A Grothendieck-type theorem for the space of totally measurable functions

Let Σ be a σ-algebra of subsets of a non-empty set Ω. Let X be a real Banach space and let X^* stand for the Banach dual of X. Let B(Σ, X) be the Banach space of Σ-totally measurable functions f: Ω → X, and let B(Σ, X)^* and B(Σ, X)^** denote the Banach dual and the Banach bidual of B(Σ, X) respectively. Let bvca(Σ, X^*) denote the Banach space of all countably additive vector measures ν: Σ → X^* of bounded variation. We prove a form of generalized Vitali-Hahn-Saks theorem saying that relative σ(bvca(Σ, X^*), B(Σ, X))-sequential compactness in bvca(Σ, X^*) implies uniform countable additivity. We derive that if X reflexive, then every relatively σ(B(Σ, X)^*, B(Σ, X))-sequentially compact subset of B(Σ, X)_c^~ (= the σ-order continuous dual of B(Σ, X)) is relatively σ(B(Σ, X)^*, B(Σ, X)^**)-sequentially compact. As a consequence, we obtain a Grothendieck type theorem saying that σ(B(Σ, X)^*, B(Σ, X))-convergent sequences in B(Σ, X)_c^~ are σ(B(Σ, X)^*, B(Σ, X)^**)-convergent.     

Estimating the parameters of a truncated normal distribution

Let ø(x) be a truncated normal pdf over the interval [a,b], that is, assume ø(x)=exp[-(x–μ)²/2σ²]/∝^b_aexp[-(x–μ)²/2σ²]dx for - ∞<a?x?b?< + ∞ and zero elsewhere. Suppose that X₁,X₂,…,X_n is a random sample of size n from this truncated distribution. Using known properties of exponential families of distributions and the system of Legendre polynomials over the interval [-1,1], we examine the maximum likelihood estimation of the parameters μ and σ².     

Cosmic spaces which are not μ-spaces among function spaces with the topology of pointwise convergence

A space is called a μ-space if it can be embedded in a countable product of paracompact F_σ-metrizable spaces. The following are shown:(1) For a Tychonoff space X, if C_p(X,R) is a μ-space, then X is a countable union of compact metrizable subspaces.(2) For a zero-dimensional space X, C_p(X,2) is a μ-space if and only if X is a countable union of compact metrizable subspaces.In particular, let P be the space of irrational numbers. Then C_p(P,2) is a cosmic space (i.e., a space with a countable network) which is not a μ-space.     

Equilibrium states for factor maps between subshifts

Let π:X→Y be a factor map, where (X,σX) and (Y,σY) are subshifts over finite alphabets. Assume that X satisfies weak specification. Let a=(a₁,a₂)∈R² with a₁>0 and a₂?0. Let f be a continuous function on X with sufficient regularity (Hölder continuity, for instance). We show that there is a unique shift invariant measure μ on X that maximizes . In particular, taking f≡0 we see that there is a unique invariant measure μ on X that maximizes the weighted entropy a₁hμ(σX)+a₂hμ°π−1(σY), which answers an open question raised by Gatzouras and Peres (1996) in [15]. An extension is given to high dimensional cases. As an application, we show that for each compact invariant set K on the k-torus under a diagonal endomorphism, if the symbolic coding of K satisfies weak specification, then there is a unique invariant measure μ supported on K so that dimHμ=dimHK.     

Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: the semistable case

Let X₁,X₂,… be i.i.d. random variables with distribution μ and with mean zero, whenever the mean exists. Set S_n=X₁+?+X_n. In recent years precise asymptotics as ε↓0 have been proved for sums like ∑_n=1^∞n⁻¹P{|S_n|?εn^1/p}, assuming that μ belongs to the (normal) domain of attraction of a stable law. Our main results generalize these results to distributions μ belonging to the (normal) domain of semistable attraction of a semistable law. Furthermore, a limiting case new even in the stable situation is presented.     

Estimation for the change point of volatility in a stochastic differential equation

We consider a multidimensional Itô process Y=(Y_t)_t∈[0,T] with some unknown drift coefficient process b_t and volatility coefficient σ(X_t,θ) with covariate process X=(X_t)_t∈[0,T], the function σ(x,θ) being known up to θ∈Θ. For this model, we consider a change point problem for the parameter θ in the volatility component. The change is supposed to occur at some point t^∗∈(0,T). Given discrete time observations from the process (X,Y), we propose quasi-maximum likelihood estimation of the change point. We present the rate of convergence of the change point estimator and the limit theorems of the asymptotically mixed type.     

