Unconditional martingale difference sequences in Banach spaces

For a Banach space Y, the question of whether Lp(μ,Y) has an unconditional basis if 1<p<∞ and Y has unconditional basis, stood unsolved for a long time and was answered in the negative by Aldous. In this work we prove a weaker, positive result related to this question. We show that if (yj) is a basis of Y and (di) is a martingale difference sequence spanning Lp(μ) then the sequence (di⊗yj) is a basis of Lp(μ,Y) for 1?p<∞. Moreover, if 1<p<∞ and (yj) is unconditional then (di⊗yj) is strictly dominated by an unconditional tensor product basis. In addition, for 1<p<∞, we show that if (di)⊂Lp(μ) is a martingale difference sequence then there exists a constant K>0 so that

     

Operator martingale decompositions and the Radon-Nikodým property in Banach spaces

We consider submartingales and uniform amarts of maps acting between a Banach lattice and a Banach lattice or a Banach space. In this measure-free setting of martingale theory, it is known that a Banach space Y has the Radon-Nikodým property if and only if every uniformly norm bounded martingale defined on the Chaney-Schaefer l-tensor product , where E is a suitable Banach lattice, is norm convergent. We present applications of this result. Firstly, an analogues characterization for Banach lattices Y with the Radon-Nikodým property is given in terms of a suitable set of submartingales (supermartingales) on . Secondly, we derive a Riesz decomposition for uniform amarts of maps acting between a Banach lattice and a Banach space. This result is used to characterize Banach spaces with the Radon-Nikodým property in terms of uniformly norm bounded uniform amarts of maps that are norm convergent. In the case 1<p<∞, our results yield Lp(μ,Y)-space analogues of some of the well-known results on uniform amarts in L¹(μ,Y)-spaces.     

Weak continuity of Riemann integrable functions in Lebesgue-Bochner spaces

In general, Banach space-valued Riemann integrable functions defined on [0, 1] （equipped with the Lebesgue measure） need not be weakly continuous almost everywhere. A Banach space is said to have the weak Lebesgue property if every Riemann integrable function taking values in it is weakly continuous almost everywhere. In this paper we discuss this property for the Banach space LX^1 of all Bochner integrable functions from [0, 1] to the Banach space X. We show that LX^1 has the weak Lebesgue property whenever X has the Radon-Nikodym property and X＊ is separable. This generalizes the result by Chonghu Wang and Kang Wan [Rocky Mountain J. Math., 31（2）, 697-703 （2001）] that L^1[0, 1] has the weak Lebesgue property.     

Schauder decompositions and the Fremlin projective tensor product of Banach lattices

In this paper, we first introduce a lattice decomposition and finite-dimensional lattice decomposition (FDLD) for Banach lattices. Then we show that for a Banach lattice with FDLD, the following are equivalent: (i) it has the Radon-Nikodym property; (ii) it is a KB-space; (iii) it is a Levi space; and (iv) it is a σ-Levi space. We then give a sequential representation of the Fremlin projective tensor product of an atomic Banach lattice with a Banach lattice. Using this sequential representation, we show that if one of the Banach lattices X and Y is atomic, then the Fremlin projective tensor product has the Radon-Nikodym property (or, respectively, is a KB-space) if and only if both X and Y have the Radon-Nikodym property (or, respectively, are KB-spaces).     

Vector-valued weak martingale Hardy spaces and atomic decompositions

Some atomic decomposition theorems are proved in vector-valued weak martingale Hardy spaces w _p Σ_α(X), w _p Q _α(X) and wD _α(X). As applications of atomic decompositions, a sufficient condition for sublinear operators defined on some vector-valued weak martingale Hardy spaces to be bounded is given. In particular, some weak versions of martingale inequalities for the operators f*, S ^(p)(f) and σ^(p)(f) are obtained. This research was supported by the National Science Foundation of China (No. 10371093).     

Unconditional bases and unconditional finite-dimensional decompositions in Banach spaces

LetX be a Banach space with an unconditional finite-dimensional Schauder decomposition (E _n). We consider the general problem of characterizing conditions under which one can construct an unconditional basis forX by forming an unconditional basis for eachE _n. For example, we show that if sup _n dimE _n<∞ andX has Gordon-Lewis local unconditional structure thenX has an unconditional basis of this type. We also give an example of a non-Hilbertian spaceX with the property that wheneverY is a closed subspace ofX with a UFDD (E _n) such that sup _n dimE _n<∞ thenY has an unconditional basis, showing that a recent result of Komorowski and Tomczak-Jaegermann cannot be improved. Both authors were supported by NSF Grant DMS-9201357.     

Amarts on Riesz Spaces

The concepts of conditional expectations, martingales and stopping times were extended to the Riesz space context by Kuo, Labuschagne and Watson （Discrete time stochastic processes on Riesz spaces, Indag. Math.,15（2004）, 435-451）. Here we extend the definition of an asymptotic martingale （amart） to the Riesz spaces context, and prove that Riesz space amarts can be decomposed into the sum of a martingale and an adapted sequence convergent to zero. Consequently an amart convergence theorem is deduced.     

