Operator-stable laws

Sharpe investigated the structure of full operator-stable measures μ on a vector group V and obtained decompositions, $\text{μ = μ}{}_1\text{1 μ}{}_2$ and V = V₁ ⊕ V₂, in terms of the Gaussian component μ₁ and the Poisson component μ₂. The subspaces V₁ and V₂ are here identified in terms of an exponent B for μ. Sharpe also pointed out that the Lévy measure M of μ is a mixture of Lévy measures concentrated on single orbits of t^B. Here, an explicit representation is obtained for M as such a mixture by constructing a measure on the unit sphere. Also, necessary and sufficient conditions are given that a Lévy measure be the Lévy measure of a full operator-stable measure. The final result deals with full Gaussian measures μ and establishes the connection between its covariance operator and the class of all exponents of μ.     

Scaling limits of Gaussian vector fields

For Gaussian vector fields {X(t) ∈ Rⁿ:t ∈ R^d} we describe the covariance functions of all scaling limits Y(t) = $\text{L}$lim_α↓0 B^?1(α) X(αt) which can occur when B(α) is a d × d matrix function with B(α) → 0. These matrix covariance functions $\text{r(t, s) = EY(t) Y}{}^1\text{(s)}$ are found to be homogeneous in the sense that for some matrix L and each α > 0, $\text{(}{}^1\text{) r(αt, αs) = α}{}^{\mathrm{L1}}\text{r(t, s) α}{}^{\mathrm{L}}$. Processes with stationary increments satisfying (¹) are further analysed and are found to be natural generalizations of Lévy's multiparameter Brownian motion.     

On Lp estimates for the wave equation

New and more elementary proofs are given of two results due to W. Littman: (1) Let $\text{n ? 2, p ?}\text{2n}\text{(n ? 1)}$. The estimate $\text{∫∫ (¦▽u¦}{}^{\mathrm{p}}\text{+ ¦u}{}_{\mathrm{t}}\text{¦}{}^{\mathrm{p}}\text{) dx dt ? C ∫∫ ¦□u¦}{}^{\mathrm{p}}\text{dx dt}$ cannot hold for all u?C₀^∞(Q), Q a cube in $\text{R}{}^{\mathrm{<mi\; mathvariant="italic"\; is="true">n</mi>}}\text{× R}$, some constant C. (2) Let n ? 2, p ≠ 2. The estimate $\text{∫ (¦▽(t)¦}{}^{\mathrm{p}}\text{+ ¦u}{}_{\mathrm{t}}\text{(t)¦}{}^{\mathrm{p}}\text{) dx ? C(t) ∫ (¦▽u(0)¦}{}^{\mathrm{p}}\text{+ ¦u}{}_{\mathrm{t}}\text{(0)¦}{}^{\mathrm{p}}\text{) dx}$ cannot hold for all C^∞ solutions of the wave equation □u = 0 in $\text{R}{}^{\mathrm{n}}\text{x R}$; all t ?$\text{R}$; some function C: $\text{R}$ → $\text{R}$.     

Densité des zéros des transformés de Lévy itérés d'un mouvement brownien

The Lévy transform of a Brownian motion B is the Brownian motion $\text{B′}{}_{\mathrm{t}}\text{=∫}{}_0{}^{\mathrm{t}}\text{sgn}\text{B}{}_{\mathrm{s}}\text{d}\text{B}{}_{\mathrm{s}}$; denote by Bⁿ the Brownian motion obtained from B by iterating n times the Lévy transform. We establish that the set of all instants t such that B_tⁿ=0 for some n, is a.s. dense in the time-axis $\text{R}{}_{\mathrm{+}}$. To cite this article: M. Malric, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Spectral theory of commuting self-adjoint partial differential operators

Let Ω denote a connected and open subset of $\text{R}$ⁿ. The existence of n commuting self-adjoint operators H₁,…, H_n on $\text{L}{}^2\text{(Ω)}$ such that each H_j is an extension of $\text{−}\text{i∂}\text{∂x}{}_{\mathrm{j}}$ (acting on $\text{C}{}_{\mathrm{c}}{}^{\mathrm{\infty }}\text{(Ω))}$ is shown to be equivalent to the existence of a measure μ on $\text{R}$ⁿ such that f → $\text{}\text{̂}$tf (the Fourier transform of f) is unitary from $\text{L}{}^2\text{(Ω)}$ onto Ω. It is shown that the support of μ can be chosen as a subgroup of $\text{R}$ⁿ iff H₁,…, H_n can be chosen such that the unitary groups generated by H₁,…, H_n act multiplicatively on $\text{L}{}^2\text{(Ω)}$. This happens iff Ω (after correction by a null set) forms a system of representatives for the quotient of $\text{R}$ⁿ by some subgroup, i.e., iff Ω is essentially a fundamental domain.     

