Mixing of Cartesian squares of positive operators

LetT be a power bounded positive operator inL ₁(X, Σ, m)of a probability space, given by a transition measureP (x, A). The Cartesian squareS is the operator onL ₁ (X × X, Σ × Σ, m × m) induced by the transition measure Q((x, y), A × B)=P(x, A)P(y, B).T iscompletely mixing if ∝u e dm=0 impliesT ⁿ u→0 weakly (where 0≦e ∈L _∞ withT ^* e=e).Theorem. IfT has no fixed points, thenT is completely mixing if and only ifS is completely mixing. Part of this research was done at The Hebrew University of Jerusalem.     

Successive projection method for solving the unbalanced Procrustes problem

We present a successive projection method for solving the unbalanced Procrustes problem: given matrix A∈Rn×n and B∈Rn×k, n>k, minimize the residual‖AQ-B‖F with the orthonormal constraint QTQ = Ik on the variant Q∈Rn×k. The presented algorithm consists of solving k least squares problems with quadratic constraints and an expanded balance problem at each sweep. We give a detailed convergence analysis. Numerical experiments reported in this paper show that our new algorithm is superior to other existing methods.     

The range of a projection of small norm inl 1 n

It is proved that there exists a positive function Φ(∈) defined for sufficiently small ∈ 〉 0 and satisfying lim_t→0 Φ(∈) =0 such that for any integersn 〉>0, ifQ is a projection ofl ₁ ⁿ onto ak-dimensional subspaceE with ‖|Q‖|≦1+∈ then there is an integerh〉=k(1−Φ(∈)) and anh-dimensional subspaceF ofE withd(F,l ₁ ^h ) 〈= 1+Φ (∈) whered(X, Y) denotes the Banach-Mazur distance between the Banach spacesX andY. Moreover, there is a projectionP ofl ₁ ⁿ ontoF with ‖|P‖| ≦1+Φ(∈). Author was partially supported by the N.S.F. Grant MCS 79-03042.     

Invariant densities and mean ergodicity of markov operators

We prove that a Markov operatorT onL ₁ has an invariant density if and only if there exists a densityf that satisfies lim sup _n→∞‖T ⁿ f − f‖ < 2. Using this result, we show that a Frobenius-Perron operatorP is mean ergodic if and only if there exists a densityw such that lim sup _n→∞ ‖P ⁿ f − w‖<2 for every densityf. Corresponding results hold for strongly continuous semigroups.     

Orthogonal almost locally minimal projections on ℓ 1 n

A projectionP on a Banach spaceX with ‖P‖≤λ₀ is called almost locally minimal if, for every α>0 small enough, the ballB(P,α) in the space of operatorsL(X) does not contain a projectionQ with ‖Q‖≤‖P‖(1–Dα²), whereD=D(λ₀) is a constant independent of ‖P‖. It is shown that, for everyp≥1 and every compact abelian groupG, every translation invariant projection onL _p(G) is almost locally minimal. Orthogonal projections on ℓ ₁ ⁿ are investigated with respect to some weaker local minimality properties. Participant in Workshop in Linear Analysis and Probability, Texas A&M University, College Station, Texas 1998. Partially supported by the Edmund Landau Center for Research in Mathematical Analysis and Related Areas, sponsored by the Minerva Foundation (Germany).     

Analogues of the “zero-two” law for positive linear contractions inL p andC(X)

LetT be a positive linear contraction inL ^p (1≦p<∞), then we show that lim ‖T ^pf −T ⁿ⁺¹ f‖ _p ≦(1 − ε)2^1/p (f∈L _p ⁺ , ε>0 independent off) implies already lim_n n→∞ ‖T ⁿf −T ⁿ⁺¹ n+1f ‖_p p=0. Several other related results as well as uniform variants of these are also given. Finally some similar results inLsu/t8 andC(X) are shown.     

On local ergodic convergence of semi-groups and additive processes

We prove the local ergodic theorem inL _∞: Let {T _t}_t>0 be a strongly continuous semi-group of positive operators onL ₁. IfT _t is continuous at 0, then ɛ⁻¹∫ ₀ ^F T ₁ ^* f(x)dt→T ₀ ^* f(x) a.e., for everyf∈L _∞. The technique shows how to obtain theL _p local ergodic theorems from theL ₁-contraction case. It applies also to differentiation ofL p additive processes. Then-dimensional case, which is new, is proved by reduction to then-dimensionalL ₁-contraction case, solved by M. Akcoglu and A. del Junco. Research carried out during a sabbatical leave at the Ohio State University.     

