A weaker regularity condition for subdifferential calculus and Fenchel duality in infinite dimensional spaces

In this paper we present a new regularity condition for the subdifferential sum formula of a convex function with the precomposition of another convex function with a continuous linear mapping. This condition is formulated by using the epigraphs of the conjugates of the functions involved and turns out to be weaker than the generalized interior-point regularity conditions given so far in the literature. Moreover, it provides a weak sufficient condition for Fenchel duality regarding convex optimization problems in infinite dimensional spaces. As an application, we discuss the strong conical hull intersection property (CHIP) for a finite family of closed convex sets.     

Approachability in infinite dimensional spaces

The approachability theorem of Blackwell (1956b) is extended to infinite dimensional spaces. Two players play a sequential game whose payoffs are random variables. A set C of random variables is said to be approachable by player 1 if he has a strategy that ensures that the difference between the average payoff and its closest point in C, almost surely converges to zero. Necessary conditions for a set to be approachable are presented. Received February 2002/Final version July 2002  I acknowledge Eilon Solan for his helpful comments. The author acknowledges the support of the Israel Science Foundation, grant no. 178/99.     

Sharp Marchaud and converse inequalities in Orlicz spaces

For spaces on , and , sharp versions of the classical Marchaud inequality are known. These results are extended here to Orlicz spaces (on , and ) for which is convex for some , , where is the Orlicz function. Sharp converse inequalities for such spaces are deduced.

     

Optimal transport maps on infinite dimensional spaces

We will give a survey on results concerning Girsanov transformations, transportation cost inequalities, convexity of entropy, and optimal transport maps on some infinite dimensional spaces. Some open Problems will be arisen.     

Nonlinear impulsive systems on infinite dimensional spaces

In this paper we consider two different classes of nonlinear impulsive systems one driven purely by Dirac measures at a fixed set of points and the second driven by signed measures. The later class is easily extended to systems driven by general vector measures. The principal nonlinear operator is monotone hemicontinuous and coercive with respect to certain triple of Banach spaces called Gelfand triple. The other nonlinear operators are more regular, non-monotone continuous operators with respect to suitable Banach spaces. We present here a new result on compact embedding of the space of vector-valued functions of bounded variation and then use this result to prove two new results on existence and regularity properties of solutions for impulsive systems described above. The new embedding result covers the well-known embedding result due to Aubin.     

Hamilton-Jacobi semi-groups in infinite dimensional spaces

Let (X,ρ) be a Polish space endowed with a probability measure μ. Assume that we can do Malliavin Calculus on (X,μ). Let be a pseudo-distance. Consider QtF(x)=infy∈X{F(y)+d²(x,y)/2t}. We shall prove that QtF satisfies the Hamilton-Jacobi inequality under suitable conditions. This result will be applied to establish transportation cost inequalities on path groups and loop groups in the spirit of Bobkov, Gentil and Ledoux.     

Differential variational inequalities in infinite banach spaces

In this paper, we consider a new differential variational inequality (DVI, for short) which is composed of an evolution equation and a variational inequality in infinite Banach spaces. This kind of problems may be regarded as a special feedback control problem. Based on the Browder's theorem and the optimal control theory, we show the existence of solutions to the mentioned problem.     

On the Wiener semigroup and harmonic analysis on the infinite dimensional torus

We present a model for which certain difficulties often associated with analysis on infinite-dimensional spaces do not occur. In this situation, the convolution semigroup of Wiener measures constructed by Gross becomes a self-adjoint contraction semigroup. We generalize a facet of Sobolev theory to our infinite-dimensional context, and consider the differentiability of Wiener measure in this new weak sense.     

On data depth in infinite dimensional spaces

The concept of data depth leads to a center-outward ordering of multivariate data, and it has been effectively used for developing various data analytic tools. While different notions of depth were originally developed for finite dimensional data, there have been some recent attempts to develop depth functions for data in infinite dimensional spaces. In this paper, we consider some notions of depth in infinite dimensional spaces and study their properties under various stochastic models. Our analysis shows that some of the depth functions available in the literature have degenerate behaviour for some commonly used probability distributions in infinite dimensional spaces of sequences and functions. As a consequence, they are not very useful for the analysis of data satisfying such infinite dimensional probability models. However, some modified versions of those depth functions as well as an infinite dimensional extension of the spatial depth do not suffer from such degeneracy and can be conveniently used for analyzing infinite dimensional data.     