General logarithmic Sobolev inequalities and Orlicz imbeddings

We obtain, for a large class of measures μ, general inequalities of the form $\text{∫R}{}^{\mathrm{n}}\text{|u|}{}^{\mathrm{p}}\text{A(}\text{log}{}^1\text{|u|) dμ ? K(6u : W}{}^{\mathrm{m,p}}\text{(R}{}^{\mathrm{n}}\text{,dμ)6}{}^{\mathrm{p}}\text{+ 6 u 6}{}^{\mathrm{p}}\text{A(}\text{log}{}^1\text{6 u 6))}$, where $\text{6u6 = 6 u: L}{}^{\mathrm{p}}\text{(R}{}^{\mathrm{n}}\text{,dμ)6}{}^{\mathrm{p}}\text{,}\text{log}{}^1\text{t =}\text{max}\text{{1,}\text{log}\text{t}}$, and the function A depends in an appropriate way on μ. Our results extend similar results obtained by Rosen for the case p = 2, A(t) = t^s. We also investigate some implications of these inequalities for the imbedding of Sobolev spaces into Orlicz spaces.     

Compact Sobolev imbeddings on finite measure spaces

We provide conditions on a finite measure μ on $\text{R}$ⁿ which insure that the imbeddings W^{k, p}($\text{R}$ⁿdμ)?L^p($\text{R}$ⁿdμ) are compact, where 1 ? p < ∞ and k is a positive integer. The conditions involve uniform decay of the measure μ for large ¦x¦ and are satisfied, for example, by $\text{dμ = e}{}^{\mathrm{?¦x¦\alpha }}\text{dx,}\text{where}\text{α > 1}$.     

Self-correcting approximate solution by the iterative method for linear and nonlinear stochastic differential equations

The iterative method of the first author makes possible a self-correcting scheme for the approximate solution obtained. This scheme accelerates the convergence and substantially decreases the number of terms necessary in computation for applications involving either linear or nonlinear stochastic systems. A “feedback” term compensates for the approximation of the system inverse operator by a partial sum. Further, errors are determined in calculating the mean solution 〈y〉 and the correlation $\text{R}{}^{\mathrm{y}}\text{(t}{}^1\text{,t}{}^2\text{) = 〈y(t}{}^1\text{)}\text{y}\text{1}\text{(t}{}^2\text{)〉}$ by using the approximations 〈φ_n〉 and 〈φⁿ(t¹)φⁿ(t²)〉 , where φ_n represents n terms of the solution by the iterative method for stochastic differential equations.     

Laws of iterated logarithm of multiparameter wiener processes

Let {$\text{X(}\text{t}\text{) :}\text{t}\text{∈ R}{}_{\mathrm{+}}{}^{\mathrm{N}}$} denote the N-parameter Wiener process on $\text{R}{}_{\mathrm{+}}{}^{\mathrm{N}}\text{= [0, ∞)}{}^{\mathrm{n}}$. For multiple sequences of certain independent random variables the authors find lower bounds for the distributions of maximum of partial sums of these random variables, and as a consequence a useful upper bound for the yet unknown function , c ≥ 0, is obtained where D_N = Π_{k = 1}^N [0, T_k]. The latter bound is used to give three different varieties of N-parameter generalization of the classical law of iterated logarithm for the standard Brownian motion process.     

