The asymptotic of harmonic renewal measures

Institute of Mathematics and Informatics, Lithuanian Academy of Sciences. Published in Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 31, No. 4, pp. 577–583, October–December, 1991.     

Harmonic renewal measures

Summary If C is a distribution function on (0, ) then the harmonic renewal function associated with C is the function . We link the asymptotic behaviour of G to that of 1–C. Applications to the ladder index and the ladder height of a random walk are included.     

On polygonal measures with vanishing harmonic moments

A polygonal measure is the sum of finitely many real constant density measures supported on triangles in ?. Given a finite set S ? ?, we study the existence of polygonal measures spanned by triangles with vertices in S, all of whose harmonic moments vanish. We show that for generic S, the dimension of the linear space of such measures is \(\left( {_2^{|S| - 3} } \right)\) . We also investigate the situation in which the density for such measure takes on only values 0 or ±1. This corresponds to pairs of polygons of unit density having the same logarithmic potential at ∞. We show that such (signed) measures do not exist for |S| ≤ 5, but that for each n ≥ 6 one can construct an S, with |S| = n, giving rise to such a measure.     

Convexity properties of harmonic measures

It is shown that any convex combination of harmonic measures , where U₁,…,Uk are relatively compact open neighborhoods of a given point x∈Rd, d?2, can be approximated by a sequence of harmonic measures such that each Wn is an open neighborhood of x in U₁∪?∪Uk.This answers a question raised in connection with Jensen measures. Moreover, it implies that, for every Green domain X containing x, the extremal representing measures for x with respect to the convex cone of potentials on X (these measures are obtained by balayage of the Dirac measure at x on Borel subsets of X) are dense in the compact convex set of all representing measures.This is achieved approximating balayage on open sets by balayage on unions of balls which are pairwise disjoint and very small with respect to their mutual distances and then reducing the size of these balls in a suitable manner.These results, which are presented simultaneously for the classical potential theory and for the theory of Riesz potentials, can be sharpened if the complements or the boundaries of the open sets have a capacity doubling property. The methods developed for this purpose (continuous balayage on increasing families of compact sets, approximation using scattered sets with small capacity) finally lead to answers even in a very general potential-theoretic setting covering a wide class of second order partial differential operators (uniformly elliptic or in divergence form, or sums of squares of vector fields satisfying Hörmander's condition, for example, sub-Laplacians on stratified Lie algebras).     

Analytic signals and harmonic measures

We prove that a sufficient and necessary condition for HeiΘ(s)=−ieiΘ(s), where H is Hilbert transformation, Θ is a continuous and strictly increasing function with |Θ(R)|=2π, is that dΘ(s) is a harmonic measure on the line. The counterpart result for the periodic case is also established. The study is motivated by, and has significant impact to time-frequency analysis, especially to aspects of analytic signals inducing instantaneous amplitude and frequency. As a by-product we introduce the theory of Hardy-space-preserving weighted trigonometric series and Fourier transformations induced by harmonic measures in the respective contexts.     

Asymptotic expansions for renewal measures in the plane

Summary Let P be a distribution in the plane and define the renewal measure R=P ^*nwhere * denotes convolution. The main results of this paper are three term asymptotic expansions for R far from the origin. As an application, expansions are obtained for distributions in linear boundary crossing problems.Research supported by NSF grants MCS-8102080 and DMS-8504708     

The harmonic measures of Lucy Garnett

This paper presents an improved approach to the theory of harmonic measures for foliated spaces introduced by Garnett. This approach is based on a method for solving elliptic equations on foliated spaces and on the Hille-Yosida theory. The diffusion semigroup of a general Laplacian and its infinitesimal generator are made explicit. Applications of the path space to the dynamical study of a foliated space are described. In particular, the final section studies cocycles on foliated spaces, a formula for their asymptotic limit, and some analytic and geometric consequences.     

