Heat kernel analysis on semi-infinite Lie groups

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the Lp norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.     

Heat kernel analysis on infinite-dimensional Heisenberg groups

We introduce a class of non-commutative Heisenberg-like infinite-dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the corresponding heat kernel measures, {νt}_t>0, are also studied. We show that these heat kernel measures admit: (1) Gaussian like upper bounds, (2) Cameron-Martin type quasi-invariance results, (3) good Lp-bounds on the corresponding Radon-Nikodym derivatives, (4) integration by parts formulas, and (5) logarithmic Sobolev inequalities. The last three results heavily rely on the boundedness of the Ricci tensor.     

Perturbation theory for convolution semigroups

We deal with convolution semigroups (not necessarily symmetric) in Lp(RN) and provide a general perturbation theory of their generators by indefinite singular potentials. Such semigroups arise in the theory of Lévy processes and cover many examples such as Gaussian semigroups, α-stable semigroups, relativistic Schrödinger semigroups, etc. We give new generation theorems and Feynman-Kac formulas. In particular, by using weak compactness methods in L¹, we enlarge the extended Kato class potentials used in the theory of Markov processes. In L² setting, Dirichlet form-perturbation theory is finely related to L¹-theory and the extended Kato class measures is also enlarged. Finally, various perturbation problems for subordinate semigroups are considered.     

Weighted Poincaré inequality and heat kernel estimates for finite range jump processes

It is well-known that there is a deep interplay between analysis and probability theory. For example, for a Markovian infinitesimal generator \({\mathcal{L}}\) , the transition density function p(t, x, y) of the Markov process associated with \({\mathcal{L}}\) (if it exists) is the fundamental solution (or heat kernel) of \({\mathcal{L}}\) . A fundamental problem in analysis and in probability theory is to obtain sharp estimates of p(t, x, y). In this paper, we consider a class of non-local (integro-differential) operators \({\mathcal{L}}\) on \({\mathbb{R}^d}\) of the form

$\mathcal{L}u(x) = \lim\limits_{{\varepsilon \downarrow 0}} \int\limits_{\{y\in \mathbb {R}^d: \, |y-x| > \varepsilon\}} (u(y)-u(x)) J(x, y) dy,$

where \({\displaystyle J(x, y)= \frac{c (x, y)}{|x-y|^{d+\alpha}} {\bf 1}_{\{|x-y| \leq \kappa\}}}\) for some constant \({\kappa > 0}\) and a measurable symmetric function c(x, y) that is bounded between two positive constants. Associated with such a non-local operator \({\mathcal{L}}\) is an \({\mathbb{R}^d}\) -valued symmetric jump process of finite range with jumping kernel J(x, y). We establish sharp two-sided heat kernel estimate and derive parabolic Harnack principle for them. Along the way, some new heat kernel estimates are obtained for more general finite range jump processes that were studied in (Barlow et al. in Trans Am Math Soc, 2008). One of our key tools is a new form of weighted Poincaré inequality of fractional order, which corresponds to the one established by Jerison in (Duke Math J 53(2):503–523, 1986) for differential operators. Using Meyer’s construction of adding new jumps, we also obtain various a priori estimates such as Hölder continuity estimates for parabolic functions of jump processes (not necessarily of finite range) where only a very mild integrability condition is assumed for large jumps. To establish these results, we employ methods from both probability theory and analysis extensively.

     

Some new spaces of double sequences

In this study, we define the double sequence spaces BS, BS(t), CSp, CSbp, CSr and BV, and also examine some properties of those sequence spaces. Furthermore, we show that these sequence spaces are complete paranormed or normed spaces under some certain conditions. We determine the α-duals of the spaces BS, BV, CSbp and the β(?)-duals of the spaces CSbp and CSr of double series. Finally, we give the conditions which characterize the class of four-dimensional matrix mappings defined on the spaces CSbp, CSr and CSp of double series.     

