The Maximal Operator Associated to a Nonsymmetric Ornstein–Uhlenbeck Semigroup

Let (ℋ _t ) _t≥0 be the Ornstein–Uhlenbeck semigroup on ℝ ^d with covariance matrix I and drift matrix λ(R−I), where λ>0 and R is a skew-adjoint matrix, and denote by γ _∞ the invariant measure for (ℋ _t ) _t≥0. Semigroups of this form are the basic building blocks of Ornstein–Uhlenbeck semigroups which are normal on L ²(γ _∞). We prove that if the matrix R generates a one-parameter group of periodic rotations, then the maximal operator ℋ_* f(x)=sup  _t≥o |ℋ _t f(x)| is of weak type 1 with respect to the invariant measure γ _∞. We also prove that the maximal operator associated to an arbitrary normal Ornstein–Uhlenbeck semigroup is bounded on L ^p (γ _∞) if and only if 1<p≤∞.      

Higher order Riesz transforms associated with Bessel operators

In this paper we investigate Riesz transforms R _μ ^(k) of order k≥1 related to the Bessel operator Δ_μ f(x)=-f”(x)-((2μ+1)/x)f’(x) and extend the results of Muckenhoupt and Stein for the conjugate Hankel transform (a Riesz transform of order one). We obtain that for every k≥1, R _μ ^(k) is a principal value operator of strong type (p,p), p∈(1,∞), and weak type (1,1) with respect to the measure dλ(x)=x ^2μ+1  dx in (0,∞). We also characterize the class of weights ω on (0,∞) for which R _μ ^(k) maps L ^p (ω) into itself and L ¹(ω) into L ^1,∞(ω) boundedly. This class of weights is wider than the Muckenhoupt class of weights for the doubling measure dλ. These weighted results extend the ones obtained by Andersen and Kerman.     

Moderate Deviations for Random Sums of Heavy-Tailed Random Variables

Let {Xn;n≥ 1} be a sequence of independent non-negative random variables with common distribution function F having extended regularly varying tail and finite mean μ = E（X1） and let {N（t）; t ≥0} be a random process taking non-negative integer values with finite mean λ（t） = E（N（t）） and independent of {Xn; n ≥1}. In this paper, asymptotic expressions of P（（X1 ＋… ＋XN（t）） -λ（t）μ 〉 x） uniformly for x ∈[γb（t）, ∞） are obtained, where γ〉 0 and b（t） can be taken to be a positive function with limt→∞ b（t）/λ（t） = 0.     

On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

Growth and Hölder conditions for the sample paths of Feller processes

Let (A,D(A)) be the infinitesimal generator of a Feller semigroup such that C _c ^∞(ℝ ⁿ )⊂D(A) and A|C _c ^∞(ℝ ⁿ ) is a pseudo-differential operator with symbol −p(x,ξ) satisfying |p(•,ξ)|_∞≤c(1+|ξ|²) and |Imp(x,ξ)|≤c ₀Rep(x,ξ). We show that the associated Feller process {X _t } _{t ≥0} on ℝ ⁿ is a semimartingale, even a homogeneous diffusion with jumps (in the sense of [21]), and characterize the limiting behaviour of its trajectories as t→0 and ∞. To this end, we introduce various indices, e.g., β_∞ ^x :={λ>0:lim _{|ξ|→∞ | x − y |≤2/|ξ|}|p(y,ξ)|/|ξ|^λ=0} or δ_∞ ^x :={λ>0:liminf _{|ξ|→∞ | x − y |≤2/|ξ| |ε|≤1}|p(y,|ξ|ε)|/|ξ|^λ=0}, and obtain a.s. (ℙ ^x ) that lim _{t →0} t ^−1/λ _{s ≤ t} |X _s −x|=0 or ∞ according to λ>β_∞ ^x or λ<δ_∞ ^x . Similar statements hold for the limit inferior and superior, and also for t→∞. Our results extend the constant-coefficient (i.e., Lévy) case considered by W. Pruitt [27]. Received: 21 July 1997 / Revised version: 26 January 1998     

Interior transition layers of solutions to the perturbed elliptic Sine-Gordon equation on an interval

We consider the perturbed elliptic Sine-Gordon equation on an interval-u″t+γsinu(t)=μf(u(t)),t ∈I := (-T, T),u(t) > 0,t ∈I,u(±T)=0 where λ, μ>0 are parameters andT>0 is a constant. By applying variational methods subject to the constraint depending on λ, we obtain eigenpairs (μ,u)=(μ(λ),u _λ) which solve this eigenvalue problem for a given λ>0. Then we study the asymptotic behavior ofu _λ and μ(λ) as λ→∞. Especially, we study the location of interior transition layers ofu _λ as λ→∞. This research has been supported by the Japan Society for the Promotion of Science.     