On the ideal centre of the space of vector valued integrable functions

Let E be a Banach lattice and L¹(μ, E) be the space of E-valued Bochner integrable functions. Some order properties of L¹(μ, E) are given. It is shown that L_s^∞(μ, Z(E)) is the ideal centre of L¹(μ, E) and it is obtained a Radon-Nikodym type theorem for B -integrable functions.      

A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts

Denote by cf(X) the set of all nonempty convex closed subsets of a separable Banach space X. Let (Ω,Σ,μ) be a complete probability space and denote by (L¹[Σ,cf(X)],Δ) the complete metric space of (equivalence classes of a.e. equal) integrably bounded cf(X)-valued functions. For any preassigned filtration (Σi), we describe the space of Δ-convergent integrably bounded cf(X)-valued martingales in terms of the Δ-closure of in L¹[Σ,cf(X)]. In particular, we provide a formula to calculate the join of two such martingales and the positive part of such a martingale. Our object is achieved by considering the more general setting of a near vector lattice (S,d), endowed with a Riesz metric d. By means of Rådström's embedding theorem for such spaces, a link is established between the space of convergent martingales in S and the space of convergent martingales in the Rådström completion R(S) of S. This link provides information about the former space of martingales, via known properties of measure-free martingales in Riesz normed vector lattices, applicable to R(S). We also apply our general results to the spaces of Δ-convergent ck(X)-valued martingales, where ck(X) denotes the set of all nonempty convex compact subsets of X.     

A new characterization of <Emphasis Type="Italic">p</Emphasis>-smoothable Banach spaces

In this paper an atomic decomposition theorem for Banach-space-valued weak Hardy regular martingale space w _p H _α ^S (X) is given. As an application, p-smoothable Banach spaces are characterized in terms of bounded sublinear operators defined on Banach-space-valued weak Hardy regular martingale space w _p H _α ^S (X).     

Enlargements of filtrations and path decompositions at non stopping times

Azéma associated with an honest time L the supermartingale and established some of its important properties. This supermartingale plays a central role in the general theory of stochastic processes and in particular in the theory of progressive enlargements of filtrations. In this paper, we shall give an additive characterization for these supermartingales, which in turn will naturally provide many examples of enlargements of filtrations. We combine this characterization with some arguments from both initial and progressive enlargements of filtrations to establish some path decomposition results, closely related to or reminiscent of Williams' path decomposition results. In particular, some of the fragments of the paths in our decompositions end or start with a new family of random times which are not stopping times, nor honest times.     

On homogeneous decomposition spaces and associated decompositions of distribution spaces

A new construction of decomposition smoothness spaces of homogeneous type is considered. The smoothness spaces are based on structured and flexible decompositions of the frequency space ${\mathbb{R}}^d?\{0\}$. We construct simple adapted tight frames for $L_2\left({\mathbb{R}}^d\right)$ that can be used to fully characterise the smoothness norm in terms of a sparseness condition imposed on the frame coefficients. Moreover, it is proved that the frames provide a universal decomposition of tempered distributions with convergence in the tempered distributions modulo polynomials. As an application of the general theory, the notion of homogeneous α‐modulation spaces is introduced.     

Quadratic variation of martingales in Riesz spaces

We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austin?s sample function theorem, on convergence of the quadratic variation processes of martingales.     

Kergin approximation in Banach spaces

We explore the convergence of Kergin interpolation polynomials of holomorphic functions in Banach spaces, which need not be of bounded type. We also investigate a case where the Kergin series diverges.     

On shrinking and boundedly complete Schauder frames of Banach spaces

This paper studies Schauder frames in Banach spaces, a concept which is a natural generalization of frames in Hilbert spaces and Schauder bases in Banach spaces. The associated minimal and maximal spaces are introduced, as are shrinking and boundedly complete Schauder frames. Our main results extend the classical duality theorems on bases to the situation of Schauder frames. In particular, we will generalize James' results on shrinking and boundedly complete bases to frames. Secondly we will extend his characterization of the reflexivity of spaces with unconditional bases to spaces with unconditional frames.     

On a proximal point method for convex optimization in banach spaces

We analyze the behavior of a parallel proximal point method for solving convex optimization problems in reflexive Banach spaces. Similar algorithms were known to converge under the implicit assumption that the norm of the space is Hilbertian. We extend the area of applicability of the proximal point method to solving convex optimization problems in Banach spaces on which totally convex functions can be found. This includes the class of all smooth uniformly convex Banach spaces. Also, our convergence results leave more flexibility for the choice of the penalty function involved in the algorithm and, in this way, allow simplification of the computational procedure.     

Uncomplemented subspaces of Lorentz spaces

In the paper we construct a system of bounded functions which generates an uncomplemented subspace in the Lorentz space Λ(α) for all α∈(0,1). Lower bounds of the norms of the projector onto such subspaces are obtained. Translated fromMatematicheskie Zametki, Vol. 68, No. 1, pp. 57–65, July, 2000.