Surjective partial differential operators on real analytic functions defined on open convex sets

Let P(D) be a partial differential operator with constant coefficients which is surjective on the space A(Ω) of real analytic functions on a covex open set Ω⊂ℝ ⁿ . Let L(P _m ) denote the localizations at ∞ (in the sense of H?rmander) of the principal part P _m . Then Q(x+iτN)≠ 0 for (x,τ)∈ℝ ⁿ ×(ℝ\{ 0}) for any Q∈L(P _m ) if N is a normal to δΩ which is noncharacteristic for Q. Under additional assumptions this implies that P _m must be locally hyperbolic. Received: 24 January 2000     

Joint ergodicity and mixing

The study of jointly ergodic measure preserving transformations of probability spaces, begun in [1], is continued, and notions of joint weak and strong mixing are introduced. Various properties of ergodic and mixing transformations are shown to admit analogues for several transformations. The case of endomorphisms of compact abelian groups is particularly emphasized. The main result is that, given such commuting endomorphisms σ₁σ₂,...,σ, ofG, the sequence ((1/N)Σ _n=0 ^N−1 σ ₁ ⁿ f ¹·σ ₂ ⁿ f ²· ··· · σ _s ⁿ f ^sconverges inL ²(G) for everyf ₁,f ₂,…,f _s∈L ^∞(G). If, moreover, the endomorphisms are jointly ergodic, i.e., if the limit of any sequence as above is Π _i=1 ^s ∫ _G f ₁ d μ, where μ is the Haar measure, then the convergence holds also μ-a.e.     

Fractional Poisson equations and ergodic theorems for fractional coboundaries

For a given contractionT in a Banach spaceX and 0<α<1, we define the contractionT _α=Σ _j=1 ^∞ a _j T ^j , where {a _j } are the coefficients in the power series expansion (1-t)^α=1-Σ _j=1 ^∞ a _j t ^j in the open unit disk, which satisfya _j >0 anda _j >0 and Σ _j=1 ^∞ a _j =1. The operator calculus justifies the notation(I−T) ^α :=I−T _α (e.g., (I−T _1/2)²=I−T). A vectory∈X is called an, α-fractional coboundary for T if there is anx∈X such that(I−T) ^α x=y, i.e.,y is a coboundary forT _α . The fractional Poisson equation forT is the Poisson equation forT _α . We show that if(I−T)X is not closed, then(I−T) ^α X strictly contains(I−T)X (but has the same closure). ForT mean ergodic, we obtain a series solution (converging in norm) to the fractional Poisson equation. We prove thaty∈X is an α-fractional coboundary if and only if Σ _k=1 ^∞ T ^k y/k ^1-α converges in norm, and conclude that lim _n ‖(1/n ^1-α)Σ _k=1 ⁿ T ^k y‖=0 for suchy. For a Dunford-Schwartz operatorT onL ₁ of a probability space, we consider also a.e. convergence. We prove that iff∈(I−T) ^α L ₁ for some 0<α<1, then the one-sided Hilbert transform Σ _k=1 ^∞ T ^k f/k converges a.e. For 1<p<∞, we prove that iff∈(I−T) ^α L _p with α>1−1/p=1/q, then Σ _k=1 ^∞ T ^k f/k ^1/p converges a.e., and thus (1/n ^1/p ) Σ _k=1 ⁿ T ^k f converges a.e. to zero. Whenf∈(I−T) ^1/q L _p (the case α=1/q), we prove that (1/n ^1/p (logn)^1/q )Σ _k=1 ⁿ T ^k f converges a.e. to zero.     