On simple modules of Hecke algebras of type Dn

This is a continuation of our previous work. We classify all the simple ℋ_q(D _n )-modules via an automorphismh defined on the set { λ | D^λ ≠ 0}. Whenf _n(q) ≠ 0, this yields a classification of all the simple ℋ ^q (D _n)- modules for arbitrary n. In general ( i. e., q arbitrary), if λ⁽¹⁾ = λ⁽²⁾,wegivea necessary and sufficient condition ( in terms of some polynomials ) to ensure that the irreducible ℋ_q,1(B _n )- module D^λ remains irreducible on restriction to ℋ_q(D _n ).     

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.     

Generalization of the perron effect whereby the characteristic exponents of all solutions of two differential systems change their sign from negative to positive

We obtain a generalization of the complete Perron effect whereby the characteristic exponents of all solutions change their sign from negative for the linear approximation system to positive for a nonlinear system with perturbations of higher-order smallness [Differ. Uravn., 2010, vol. 46, no. 10, pp. 1388–1402]. Namely, for arbitrary parameters λ ₁ ≤ λ ₂ < 0 and m > 1 and for arbitrary intervals [b _i , d _i ) ⊂ [λ _i ,+∞), i = 1, 2, with boundaries d ₁ ≤ b ₂, we prove the existence of (i) a two-dimensional linear differential system with bounded coefficient matrix A(t) infinitely differentiable on the half-line t ≥ 1 and with characteristic exponents λ ₁(A) = λ ₁ ≤ λ ₂(A) = λ ₂ < 0; (ii) a perturbation f(t, y) of smallness order m > 1 infinitely differentiable with respect to time t > 1 and continuously differentiable with respect to y ₁ and y ₂, y = (y ₁, y ₂) ∈ R ² such that all nontrivial solutions y(t, c), c ∈ R ², of the nonlinear system .y = A(t)y + f(t, y), y ∈ R ², t ≥ 1, are infinitely extendible to the right and have characteristic exponents λ[y] ∈ [b ₁, d ₁) for c ₂ = 0 and λ[y] ∈ [b ₂, d ₂) for c ₂ ≠ 0.     

Approximating a Feller Semigroup by Using the Yosida Approximation of the Symbol of its Generator

We show that if the pseudodifferential operator −q(x,D) generates a Feller semigroup (T_t)_t≥0 then the Feller semigroups (T_t^(v))_t≥0 generated by the pseudodifferential operators with symbol will converge strongly to (T_t)_t≥0 as ν →∞.     

On bounded solutions of abstract differential equations

Summary We construct nontrivial bounded solutions of an abstract evolution equationu'(t)=Au(t) (—∞<t<∞) whereA generates a (C ₀) semigroup of operators {T _t;t≥0} such thatT _t converges strongly to zero ast→∞.

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Riassunto Si costruiscono soluzioni limitate non triviali di una equazioneu'(t)=Au(t) (—∞<t<∞) doveA è il generatore di un semigruppo di operatori {T _t;t≥0} tale cheT _t converge fortemente verso 0 pert→∞.

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Supported by National Science Foundation grant GP-12722.     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

Realization of the Perron effect whereby the characteristic exponents of solutions of differential systems change their values

We realize the Perron effect of change of values of characteristic exponents: for arbitrary parameters λ ₁ <- λ ₂ < 0, β ₂ ≥ β ₁ ≥ λ ₂, and m > 1, we prove the existence of a linear differential system $ \dot x $ \dot x = A(t)x, x ∈ R ₂, t ≥ t ₀, with bounded infinitely differentiable coefficients and with characteristic exponents λ ₁(A) = λ ₁ <- λ ₂(A) = λ ₂ and of an m-perturbation f: [t ₀,+∞) × R ₂ → R ₂ infinitely differentiable in time, continuously differentiable with respect to the phase variables y ₁ and y ₂, (y ₁, y ₂) = y ∈ R ₂ (infinitely differentiable with respect to the variables y ₁ ≠ 0 and y ₂ ≠ 0 and with respect to all of these variables in the case of a positive integer m > 1), satisfying the condition ‖f(t, y)‖ ≤ const × ‖y‖ ^m , y ∈ R ², t ≥ t ₀, and such that all nontrivial solutions y(t, c) of the perturbed system

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Symmetric Ornstein-Uhlenbeck semigroups and their generators

 We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure μ. For a reversible process the domain of its generator in L ^p (μ) is characterized in terms of appropriate Sobolev spaces thus extending the Meyer equivalence of norms to any symmetric Ornstein-Uhlenbeck operator. We provide also a formula for the size of the spectral gap of the generator. Those results are applied to study the Ornstein-Uhlenbeck process in a chaotic environment. Necessary and sufficient conditions for a transition semigroup (R _t ) to be compact, Hilbert-Schmidt and strong Feller are given in terms of the coefficients of the Ornstein-Uhlenbeck operator. We show also that the existence of spectral gap implies a smoothing property of R _t and provide an estimate for the (appropriately defined) gradient of R _t φ. Finally, in the Hilbert-Schmidt case, we show tha t for any the function R _t φ is an (almost) classical solution of a version of the Kolmogorov equation. Received: 17 September 2001 / Revised version: 3 June 2002 / Published online: 30 September 2002 This work was partially supported by the Small ARC Grant Scheme. Mathematics Subject Classification (2000): Primary: 60H15, 47F05; Secondary: 60J60, 35R15, 35K15 Key words or phrases: Ornstein-Uhlenbeck operator – Second quantization – Reversibility – Spectral gap – Sobolev spaces – Domain of generator     

