Malliavin calculus and decoupling inequalities in Banach spaces

We develop a theory of Malliavin calculus for Banach space-valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Itô isometry to Banach spaces. In the white noise case we obtain two sided Lp-estimates for multiple stochastic integrals in arbitrary Banach spaces. It is shown that the Malliavin derivative is bounded on vector-valued Wiener-Itô chaoses. Our main tools are decoupling inequalities for vector-valued random variables. In the opposite direction we use Meyer's inequalities to give a new proof of a decoupling result for Gaussian chaoses in UMD Banach spaces.     

Membership of distributions of polynomials in the Nikolskii–Besov class

The main result of this paper asserts that the distribution density of any non-constant polynomial f(ξ₁,ξ₂,...) of degree d in independent standard Gaussian random variables ξ₁ (possibly, in infinitely many variables) always belongs to the Nikol’skii–Besov space B^1/d (R¹) of fractional order 1/d (see the definition below) depending only on the degree of the polynomial. A natural analog of this assertion is obtained for the density of the joint distribution of k polynomials of degree d, also with a fractional order that is independent of the number of variables, but depends only on the degree d and the number of polynomials. We also give a new simple sufficient condition for a measure on R^k to possess a density in the Nikol’skii–Besov class B^α(R)^k. This result is applied for obtaining an upper bound on the total variation distance between two probability measures on R^k via the Kantorovich distance between them and a certain Nikol’skii–Besov norm of their difference. Applications are given to estimates of distributions of polynomials in Gaussian random variables.     

Maximal Regularity for Non-autonomous Equations with Measurable Dependence on Time

In this paper we study maximal L ^p -regularity for evolution equations with time-dependent operators A. We merely assume a measurable dependence on time. In the first part of the paper we present a new sufficient condition for the L ^p -boundedness of a class of vector-valued singular integrals which does not rely on Hörmander conditions in the time variable. This is then used to develop an abstract operator-theoretic approach to maximal regularity. The results are applied to the case of m-th order elliptic operators A with time and space-dependent coefficients. Here the highest order coefficients are assumed to be measurable in time and continuous in the space variables. This results in an L ^p (L ^q )-theory for such equations for \(p,q\in (1, \infty )\). In the final section we extend a well-posedness result for quasilinear equations to the time-dependent setting. Here we give an example of a nonlinear parabolic PDE to which the result can be applied.     

Continuity of integrated density of states — independent randomness

In this paper we discuss the continuity properties of the integrated density of states for random models based on that of the single site distribution. Our results are valid for models with independent randomness with arbitrary free parts. In particular in the case of the Anderson type models (with stationary, growing, decaying randomness) on the ν dimensional lattice, with or without periodic and almost periodic backgrounds, we show that if the single site distribution is uniformly α-Hölder continuous, 0 < α ≤ 1, then the density of states is also uniformly α-Hölder continuous.     

Some Weighted Norm Inequalities on Manifolds

Let M be a complete non-compact Riemannian manifold satisfying the volume doubling property and the Gaussian upper bounds. Denote by △ the Laplace-Beltrami operator and by ▽ the Riemannian gradient. In this paper, the author proves the weighted reverse inequality ‖△ 1/2 f‖Lp(ω) ≤ C‖|▽f|‖Lp(ω), for some range of p determined by M and w. Moreover, a weak type estimate is proved when p = 1. Some weighted vector-valued inequalities are also established.     

Approximation of Gaussian Random Fields: General Results and Optimal Wavelet Representation of the Lévy Fractional Motion

We investigate the approximation rate for certain centered Gaussian fields by a general approach. Upper estimates are proved in the context of so–called Hölder operators and lower estimates follow from the eigenvalue behavior of some related self–adjoint integral operator in a suitable L ₂(μ)–space. In particular, we determine the approximation rate for the Lévy fractional Brownian motion X _H with Hurst parameter H∈(0,1), indexed by a self–similar set T?? ^N of Hausdorff dimension D. This rate turns out to be of order n ^?H/D (log?n)^1/2. In the case T=[0,1] ^N we present a concrete wavelet representation of X _H leading to an approximation of X _H with the optimal rate n ^?H/N (log?n)^1/2.     

