Positive sesquilinear form measures and generalized eigenvalue expansions

Positive operator measures (with values in the space of bounded operators on a Hilbert space) and their generalizations, mainly positive sesquilinear form measures, are considered with the aim of providing a framework for their generalized eigenvalue type expansions. Though there are formal similarities with earlier approaches to special cases of the problem, the paper differs e.g. from standard rigged Hilbert space constructions and avoids the introduction of nuclear spaces. The techniques are predominantly measure theoretic and hence the Hilbert spaces involved are separable. The results range from a Naimark type dilation result to direct integral representations and a fairly concrete generalized eigenvalue expansion for unbounded normal operators.     

Operator integrals and sesquilinear forms

We consider various systematic ways of defining unbounded operator valued integrals of complex functions with respect to (mostly) positive operator measures and positive sesquilinear form measures, and investigate their relationships to each other in view of the extension theory of symmetric operators. We demonstrate the associated mathematical subtleties with a physically relevant example involving moment operators of the momentum observable of a particle confined to move on a bounded interval.     

An overview of representation theorems for static risk measures

In this paper, we give an overview of representation theorems for various static risk measures: coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity, law-invariant coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. This work was supported by National Natural Science Foundation of China (Grant No. 10571167), National Basic Research Program of China (973 Program) (Grant No. 2007CB814902), and Science Fund for Creative Research Groups (Grant No. 10721101)     

Boundedness and unboundedness results for some maximal operators on functions of bounded variation

We characterize the space BV(I) of functions of bounded variation on an arbitrary interval I⊂R, in terms of a uniform boundedness condition satisfied by the local uncentered maximal operator MR from BV(I) into the Sobolev space W1,1(I). By restriction, the corresponding characterization holds for W1,1(I). We also show that if U is open in Rd, d>1, then boundedness from BV(U) into W1,1(U) fails for the local directional maximal operator , the local strong maximal operator , and the iterated local directional maximal operator . Nevertheless, if U satisfies a cone condition, then boundedly, and the same happens with , , and MR.     

Conditions for Choquet integral representation of the comonotonically additive and monotone functional

If the universal set X is not compact but locally compact, a comonotonically additive and monotone functional (for short c.m.) on the class of continuous functions with compact support is not represented by one Choquet integral, but represented by the difference of two Choquet integrals. The conditions for which a c.m. functional can be represented by one Choquet integral are discussed.     

On Birkhoff integrability for scalar functions and vector measures

The Bartle–Dunford–Schwartz integral for scalar functions with respect to vector measures is characterized by means of Riemann-type sums based on partitions of the domain into countably many measurable sets. In this setting, two natural notions of integrability (Birkhoff integrability and Kolmogoroff integrability) turn out to be equivalent to Bartle–Dunford–Schwartz integrability. A. Fernández, F. Mayoral and F. Naranjo were supported by MEC and FEDER (project MTM2006–11690–C02–02) and La Junta de Andalucía. J. Rodríguez was supported by MEC and FEDER (project MTM2005-08379), Fundación Séneca (project 00690/PI/04) and the Juan de la Cierva Programme (MEC and FSE).     

Boundedness in Lebesgue spaces for commutators of multilinear singular integrals and RBMO functions with non-doubling measures

The boundedness in Lebesgue spaces for commutators generated by multilinear singular integrals and RBMO(μ) functions of Tolsa with non-doubling measures is obtained, provided that‖μ‖=∞and multilinear singular integrals are bounded from L1(μ)×L1(μ)to L1/2,∞(μ).     

Irreducible recurrence,ergodicity, and extremality of invariant measures for resolvents

We analyze the transience, recurrence, and irreducibility properties of general sub-Markovian resolvents of kernels and their duals, with respect to a fixed sub-invariant measure $m$. We give a unifying characterization of the invariant functions, revealing the fact that an $L^p$-integrable function is harmonic if and only if it is harmonic with respect to the weak dual resolvent. Our approach is based on potential theoretical techniques for resolvents in weak duality. We prove the equivalence between the $m$-irreducible recurrence of the resolvent and the extremality of $m$ in the set of all invariant measures, and we apply this result to the extremality of Gibbs states. We also show that our results can be applied to non-symmetric Dirichlet forms, in general and in concrete situations. A second application is the extension of the so called Fukushima ergodic theorem for symmetric Dirichlet forms to the case of sub-Markovian resolvents of kernels.