On the Laczkovich-Komjáth property of sigma-ideals

Komjáth in 1984 proved that, for each sequence (An) of analytic subsets of a Polish space X, if lim supn∈HAn is uncountable for every H∈ω[N] then _?n∈GAn is uncountable for some G∈ω[N]. This fact, by our definition, means that the σ-ideal [X]^?ω has property (LK). We prove that every σ-ideal generated by X/E has property (LK), for an equivalence relation E⊂X² of type Fσ with uncountably many equivalence classes. We also show the parametric version of this result. Finally, the invariance of property (LK) with respect to various operations is studied.     

Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon

We construct ?-optimal strategies for the following control problem: Maximize $\mathbb {E}[ \int_{[0,\tau)}e^{-\beta s}\,dC_{s}+e^{-\beta\tau}X_{\tau}]$ , where X _t =x+μt+σW _t ?C _t , τ≡inf{t>0|X _t =0}∧T, T>0 is a fixed finite time horizon, W _t is standard Brownian motion, μ, σ are constants, and C _t describes accumulated consumption until time t. It is shown that ?-optimal strategies are given by barrier strategies with time-dependent barriers.     

Maps preserving peripheral spectrum of Jordan semi-triple products of operators

Let A and B be (not necessarily unital or closed) standard operator algebras on complex Banach spaces X and Y, respectively. For a bounded linear operator A on X, the peripheral spectrum σ_π(A) of A is the set σ_π(A)={z∈σ(A):|z|=max_ω∈σ(A)|ω|}, where σ(A) denotes the spectrum of A. Assume that Φ:A→B is a map the range of which contains all operators of rank at most two. It is shown that the map Φ satisfies the condition that σ_π(BAB)=σ_π(Φ(B)Φ(A)Φ(B)) for all A,B∈A if and only if there exists a scalar λ∈C with λ³=1 and either there exists an invertible operator T∈B(X,Y) such that Φ(A)=λTAT^-1 for every A∈A; or there exists an invertible operator T∈B(X^∗,Y) such that Φ(A)=λTA^∗T^-1 for every A∈A. If X=H and Y=K are complex Hilbert spaces, the maps preserving the peripheral spectrum of the Jordan skew semi-triple product BA^∗B are also characterized. Such maps are of the form A?UAU^∗ or A?UA^tU^∗, where U∈B(H,K) is a unitary operator, A^t denotes the transpose of A in an arbitrary but fixed orthonormal basis of H.     

A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time

We construct a weak solution to the stochastic functional differential equation , where M_t=sup_0≤s≤tX_s. Using the excursion theory, we then solve explicitly the following problem: for a natural class of joint density functions μ(y,b), we specify σ(.,.), so that X is a martingale, and the terminal level and supremum of X, when stopped at an independent exponential time ξ_λ, is distributed according to μ. We can view (X_t∧ξλ) as an alternate solution to the problem of finding a continuous local martingale with a given joint law for the maximum and the drawdown, which was originally solved by Rogers (1993) [21] using the excursion theory. This complements the recent work of Carr (2009) [5] and Cox et al. (2010) [7], who consider a standard one-dimensional diffusion evaluated at an independent exponential time.¹     

Extreme points of Banach lattices related to conditional expectations

Let (X,F,μ) be a complete probability space, B a sub-σ-algebra, and Φ the probabilistic conditional expectation operator determined by B. Let K be the Banach lattice {f∈L¹(X,F,μ):‖Φ(|f|)_‖∞<∞} with the norm ‖f‖=‖Φ(|f|)_‖∞. We prove the following theorems:

(1)

The closed unit ball of K contains an extreme point if and only if there is a localizing set E for B such that supp(Φ(χE))=X.

(2)

Suppose that there is n∈N such that f?nΦ(f) for all positive f in L^∞(X,F,μ). Then K has the uniformly λ-property and every element f in the complex K with is a convex combination of at most 2n extreme points in the closed unit ball of K.

     

Absolute continuity results for superdiffusions with applications to differential equations

Let X=(X_D,P_μ) be a superdiffusion in a domain $\text{E?}\text{R}{}^{\mathrm{d}}$. We introduce a germ σ-algebra $\text{F}{}_{\mathrm{E?}}$ at the boundary of E and we prove that, on this σ-algebra, P_μ1 is absolutely continuous with respect to P_μ2 if μ₁ and μ₂ are concentrated on compact subsets of E. In combination with previous results of Dynkin, Kuznetsov and Mselati, this leads to a complete classification of positive solutions of equation Δu=u^α in a bounded domain E of class C⁴ for the case 1<α?2. To cite this article: E.B. Dynkin, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Partially harmonic spinors and representations of reductive Lie groups

Let G be a reductive Lie group subject to some minor technical restrictions. The Plancherel Theorem for G uses several series of unitary representation classes, one series for each conjugacy class of Cartan subgroups of G. Given a Cartan subgroup H ? G, we construct a G-homogeneous family X → Y of oriented riemannian symmetric spaces, some G-homogeneous bundles , and some Hilbert spaces of partially harmonic spinors with values in . Then G acts on by a unitary representation π_μ,σ^±. We then show that these π_μ,σ^± realize the series of representation classes of G associated to the conjugacy class of H.     