Trace ideals for pseudo-differential operators and their commutators with symbols in α-modulation spaces

That symbols in the modulation space M ^1,1 generate pseudo-differential operators of the trace class was first stated by Feichtinger and proved by Gröchenig in [13]. In this paper, we show that the same is true if we replace M ^1,1 by the more general α-modulation spaces, which include modulation spaces (α = 0) and Besov spaces (α = 1) as special cases. The result with α = 0 corresponds to that of Gröchenig, and the one with α = 1 is a new result which states the trace property of the operators with symbols in the Besov space. As an application, we discuss the trace property of the commutator [α (X, D), a], where; a(χ) is a Lipschitz function and σ(χ, ξ) belongs to an α-modulation space.     

Superlarge deviations for sums of random variables with arithmetical super-exponential distributions

Local limit theorems are obtained for superlarge deviations of sums S(n) = ξ(1) + ... + ξ(n) of independent identically distributed random variables having an arithmetical distribution with the right-hand tail decreasing faster that that of a Gaussian law. The distribution of ξ has the form ?(ξ = k) = \(e^{ - k^\beta L(k)} \), where β > 2, k ∈ ? (? is the set of all integers), and L(t) is a slowly varying function as t → ∞ which satisfies some regularity conditions. These theorems describing an asymptotic behavior of the probabilities ?(S(n) = k) as k/n → ∞, complement the results on superlarge deviations in [4, 5].     

Large Deviations for Symmetrised Empirical Measures

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures \(\frac{1}{n}\sum_{i=1}^{n}\delta_{(X^{n}_{i},X^{n}_{\sigma_{n}(i)})}\) where σ _n is a random permutation and ((X _i ⁿ )_1≤i≤n ) _n≥1 is a triangular array of random variables with suitable properties. As an application we show how this result allows to improve the Large Deviation Principles for symmetrised initial-terminal conditions bridge processes recently established by Adams, Dorlas and König.     

Laguerre deconvolution with unknown matrix operator

In this paper we consider the convolutionmodel Z = X + Y withX of unknown density f, independent of Y, when both random variables are nonnegative. Our goal is to estimate the unknown density f of X from n independent identically distributed observations of Z, when the law of the additive process Y is unknown. When the density of Y is known, a solution to the problem has been proposed in [17]. To make the problem identifiable for unknown density of Y, we assume that we have access to a preliminary sample of the nuisance process Y. The question is to propose a solution to an inverse problem with unknown operator. To that aim, we build a family of projection estimators of f on the Laguerre basis, well-suited for nonnegative random variables. The dimension of the projection space is chosen thanks to a model selection procedure by penalization. At last we prove that the final estimator satisfies an oracle inequality. It can be noted that the study of the mean integrated square risk is based on Bernstein’s type concentration inequalities developed for random matrices in [23].     

The Turán-type inequalities for complex polynomials in <Emphasis Type="Italic">L</Emphasis><Subscript>0</Subscript>-metrics

In this paper we obtain inequalities for measures of trigonometric polynomials of power (P _n (e ^iφ )) and general (T _n (t)) types with the help of measures and their mth derivatives.     

Some minimax problems in lexicographic order

In this paper, minimax theorems and saddle points for a class of vector-valued mappings f(x, y) = u(x)+β(x)v(y) are first investigated in the sense of lexicographic order, where u, v are two general vector-valued mappings and β is a non-negative real-valued function. Then, by applying the existence theorem of lexicographic saddle point, we investigate a lexicographic equilibrium problem and establish an equivalent relationship between the lexicographic saddle point theorem and existence theorem of a lexicographic equilibrium problem for vector-valued mappings.     