Generalized 3G theorem and application to relativistic stable process on non-smooth open sets

Let G(x,y) and GD(x,y) be the Green functions of rotationally invariant symmetric α-stable process in Rd and in an open set D, respectively, where 0<α<2. The inequality GD(x,y)GD(y,z)/GD(x,z)?c(G(x,y)+G(y,z)) is a very useful tool in studying (local) Schrödinger operators. When the above inequality is true with c=c(D)∈(0,∞), then we say that the 3G theorem holds in D. In this paper, we establish a generalized version of 3G theorem when D is a bounded κ-fat open set, which includes a bounded John domain. The 3G we consider is of the form GD(x,y)GD(z,w)/GD(x,w), where y may be different from z. When y=z, we recover the usual 3G. The 3G form GD(x,y)GD(z,w)/GD(x,w) appears in non-local Schrödinger operator theory. Using our generalized 3G theorem, we give a concrete class of functions belonging to the non-local Kato class, introduced by Chen and Song, on κ-fat open sets. As an application, we discuss relativistic α-stable processes (relativistic Hamiltonian when α=1) in κ-fat open sets. We identify the Martin boundary and the minimal Martin boundary with the Euclidean boundary for relativistic α-stable processes in κ-fat open sets. Furthermore, we show that relative Fatou type theorem is true for relativistic stable processes in κ-fat open sets. The main results of this paper hold for a large class of symmetric Markov processes, as are illustrated in the last section of this paper. We also discuss the generalized 3G theorem for a large class of symmetric stable Lévy processes.     

Consistency of kernel density estimators for causal processes

Using the blocking techniques and m-dependent methods,the asymptotic behavior of kernel density estimators for a class of stationary processes,which includes some nonlinear time series models,is investigated.First,the pointwise and uniformly weak convergence rates of the deviation of kernel density estimator with respect to its mean(and the true density function)are derived.Secondly,the corresponding strong convergence rates are investigated.It is showed,under mild conditions on the kernel functions and bandwidths,that the optimal rates for the i.i.d.density models are also optimal for these processes.     

Global heat kernel estimates for fractional Laplacians in unbounded open sets

In this paper, we derive global sharp heat kernel estimates for symmetric ??-stable processes (or equivalently, for the fractional Laplacian with zero exterior condition) in two classes of unbounded C ^1,1 open sets in ${\mathbb R^d}$ : half-space-like open sets and exterior open sets. These open sets can be disconnected. We focus in particular on explicit estimates for p _D (t, x, y) for all t?>?0 and ${x, y\,{\in}\,D}$ . Our approach is based on the idea that for x and y in D far from the boundary and t sufficiently large, we can compare p _D (t, x, y) to the heat kernel in a well understood open set: either a half-space or ${\mathbb R^d}$ ; while for the general case we can reduce them to the above case by pushing x and y inside away from the boundary. As a consequence, sharp Green functions estimates are obtained for the Dirichlet fractional Laplacian in these two types of open sets. Global sharp heat kernel estimates and Green function estimates are also obtained for censored stable processes (or equivalently, for regional fractional Laplacian) in exterior open sets.     

A comparison result for perturbed radial p-Laplacians

Consider the radially symmetric p-Laplacian for p?2 under zero Dirichlet boundary conditions. The main result of the present paper is that under appropriate conditions a solution of a perturbed (radially symmetric) p-Laplacian can be compared with the solution of the unperturbed one. As a consequence one obtains a sign preserving result for a system of p-Laplacians which are coupled in a nonquasimonotone way.     

Schur-Weyl duality and the heat kernel measure on the unitary group

We investigate a relation between the Brownian motion on the unitary group and the most natural random walk on the symmetric group, based on Schur-Weyl duality. We use this relation to establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. This expectation turns out to be the generating series of certain paths in the Cayley graph of the symmetric group. Using our expansion, we recover asymptotic results of Xu, Biane and Voiculescu. We give an interpretation of our main expansion in terms of random ramified coverings of a disk.     

Existence of positive solutions for some nonlinear parabolic systems in exteriors domains

We prove some existence results of positive continuous solutions to the semilinear parabolic system , in an unbounded domain D with compact boundary subject to some Dirichlet conditions, where λ and μ are nonnegative parameters. The functions f, g are nonnegative continuous monotone on (0,∞) and the potentials p, q are nonnegative and satisfy some hypotheses related to the parabolic Kato class J^∞(D).     

Multidimensional symmetric stable processes

This paper surveys recent remarkable progress in the study of potential theory for symmetric stable processes. It also contains new results on the two-sided estimates for Green functions, Poisson kernels and Martin kernels of discontinuous symmetric α-stable process in boundedC ^1,1 open sets. The new results give explicit information on how the comparing constants depend on parameter α and consequently recover the Green function and Poisson kernel estimates for Brownian motion by passing α ↑ 2. In addition to these new estimates, this paper surveys recent progress in the study of notions of harmonicity, integral representation of harmonic functions, boundary Harnack inequality, conditional gauge and intrinsic ultracontractivity for symmetric stable processes. Here is a table of contents.