The crossed product by a partial endomorphism and the covariance algebra

Given a local homeomorphism where U⊆X is clopen and X is a compact and Hausdorff topological space, we obtain the possible transfer operators Lρ which may occur for given by α(f)=f○σ. We obtain examples of partial dynamical systems (XA,σA) such that the construction of the covariance algebra C^∗(XA,σA), proposed by B.K. Kwasniewski, and the crossed product by a partial endomorphism O(XA,α,L), recently introduced by the author and R. Exel, associated to this system are not equivalent, in the sense that there does not exist an invertible function ρ∈C(U) such that O(XA,α,Lρ)≅C^∗(XA,σA).     

On Tame Kernel and Class Group in Terms of Quadratic Forms

The paper is to investigate the structure of the tame kernel K₂O_F for certain quadratic number fields F, which extends the scope of Conner and Hurrelbrink (J. Number Theory88 (2001), 263-282). We determine the 4-rank and the 8-rank of the tame kernel, the Tate kernel, and the 2-part of the class group. Our characterizations are in terms of binary quadratic forms X²+32Y,X²+64Y²,X²+2Py²,2X²+Py²,X²−2Py²,2X²−Py². The results are very useful for numerical computations.     

A Komlós Theorem for abstract Banach lattices of measurable functions

Consider a Banach function space X(μ) of (classes of) locally integrable functions over a σ-finite measure space (Ω,Σ,μ) with the weak σ-Fatou property. Day and Lennard (2010) [9] proved that the theorem of Komlós on convergence of Cesàro sums in L¹[0,1] holds also in these spaces; i.e. for every bounded sequence n(fn) in X(μ), there exists a subsequence k(fnk) and a function f∈X(μ) such that for any further subsequence j(hj) of k(fnk), the series converges μ-a.e. to f. In this paper we generalize this result to a more general class of Banach spaces of classes of measurable functions — spaces L¹(ν) of integrable functions with respect to a vector measure ν on a δ-ring — and explore to which point the Fatou property and the Komlós property are equivalent. In particular we prove that this always holds for ideals of spaces L¹(ν) with the weak σ-Fatou property, and provide an example of a Banach lattice of measurable functions that is Fatou but do not satisfy the Komlós Theorem.     

Decrease rate of the probabilities ofε-deviations for the means of stationary processes

The asymptotic behavior asn → ∞ of the normed sumsσn =n ^?1 Σ _k ^=0n?1 Xk for a stationary processX = (X _n ,n ∈ ?) is studied. For a fixedε > 0, upper estimates for P(sup _k≥n ¦σ _k ¦ ≥ε) asn → ∞ are obtained.     

Krengel-Lin decomposition for probability measures on hypergroups

A Markov operator P on a σ-finite measure space (X,Σ,m) with invariant measure m is said to have Krengel-Lin decomposition if L²(X)=E₀⊕L²(X,Σ_d) where E₀={f∈L²(X)∣‖Pⁿ(f)‖→0} and Σ_d is the deterministic σ-field of P. We consider convolution operators and we show that a measure λ on a hypergroup has Krengel-Lin decomposition if and only if the sequence converges to an idempotent or λ is scattered. We verify this condition for probabilities on Tortrat groups, on commutative hypergroups and on central hypergroups. We give a counter-example to show that the decomposition is not true for measures on discrete hypergroups.     

Both compact and sequentially compact sets in abelian topological group

We show that every abelian topological group contains many interesting sets which are both compact and sequentially compact. Then we can deduce some useful facts, e.g.,

(1)

if G is a Hausdorff abelian topological group and μ:N²→G is countably additive, then the range μ(N²)={μ(A):A⊆N} is compact metrizable;

(2)

if X is a Hausdorff locally convex space and {xj}⊂X, then F={_∑j∈Δxj:Δ⊂N, Δ is finite} is relatively compact in (X,weak) if and only if F is relatively compact in X, and if and only if F is relatively compact in (X,F(M)) where F(M) is the Dierolf topology which is the strongest 〈X,X^′〉-polar topology having the same subseries convergent series as the weak topology.