Weighted Norm Inequalities for Spectral Multipliers on Graphs

Let Γ be a graph endowed with a reversible Markov kernel p, whose associated operator P is defined by \(Pf(x) = {\sum }_{y} p(x, y)f(y)\). We assume that the kernels p_n(x, y) associated to Pⁿ satisfy Gaussian upper bounds but do not assume they satisfy the Hölder continuity property and the temporal regularity. Denote by L = I ? P the discrete Laplacian on Γ. This article shows the weighted weak type (1, 1) estimates and the weighted L^p norm inequalities for the spectral multipliers of L. We also obtain the weighted L^p norm inequalities for the commutators of the spectral multipliers of L with BMO functions which are new even for the unweighted case.     

Hardy-Stein identities and Littlewood-Paley inequalities in a polydisc

The paper generalizes the well-known Littlewood-Paley inequality and Hardy-Stein identity. As an application, some area inequalities and quasinorm representations in the space A _ω ^p over the polydisc are obtained.     

Sharp Geometric Inequalities for the General <Emphasis Type="Italic">p</Emphasis>-Affine Capacity

In this article, we propose the notion of the general p-affine capacity and prove some basic properties for the general p-affine capacity, such as affine invariance and monotonicity. The newly proposed general p-affine capacity is compared with several classical geometric quantities, e.g., the volume, the p-variational capacity, and the p-integral affine surface area. Consequently, several sharp geometric inequalities for the general p-affine capacity are obtained. These inequalities extend and strengthen many well-known (affine) isoperimetric and (affine) isocapacitary inequalities.     

Convexity Inequalities for Positive Operators

We prove pointwise convexity (Jensen-type) inequalities of the form Open image in new window where F is a convex function defined on a convex subset of some Banach space X and T is the X-valued extension of a positive operator on some function space. Examples include the pointwise Hölder inequality T(fg) ≤ (Tf ^p )^{1/ p} (Tf ^q )^{1/ q} for a positive sublinear operator T. As applications we consider vector-valued conditional expectation and a ``real'' proof of the Riesz-Thorin theorem for positive operators.     

The Lipschitzianity of convex vector and set-valued functions

It is well known that every scalar convex function is locally Lipschitz on the interior of its domain in finite dimensional spaces. The aim of this paper is to extend this result for both vector functions and set-valued mappings acting between infinite dimensional spaces with an order generated by a proper convex cone C. Under the additional assumption that the ordering cone C is normal, we prove that a locally C-bounded C-convex vector function is Lipschitz on the interior of its domain by two different ways. Moreover, we derive necessary conditions for Pareto minimal points of vector-valued optimization problems where the objective function is C-convex and C-bounded. Corresponding results are derived for set-valued optimization problems.     

Extremes of Gaussian random fields with regularly varying dependence structure

Let \(X(t), t\in \mathcal {T}\) be a centered Gaussian random field with variance function σ ²(?) that attains its maximum at the unique point \(t_{0}\in \mathcal {T}\), and let \(M(\mathcal {T})=\sup _{t\in \mathcal {T}} X(t)\). For \(\mathcal {T}\) a compact subset of ?, the current literature explains the asymptotic tail behaviour of \(M(\mathcal {T})\) under some regularity conditions including that 1 ? σ(t) has a polynomial decrease to 0 as t → t ₀. In this contribution we consider more general case that 1 ? σ(t) is regularly varying at t ₀. We extend our analysis to Gaussian random fields defined on some compact set \(\mathcal {T}\subset \mathbb {R}^{2}\), deriving the exact tail asymptotics of \(M(\mathcal {T})\) for the class of Gaussian random fields with variance and correlation functions being regularly varying at t ₀. A crucial novel element is the analysis of families of Gaussian random fields that do not possess locally additive dependence structures, which leads to qualitatively new types of asymptotics.     

On the well-posedness of degenerate fractional differential equations in vector valued function spaces

We characterize completely the well-posedness on the vector-valued Hölder and Lebesgue spaces of the degenerate fractional differential equation D ^α (Mu)(t) = Au(t) + f(t), t ∈ ? by using vector-valued multiplier results in the spaces C ^γ (?;X) and L ^p (?;X), where A and M are closed linear operators defined on the Banach space X, 0 < γ < 1, 1 < p < ∞, the fractional derivative is understood in the sense of Caputo and α is positive.