On semidefinite linear complementarity problems

Given a linear transformation L:? ⁿ →? ⁿ and a matrix Q∈? ⁿ , where ? ⁿ is the space of all symmetric real n×n matrices, we consider the semidefinite linear complementarity problem SDLCP(L,? ⁿ ₊,Q) over the cone ? ⁿ ₊ of symmetric n×n positive semidefinite matrices. For such problems, we introduce the P-property and its variants, Q- and GUS-properties. For a matrix A∈R ^n×n , we consider the linear transformation L _A :? ⁿ →? ⁿ defined by L _A (X):=AX+XA ^T and show that the P- and Q-properties for L _A are equivalent to A being positive stable, i.e., real parts of eigenvalues of A are positive. As a special case of this equivalence, we deduce a theorem of Lyapunov. Received: March 1999 / Accepted: November 1999?Published online April 20, 2000     

The riesz turndown collar theorem giving an asymptotic estimate of the powers of an operator under the ritt condition

For Banach space operatorsT satisfying the Tadmor-Ritt condition ‖(zI−T)⁻¹‖≤C|z−1|⁻¹, |z|>1, we show how to use the Riesz turndown collar theorem to estimate sup _n≥0‖T ⁿ‖. A similar estimate is shown for lim sup _n ‖T ⁿ‖ in terms of the Ritt constantM=lim sup _z→1‖(1−z)(zI−T)⁻¹‖. We also obtain an estimate of the functional calculus for these operators proving, in particular, that ‖f(T)‖≤C _q‖f‖ _Mult , where ‖·‖ _Mult stands for the multiplier norm of the Cauchy-Stieltjes integrals over a Lusin type cone domain depending onC and a parameterq, 0<q<1. Notation.D denotes the open unit disc of the complex plane,D={z∈ℂ:|z|<1}, andT={z∈ℂ:|z|=1} is the unit circle.H ^∞ is the Banach algebra of bounded analytic functions onD equipped with the supremum norm ‖.‖_∞.     

On order preserving contractions

Let (Ω,Σ,μ) be a measure space and letP be an operator onL ₂(Ω,Σ,μ) with ‖P‖≦1,Pf≧0 a.e. wheneverf≧0. If the subspaceK is defined byK={x| ||P ⁿ x||=||P ^*n x||=||x||,n=1,2,...} thenK=L ₂(Ω,Σ₁,μ), where Σ₁ ⊂ Σ and onK the operatorP is “essentially” a measure preserving transformation. Thus the eigenvalues ofP of modulus one, form a group under multiplication. This last result was proved by Rota for finiteμ here finiteness is not assumed) and is a generalization of a theorem of Frobenius and Perron on positive matrices. The research reported in this document has been sponsored in part by Air Force Office of Scientific Research, OAR through the European Office, Aerospace Research, United States Air Force.     

Asymptotic behavior of nonexpansive mappings in normed linear spaces

LetT be a nonexpansive mapping on a normed linear spaceX. We show that there exists a linear functional.f, ‖f‖=1, such that, for allx∈X, lim_n→x f(T ⁿ x/n)=lim_n→x‖T ⁿ x/n ‖=α, where α≡inf _y∈c ‖Ty-y‖. This means, ifX is reflexive, that there is a faceF of the ball of radius α to whichT ⁿ x/n converges weakly for allx (inf_z∈f g(T ⁿ x/n-z)→0, for every linear functionalg); ifX is strictly conves as well as reflexive, the convergence is to a point; and ifX satisfies the stronger condition that its dual has Fréchet differentiable norm then the convergence is strong. Furthermore, we show that each of the foregoing conditions on X is satisfied if and only if the associated convergence property holds for all nonexpansiveT. Supported by National Science Foundation Grant MCS-79-066.     

Positive definite functions and stable random vectors

We say that a random vector X = (X ₁, …, X _n ) in ℝ ⁿ is an n-dimensional version of a random variable Y if, for any a ∈ ℝ ⁿ , the random variables Σa _i X _i and γ(a)Y are identically distributed, where γ: ℝ ⁿ → [0,∞) is called the standard of X. An old problem is to characterize those functions γ that can appear as the standard of an n-dimensional version. In this paper, we prove the conjecture of Lisitsky that every standard must be the norm of a space that embeds in L ₀. This result is almost optimal, as the norm of any finite-dimensional subspace of L _p with p ∈ (0, 2] is the standard of an n-dimensional version (p-stable random vector) by the classical result of P. Lèvy. An equivalent formulation is that if a function of the form f(‖ · ‖ _K ) is positive definite on ℝ ⁿ , where K is an origin symmetric star body in ℝ ⁿ and f: ℝ → ℝ is an even continuous function, then either the space (ℝ ⁿ , ‖·‖ _K ) embeds in L ₀ or f is a constant function. Combined with known facts about embedding in L ₀, this result leads to several generalizations of the solution of Schoenberg’s problem on positive definite functions.     