Differential quasi-variational inequalities in finite dimensional spaces

In this paper, we introduce and study a new class of differential quasi-variational inequalities in finite dimensional Euclidean spaces. First, we prove existence theorems for Carathéodory weak solutions of the differential quasi-variational inequalities under various conditions. Furthermore, we establish a convergence result on Euler time-dependent procedure for solving the initial-value differential set-valued variational inequalities.     

Elliptic equations for measures on infinite dimensional spaces and applications

We introduce and study a new concept of a weak elliptic equation for measures on infinite dimensional spaces. This concept allows one to consider equations whose coefficients are not globally integrable. By using a suitably extended Lyapunov function technique, we derive a priori estimates for the solutions of such equations and prove new existence results. As an application, we consider stochastic Burgers, reaction-diffusion, and Navier-Stokes equations and investigate the elliptic equations for the corresponding invariant measures. Our general theorems yield a priori estimates and existence results for such elliptic equations. We also obtain moment estimates for Gibbs distributions and prove an existence result applicable to a wide class of models. Received: 23 January 2000 / Revised version: 4 October 2000 / Published online: 5 June 2001     

Extrapolation and inhornogeneous retarded differential equations on infinite dimensional spaces

Using the extrapolation spaces introduced by Da Prato-Grisvard and Nagel, we prove the well-posedness of a more general inhomogenous retarded differential equation on infinite dimensional spaces.     

A NOTE ON BEURLING-DENY FORMULAE IN INFINITE DIMENSIONAL SPACES

1.IntroductionandMainResultsAsisIvellknown,theBeurling-DenyformulaeplayimportalrolesinthetheoryofregularDirichletformsonlocallycompactseparablemetricspaces.See[4]forarecentnicerepreselltationinthisconnection.ThepurposeofthispaperistoextendtheBeurlingDenyformulaetoquasi-regularDirichletforms,inparticulartoDirichletformsoninfinitedimensionalstatespaces.RecallthataDirichletformisquasi-regularifandonlyifitisassociatedwitharightcontinuousstrongMarkovprocesslivingesselltiallyonametriZableLusin…     

Chaotic dynamics of the heat semigroup on the Damek-Ricci spaces

We consider the rank one Riemannian symmetric spaces of noncompact type and their non-symmetric generalization, namely the Damek-Ricci spaces. We show that the heat semigroup generated by a certain perturbation of the Laplace-Beltrami operator of these spaces is chaotic on their L _p -spaces when p > 2. The range of p and the corresponding perturbation are sharp. A precursor to this result is due to Ji and Weber [19] where it was shown that under identical conditions the heat operator is subspace-chaotic on the Riemannian symmetric spaces, which is weaker than it being chaotic. We also extend the results to the Lorentz spaces L _p,q , which are generalizations of the Lebesgue spaces. This enables us to point out that the chaoticity degenerates to subspace-chaoticity only when q = ∞.     

Chaotic dynamics of the heat semigroup on Riemannian symmetric spaces

We show that the heat semigroup generated by certain perturbations of the Laplace–Beltrami operator on the Riemannian symmetric spaces of noncompact type is chaotic   on their L^p$L^p$-spaces when 2<p<∞$2<p<\infty$. Both the range of p and the range of chaos-inducing perturbation are sharp. This extends a result of Ji and Weber [17] where it was shown that under identical conditions the heat operator is subspace-chaotic on these spaces.     

The approximation property for spaces of holomorphic functions on infinite dimensional spaces II

Let H(U) denote the vector space of all complex-valued holomorphic functions on an open subset U of a Banach space E. Let τω and τδ respectively denote the compact-ported topology and the bornological topology on H(U). We show that if E is a Banach space with a shrinking Schauder basis, and with the property that every continuous polynomial on E is weakly continuous on bounded sets, then (H(U),τω) and (H(U),τδ) have the approximation property for every open subset U of E. The classical space c₀, the original Tsirelson space T^∗ and the Tsirelson^∗-James space are examples of Banach spaces which satisfy the hypotheses of our main result. Our results are actually valid for Riemann domains.