Purely imaginary eigenvalues of operator semigroups

For aC ₀-contraction semigroup (S(t)) _t≥0 of bounded linear operators on a complex Banach spaceX, J. A. Goldstein and B. Nagy [6] have shown that, givenx∈X, S(t)x=e ^iλt x, t≥0, for some λ∈ℝ, provided lim _t→∞ |<S(t)x,x ^* >|=|<x,x ^* >| for allx ^*∈X^*. We present (a) an extension to the case of nonlinear nonexpansive mapsS(t), t≥0, and (b) various generalizations in the linear context.     

On stochastic processes associated with relativistic stable distributions

Lévy processes with marginal relativistic α-stable distributions are described. Strictly stationary Ornstein-Uhlenbeck type processes with one-dimentional relativistic α-stable distributions are constructed. The exponential family as Esscher transforms of distributions on D _[0,∞)(R ^d ) of relativistic α-stable Lévy processes is obtained and the corresponding mixed exponential processes are characterized.     

On the Riesz transform associated with the ultraspherical polynomials

We define and investigate the Riesz transform associated with the differential operatorL _λ f(θ)=−f"(θ)−2λ cot’θ. We prove that it can be defined as a principal value and that it is bounded onL ^P ([0, π],dm _λ (θ)),dm _λ(θ)=sin^2λ θdθ, for every 1<p<∞ and of weak type (1,1). The same boundedness properties hold for the maximal operator of the truncated operators. The speed of convergence of the truncated operators is measured in terms of the boundedness inL ^P (dm _λ ), 1<p<∞, and weak type (1,1) of the oscillation and ρ-variation associated to them. Also, a multiplier theorem is proved to get the boundedness of the conjugate function studied by Muckenhoupt and Stein for 1<p<∞ as a corollary of the results for the Riesz transform. Moreover, we find a condition on the weightv which is necessary and sufficient for the existence of a weightu such that the Riesz transform is bounded fromL ^P (v dm _λ ) intoL ^P (u dm _λ ). The authors were partially supported by RTN Harmonic Analysis and Related Problems contract HPRN-CT-2001-00273-HARP. The first and fourth authors were supported in part by KBN grant 1-P93A 018 26. The second and third authors were partially supported by BFM grant 2002-04013-C02-02.     

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

Correlation structure of intermittency in the parabolic Anderson model

Consider the Cauchy problem ∂u(x, t)/∂t = ℋu(x, t) (x∈ℤ^d, t≥ 0) with initial condition u(x, 0) ≡ 1 and with ℋ the Anderson Hamiltonian ℋ = κΔ + ξ. Here Δ is the discrete Laplacian, κ∈ (0, ∞) is a diffusion constant, and ξ = {ξ(x): x∈ℤ ^d } is an i.i.d.random field taking values in ℝ. G?rtner and Molchanov (1990) have shown that if the law of ξ(0) is nondegenerate, then the solution u is asymptotically intermittent. In the present paper we study the structure of the intermittent peaks for the special case where the law of ξ(0) is (in the vicinity of) the double exponential Prob(ξ(0) > s) = exp[−e ^{s /θ}] (s∈ℝ). Here θ∈ (0, ∞) is a parameter that can be thought of as measuring the degree of disorder in the ξ-field. Our main result is that, for fixed x, y∈ℤ ^d and t→∈, the correlation coefficient of u(x, t) and u(y, t) converges to ∥w _ρ∥⁻² _ℓ2Σ_{z ∈ℤd} w _ρ(x+z)w _ρ(y+z). In this expression, ρ = θ/κ while w _ρ:ℤ^d→ℝ⁺ is given by w _ρ = (v _ρ)^{⊗ d} with v _ρ: ℤ→ℝ⁺ the unique centered ground state (i.e., the solution in ℓ²(ℤ) with minimal l ²-norm) of the 1-dimensional nonlinear equation Δv + 2ρv log v = 0. The uniqueness of the ground state is actually proved only for large ρ, but is conjectured to hold for any ρ∈ (0, ∞). empty It turns out that if the right tail of the law of ξ(0) is thicker (or thinner) than the double exponential, then the correlation coefficient of u(x, t) and u(y, t) converges to δ _{x, y} (resp.the constant function 1). Thus, the double exponential family is the critical class exhibiting a nondegenerate correlation structure. Received: 5 March 1997 / Revised version: 21 September 1998