Two examples of local ergodic divergence

This note contains the first example of a 1-parameter semigroup {T _pt≧0} of linear contractions inL _p (1<p<∞) for which the assertion of the local ergodic theorem (t ¹∝₀′T _sfds conv. a.e. ast → 0+0 for allf ∈L _p) fails to be true. The first example is a continuous semigroup of unitary operators inL ₂, the second a power-bounded continuous semigroup of positive operators inL ₁. This answers problems of Kubokawa, Fong and Sucheston. In memory of our friend and colleague Shlomo Horowitz     

Applications of operator semigroups to Fourier analysis

Of concern are semigroups of linear norm one operators on Hilbert space of the form (discrete case)T={T ⁿ /n=0,1,2,...} or (continuous case)T={T(t)/t=≥0}. Using ergodic theory and Hilbert-Schmidt operators, the Cesàro limits (asn→∞) of |〈T ⁿ f,f〉|², |〈T (n)f,f〉|² are computed (withn∈ℤ⁺ orn∈ℤ⁺). Specializing the Hilbert space to beL ²(T,μ) (discrete case) orL ²(ℝ,μ) (continuous case) where μ is a Borel probability measure on the circle group or the line, the Cesàro limit of (asn→±∞, with,n∈ℤ orn∈ℝ) is obtained and interpreted. Extensions toT ^M , and ℝ ^M are given. Finally, we discuss recent operator theoretic extensions from a Hilbert to a Banach space context. Partially supported by an NSF grant     

Propertyf −1(S) =g −1(S) for entire and meromorphicP-adic functions

LetW be an algebraically closed filed of characteristic zero, letK be an algebraically closed field of characteristic zero, complete for an ultrametric absolute value, and letA(K) (resp. ℳ(K)) be the set of entire (resp. meromorphic) functions inK. For everyn≥7, we show that the setS _n(b) of zeros of the polynomialx ⁿ−b (b≠0) is such that, iff, g ∈W[x] or iff, g ∈A(K), satisfyf ⁻¹(S _n(b))=g ⁻¹(S _n(b)), thenf ⁿ=g ⁿ. For everyn≥14, we show thatS _n(b) is such that iff, g ∈W({tx}) or iff, g ∈ ℳ(K) satisfyf ⁻¹(S _n(b))=g ⁻¹(S _n(b)), then eitherf ⁿ=g ⁿ, orfg is a constant. Analogous properties are true for complex entire and meromorphic functions withn≥8 andn≥15, respectively. For everyn≥9, we show that the setY _n(c) of zeros of the polynomial , (withc≠0 and 1) is an ursim ofn points forW[x], and forA(K). For everyn≥16, we show thatY _n(c) is an ursim ofn points forW(x), and for ℳ(K). We follow a method based on thep-adic Nevanlinna Theory and use certain improvement of a lemma obtained by Frank and Reinders.     

On the existence of invariant probability measures

Let (X,A) be a measureable space andT:X →X a measurable mapping. Consider a family ℳ of probability measures onA which satisfies certain closure conditions. IfA ₀⊂A is a convergence class for ℳ such that, for everyA ∈A ₀, the sequence ((1/n) Σ _i ^=0/n−1 1 _A ∘T ⁱ) converges in distribution (with respect to some probability measurev ∈ ℳ), then there exists aT-invariant element in ℳ. In particular, for the special case of a topological spaceX and a continuous mappingT, sufficient conditions for the existence ofT-invariant Borel probability measures with additional regularity properties are obtained.     

Small into-isomorphism from L∞(A,μ) into L∞(B,υ)

In this paper we shall assert that if T is an isomorphism of L_∞(Ω₁, A, μ) into L_∞(Ω₂, B, υ) satisfying the condition ‖T‖·‖T ⁻¹‖⩽1+ɛ for ɛ∈ , then is close to an isometry with an error less than 6ε in some conditions.