian self-similar random process of index H$H$. We consider the problem of log-asymptotics for the probability _pT$p_T$ that x(s)$x\left(s\right)$, x(0)=0$x\left(0\right)=0$ does not exceed a fixed level in a star-shaped expanding domain T⋅Δ$T\cdot \Delta$ as T→∞$T\to \infty$. We solve the problem of the existence of the limit, θ?lim(−log_pT)/(logT)^D$\theta ?lim(-log{p}_T)/{(logT)}^D$, T→∞$T\to \infty$, for the fractional Brownian sheet x(s)$x\left(s\right)$, s∈[0,T]²$s\in {[0,T]}^2$ when D=2$D=2$, and we estimate θ$\theta$ for the integrated fractional Brownian motion when D=1$D=1$.     

Randomly weighted self-normalized Lévy processes

Let (_Ut,_Vt)$(U_t,V_t)$ be a bivariate Lévy process, where _Vt$V_t$ is a subordinator and _Ut$U_t$ is a Lévy process formed by randomly weighting each jump of _Vt$V_t$ by an independent random variable _Xt$X_t$ having cdf F$F$. We investigate the asymptotic distribution of the self-normalized Lévy process _Ut/_Vt$U_t/V_t$ at 0 and at ∞$\infty$. We show that all subsequential limits of this ratio at 0 (∞$\infty$) are continuous for any nondegenerate F$F$ with finite expectation if and only if _Vt$V_t$ belongs to the centered Feller class at 0 (∞$\infty$). We also characterize when _Ut/_Vt$U_t/V_t$ has a non-degenerate limit distribution at 0 and ∞$\infty$.