Dyadic harmonic analysis beyond doubling measures

We characterize the Borel measures μ   on R$\mathbb{R}$ for which the associated dyadic Hilbert transform, or its adjoint, is of weak-type (1,1)$(1,1)$ and/or strong-type (p,p)$(p,p)$ with respect to μ  . Surprisingly, the class of such measures is strictly bigger than the traditional class of dyadically doubling measures and strictly smaller than the whole Borel class. In higher dimensions, we provide a complete characterization of the weak-type (1,1)$(1,1)$ for arbitrary Haar shift operators, cancellative or not, written in terms of two generalized Haar systems and these include the dyadic paraproducts. Our main tool is a new Calderón–Zygmund decomposition valid for arbitrary Borel measures which is of independent interest.     

Mean dual and harmonic cross-sectional measures

Summary The mean dual cross-sectional measures are introduced. They are shown to satisfy a cyclic inequality similar to that satisfied by the cross-sectional measures (Quermassintegrale). A new representation of the dual cross-sectional measures is used to obtain inequalities relating the mean dual cross-sectional measures and the harmonic cross-sectional measures (Harmonische Quermassintegrale) of Hadwiger. An inequality between the volume and the harmonic cross-sectional measures of a convex body is presented. An inequality stronger than the Urysohn inequality (the harmonic Urysohn inequality) is proven. Strengthened versions of other inequalities previously obtained by the author are also presented. Entrata in Redazione il 13 luglio 1977.     

DLR measures for one-dimensional harmonic systems

Summary A one-dimensional chain of nearest neighbor linearly interacting oscillators {q _x } _x is studied. The set of all its extremal DLR measures is characterized in terms of a parameter ². For each there is a Gaussian DLR measure with support on the set of configurations determined by the rate of growth of¦q _x¦. It is then finally proved that there is only one translationally invariant DLR measure. This proves the following conjecture: invariant DLR measures give uniformly finite first moment to ¦q _x¦.     

Discretization of harmonic measures for foliated bundles

We prove in this Note that there is, for some foliated bundles, a bijective correspondence between Garnett?s harmonic measures and measures on the fiber that are stationary for some probability measure on the holonomy group. As a consequence, we show the uniqueness of the harmonic measure in the case of some foliations transverse to projective fiber bundles.     

Semigroups of measures in non-commutative harmonic analysis

We find the invariant convolution semigroups of measures on the Heisenberg group which are analogous to the familiar semigroups in the abelian context from modern potential theory, and we show that the abelian theory may be obtained as the limit of the Heisenberg case as Planck's constant tends to zero. Work supported in part by the NSF.     

On the multi-dimensional renewal theorem

Let X be a random variable on Rⁿ, n ? 2, having a density. Assume X has a finite exponential moment and non-zero mean vector, μ. Let ν be the corresponding renewal measure, and Q a cube. We obtain an asymptotic formula for ν(x + Q) as x → ∞ which is uniform in a small cone about the mean vector. This formula depends on moments of arbitrarily high order but depends only on the first and second moments of X in a region $\text{x · μ > ¦x¦¦μ¦(1 ? o(¦x¦}{}^{\mathrm{<mtext>?2</mtext><mtext>3</mtext>}}\text{))}$.     

Estimates for nonlinear harmonic measures on trees

In this paper we give some estimates for nonlinear harmonic measures on trees. In particular, we estimate in terms of the size of a set D the value at the origin of the solution to u(x) = F((x, 0),...,(x,m ? 1)) for every x ∈ \(\mathbb{T}_m \) , a directed tree with m branches with initial datum f + χD. Here F is an averaging operator on ? ^m , x is a vertex of a directed tree \(\mathbb{T}_m \) with regular m-branching and (x, i) denotes a successor of that vertex for 0 ≤ i ≤ m ? 1.     

On harmonic and asymptotically harmonic homogeneous spaces

We classify noncompact homogeneous spaces which are Einstein and asymptotically harmonic. This completes the classification of Riemannian harmonic spaces in the homogeneous case: Any simply connected homogeneous harmonic space is flat, or rank-one symmetric, or a nonsymmetric Damek–Ricci space. Independently, Y. Nikolayevsky has obtained the latter classification under the additional assumption of nonpositive sectional curvatures [N2]. Supported in part by DFG priority program “Global Differential Geometry” (SPP 1154). Received: September 2004; Revision: June 2005; Accepted: September 2005