Product formulas for semigroups with elliptic generators

Real constant coefficient nth order elliptic operators, Q, which generate strongly continuous semigroups on L²($\text{R}$^k) are analyzed in terms of the elementary generator,

$\text{A = (?n)}{}^{\mathrm{<mtext>(</mtext><mtext>n</mtext><mtext>2</mtext><mtext>\; ?\; 1</mtext>}}\text{)(n!)}{}^{\mathrm{?1}}\text{∑}\text{k}\text{j = 1}\text{?}{}^{\mathrm{n}}\text{?x}{}_{\mathrm{j}}{}^{\mathrm{n}}$

, for n even. Integral operators are defined using the fundamental solutions p_n(x, t) to u_t = Au and using real polynomials q_l,…, q_k on $\text{R}$^m by the formula, for q = (q_l,…, q_k),

$\text{(F(t)?)(x) = ∫}$

_$\text{R}$m

$\text{?(x + q(z)) P}{}_{\mathrm{n}}\text{(z, t)dz}$

. It is determined when, strongly on L²($\text{R}$^k),

$\text{e}{}^{\mathrm{tQ}}\text{=}\text{lim}\text{j → ∞}\text{F}\text{t}\text{j}{}^{\mathrm{j}}$

. If n = 2 or k = 1, this can always be done. Otherwise the symbol of Q must have a special form.     

Interpolation and inner maps that preserve measure

It is shown, for n ? m ? 1, that there exist inner maps Φ: Bⁿ → B^m with boundary values $\text{Φ}{}_1\text{: B}{}^{\mathrm{n}}\text{→ B}{}^{\mathrm{m}}$ such that $\text{σ}{}_{\mathrm{m}}\text{(A) = σ}{}_{\mathrm{n}}\text{(Φ}{}_1{}^{\mathrm{?1}}\text{(A))}$. where σ_n and σ_m are the Haar measures on ?Bⁿ and ?B^m, respectively, and A ? Bⁿ is an arbitrary Borel set.     

About some problems of spectral synthesis

For a given pair $\text{(A,b)∈}\text{R}{}^{\mathrm{n\times n}}\text{×}\text{R}{}^{\mathrm{n\times 1}}$ such that A is cyclic and b is a cyclic generator (with respect to A) of $\text{R}{}^{\mathrm{n\times 1}}$, it is shown that for every nonnegative integer m we can find a nonnegative integer t and a sequence $\text{{f}{}_{\mathrm{j\}}}{}^{\mathrm{t}}{}_{\mathrm{j=0}}\text{,f}{}_{\mathrm{j}}\text{∈}\text{R}{}^{\mathrm{1\times n}}$,so that a the zeros of the rational function det P(z), where $\text{P(z) = zI ? A ? ∑}{}^{\mathrm{t}}{}_{\mathrm{j=0}}\text{z}{}^{\mathrm{-(m+j)}}\text{b?}$_f, lie in the open unit disc in the complex plane. The result is directly applicable to a stabilizability problem for linear systems with a time delay in control action.     

On α-factors of multivariate infinitely divisible probabilities

Let p be an infinitely divisible n-variate probability having μ for Poisson measure. We give here some sufficient conditions for p to belong to the class $\text{I}{}_{\mathrm{\alpha }}{}^{\mathrm{n}}$ of n-variate probabilities having only infinitely divisible α-factors. These results are interesting since they are concerned with the case when μ is a continuous measure.     

The Dirichlet problem for the Kohn Laplacian on the Heisenberg group,II

Let L = ∑_{j = 1}^mX_j² be sum of squares of vector fields in $\text{R}$ⁿ satisfying a Hörmander condition of order 2: span{X_j, [X_i, X_j]} is the full tangent space at each point. A point x??D of a smooth domain D is characteristic if X₁,…, X_m are all tangent to ?D at x. We prove sharp estimates in non-isotropic Lipschitz classes for the Dirichlet problem near (generic) isolated characteristic points in two special cases: (a) The Grushin operator $\text{?}{}^2\text{?x}{}^2\text{+ x}{}^2\text{?}{}^2\text{?t}{}^2$ in $\text{R}$². (b) The real part of the Kohn Laplacian on the Heisenberg group $\text{∑}{}_{\mathrm{j\; ?\; 1}}{}^{\mathrm{n}}\text{(}\text{?}\text{?x}{}_{\mathrm{j}}\text{+ 2y}{}_{\mathrm{j}}\text{?}\text{?t}\text{)}{}^2\text{+ (}\text{?}\text{?y}{}_{\mathrm{j}}\text{? 2x}{}_{\mathrm{j}}\text{?}\text{?t}\text{)}{}^2$ in $\text{R}$^{2n + 1}. In contrast to non-characteristic points, C^∞ regularity may fail at a characteristic point. The precise order of regularity depends on the shape of ?D at x.     