1. Introduction
2. Green function and Poisson kernel estimates

1. Estimates on balls
2. Estimates on boundedC ^1,1 domains
3. Estimates on boundedC ^1,1 open sets

1. Harmonic functions and integral representation
2. Two notions of harmonicity
3. Martin kernel and Martin boundary
4. Integral representation and uniqueness
5. Boundary Harnack principle
6. Conditional process and its limiting behavior
7. Conditional gauge and intrinsic ultracontractivity

     

Convergence of finite dimensional distributions of heat kernel measures on loop groups

In this paper we consider heat kernel measure on loop groups associated to the H^1/2-metric. Unlike H^s-case (s>1/2), there is a difficulty that H^1/2 is not contained in the space of continuous loops. So we take limits. There are two limiting methods. One is to use delta functions and to let s go down to 1/2. The other is to fix s at 1/2 and to approximate the delta functions. For the second approach, a generalization of heat kernel measures is needed. Then, the first approach can be obtained as a special case of the second one. The limit in the sense of finite dimensional distribution is the fictitious infinite dimensional Haar measure.     

On estimates of the density of Feynman-Kac semigroups of α-stable-like processes

Suppose that α∈(0,2) and that X is an α-stable-like process on Rd. Let F be a function on Rd belonging to the class Jd,α (see Introduction) and be _∑s?tF(Xs−,Xs), t>0, a discontinuous additive functional of X. With neither F nor X being symmetric, under certain conditions, we show that the Feynman-Kac semigroup defined by

     

无界抽样情形下不定核的系数正则化回归

本文讨论样本依赖空间中无界抽样情形下最小二乘损失函数的系数正则化问题. 这里的学习准则与之前再生核Hilbert空间的准则有着本质差异: 核除了满足连续性和有界性之外, 不需要再满足对称性和正定性; 正则化子是函数关于样本展开系数的l²-范数; 样本输出是无界的. 上述差异给误差分析增加了额外难度. 本文的目的是在样本输出不满足一致有界的情形下, 通过l²-经验覆盖数给出误差的集中估计(concentration estimates). 通过引入一个恰当的Hilbert空间以及l²-经验覆盖数的技巧, 得到了与假设空间的容量以及与回归函数的正则性有关的较满意的学习速率.     

Weighted L p estimates for the area integral associated to self-adjoint operators

This article is concerned with some weighted norm inequalities for the so-called horizontal (i.e., involving time derivatives) area integrals associated to a non-negative self-adjoint operator satisfying a pointwise Gaussian estimate for its heat kernel, as well as the corresponding vertical (i.e., involving space derivatives) area integrals associated to a non-negative self-adjoint operator satisfying in addition a pointwise upper bounds for the gradient of the heat kernel. As applications, we obtain sharp estimates for the operator norm of the area integrals on ${L^p(\mathbb{R}^N)}$ as p becomes large, and the growth of the A _p constant on estimates of the area integrals on the weighted L ^p spaces.     

Riesz transform on manifolds and heat kernel regularity

One considers the class of complete non-compact Riemannian manifolds whose heat kernel satisfies Gaussian estimates from above and below. One shows that the Riesz transform is Lp bounded on such a manifold, for p ranging in an open interval above 2, if and only if the gradient of the heat kernel satisfies a certain Lp estimate in the same interval of p's.     

Heat kernel bounds and desingularizing weights

We study the parabolic operator ∂_t−Δ_x+V(t,x), in d?1, with a potential V=V+−V−,V±?0 assumed to be from a parabolic Kato class, and obtain two-sided Gaussian bounds on the associated heat kernel. The constraints on the Kato norms of V⁺ and V⁻ are completely asymmetric, as they should be. Further improvements to our heat kernel bounds are obtained in the case of time-independent potentials.If V has singularities of the type ±c|x|⁻² with a suitably small constant c, we obtain new lower and (sharp) upper weighted heat kernel bounds. The rate of growth of the weights depends (explicitly) on the constant c. The standard bounds and methods (estimates in L^p-spaces without desingularizing weights) fail for singular potentials.     

Sharp Heat Kernel Estimates in the Fourier–Bessel Setting for a Continuous Range of the Type Parameter

The heat kernel in the setting of classical Fourier–Bessel expansions is defined by an oscillatory series which cannot be computed explicitly.We prove qualitatively sharp estimates of this kernel.Our method relies on establishing a connection with a situation of expansions based on Jacobi polynomials and then transferring known sharp bounds for the related Jacobi heat kernel.Keywords Fourier–Bessel expansions,heat kernel,Bessel process,transition density