Asymptotic behavior for an almost periodic,strongly dissipative wave equation

This paper deals with asymptotic behavior for (weak) solutions of the equation $\text{u}{}_{\mathrm{tt}}\text{? Δu + β(u}{}_{\mathrm{t}}\text{) ? ?(t, x)}$, on $\text{R}$⁺ × Ω; u(t, x) = 0, on $\text{R}$⁺ × ?Ω. If $\text{?∈L∞(R}{}^{\mathrm{+}}\text{,L}{}^2\text{(Ω))}$ and β is coercive, we prove that the solutions are bounded in the energy space, under weaker assumptions than those used by G. Prouse in a previous work. If in addition $\text{?}{}_{\mathrm{t}}\text{∈S}{}^2\text{(R}{}^{\mathrm{+}}\text{,L}{}^2\text{(Ω))}$ and ? is srongly almost-periodic, we prove for strongly monotone β that all solutions are asymptotically almost-periodic in the energy space. The assumptions made on β are much less restrictive than those made by G. Prouse: mainly, we allow β to be multivalued, and in the one-dimensional case β need not be defined everywhere.     

On the spectral synthesis problem for hypersurfaces of RN

Let F¹(Rⁿ) denote the Fourier algebra on $\text{R}$ⁿ, and $\text{D}$($\text{R}$ⁿ) the space of test functions on $\text{R}$ⁿ. A closed subset E of $\text{R}$ⁿ is said to be of spectral synthesis if the only closed ideal J in F¹(Rⁿ) which has E as its hull

$\text{h(J)={x ? R}{}^{\mathrm{n}}\text{:f(x)=0}\text{for all}\text{f ? J}}$

is the ideal

$\text{k(E)={f?F}{}^1\text{(R}{}^{\mathrm{n}}\text{):f(E)=0}}$

. We consider sufficiently regular compact subsets of smooth submanifolds of $\text{R}$ⁿ with constant relative nullity. For such sets E we give an estimate of the degree of nilpotency of the algebra $\text{(k(E)∩D(R}{}^{\mathrm{n}}\text{))}{}^{\mathrm{?}}\text{j(E)}$, where j(E) denotes the smallest closed ideal in F¹(Rⁿ) with hull E. Especially in the case of hypersurfaces this estimate turns out to be exact. Moreover for this case we prove that k(E)∩D(Rⁿ) is dense in k(E). Together this solves the synthesis problem for such sets.     

W1,p-quasiconvexity and variational problems for multiple integrals

Variational problems for the multiple integral $\text{I}{}_{\mathrm{\Omega }}\text{(u) = ∝}{}_{\mathrm{\Omega }}\text{g(▽u(x))dx}$, where $\text{Ω?R}{}^{\mathrm{m}}$ and $\text{u:Ω→R}{}^{\mathrm{n}}$ are studied. A new condition on g, called W^1,p-quasiconvexity is introduced which generalizes in a natural way the quasiconvexity condition of C. B. Morrey, it being shown in particular to be necessary for sequential weak lower semicontinuity of $\text{I}{}_{\mathrm{\Omega }}$ in $\text{W}{}^{\mathrm{1,p}}\text{(Ω;R}{}^{\mathrm{n}}\text{)}$ and for the existence of minimizers for certain related integrals. Counterexamples are given concerning the weak continuity properties of Jacobians in $\text{W}{}^{\mathrm{1,p}}\text{(Ω;R}{}^{\mathrm{n}}\text{)}$, p ? n = m. An existence theorem for nonlinear elastostatics is proved under optimal growth hypotheses.     

Rôle de l'espace de Besov B∞−1,∞ dans le contrôle de l'explosion éventuelle en temps fini des solutions régulières des équations de Navier–Stokes

Let $\text{u∈C([0,T}{}^1\text{[;L}{}^{\mathrm{n}}\text{(}\text{R}{}^{\mathrm{n}}\text{)}{}^{\mathrm{n}}\text{)}$ be a maximal solution of the Navier–Stokes equations. We prove that u is C^∞ on $\text{]0,T}{}^1\text{[×}\text{R}{}^{\mathrm{n}}$ and there exists a constant $\text{ε}{}_1\text{>0}$, which depends only on n, such that if $\text{T}{}^1$ is finite then, for all $\text{ω∈S(}\text{R}{}^{\mathrm{n}}\text{)}{}^{\mathrm{n}}\text{,}$ we have To cite this article: R. May, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

A regularity result for singular nonlinear elliptic systems in inverse-power weighted Sobolev spaces

The compactness method to weighted spaces is extended to prove the following theorem:Let H_2,s¹(B₁) be the weighted Sobolev space on the unit ball in Rⁿ with norm

$\text{6ν6}{}^1{}_{\mathrm{2,s}}\text{=}\text{∫}{}_{\mathrm{B1}}\text{(}\text{1}\text{r}{}^{\mathrm{s}}\text{)|ν|}{}^2\text{dx + ∫}{}_{\mathrm{B1}}\text{(}\text{1}\text{r}{}^{\mathrm{s}}\text{)|Dν|}{}^2\text{dx.}$

Let n ? 2 ? s < n. Let u? [H_2,s¹(B₁) ∩ L^∞(B₁)]^N be a solution of the nonlinear elliptic system

$\text{∫}{}_{\mathrm{B1}}\text{1}\text{r}{}^{\mathrm{s}}\text{,}\text{∑}\text{i,j=1}\text{n}\text{,}\text{∑}\text{h,K=1}\text{N}\text{A}{}^{\mathrm{hK}}{}_{\mathrm{ij}}\text{(x,u) D}{}^{\mathrm{i}}\text{u}{}_{\mathrm{h}}\text{D}{}^{\mathrm{j\psi }}{}_{\mathrm{K}}\text{dx=0}$

, $\text{∨}\text{ψ}\text{?}\text{¦C}{}_0{}^1\text{(B}{}_1\text{)¦}{}^{\mathrm{N}}\text{,}\text{where}\text{¦A}{}_{\mathrm{ij}}{}^{\mathrm{hk}}\text{¦ ? L, A}{}_{\mathrm{ij}}{}^{\mathrm{hk}}$ are uniformly continuous functions of their arguments and satisfy:

$\text{|η|}{}^2\text{=}\text{∑}\text{i=1}\text{n}\text{,}\text{∑}\text{j=1}\text{N}\text{|η}{}^{\mathrm{i}}{}_{\mathrm{j}}\text{|}{}^2\text{?}\text{∑}\text{i,j=1}\text{n}\text{,}\text{1}\text{r}{}^{\mathrm{s}}\text{,}\text{∑}\text{h,K=1}\text{N}\text{A}{}^{\mathrm{hK}}{}_{\mathrm{ij}}\text{η}{}^{\mathrm{i}}{}_{\mathrm{h}}\text{η}{}^{\mathrm{i}}{}_{\mathrm{k}}\text{,}\text{?η?R}{}^{\mathrm{Nn}}$

. Then there exists an R₁, 0 < R₁ < 1, and an α, 0 < α < 1, along with a set $\text{Ω ? B}{}_1$ such that (1) $\text{H}{}_{\mathrm{n\; ?\; 2}}\text{(Ω) = 0}$, (2) Ω does not contain the origin; Ω does not contain B_R1, (3) $\text{B}{}_1\text{? Ω}$ is open, (4) u is $\text{Lip}{}_{\mathrm{\alpha }}\text{(B}{}_1\text{? Ω)}$; u is Lip_αB_R1.     

Integral inequalities for generalized concave or convex functions

Let ψ be convex with respect to ?, B a convex body in Rⁿ and f a positive concave function on B. A well-known result by Berwald states that $\text{1}\text{¦B¦}\text{∝}{}_{\mathrm{B}}\text{ψ(f(x)) dx ? n ∝}{}_0{}^1\text{ψ(ξt)(1 ? t)}{}^{\mathrm{n\; ?\; 1)}}\text{dt}$ (1) if ξ is chosen such that $\text{1}\text{¦B¦}\text{∝}{}_{\mathrm{B}}\text{?(f(x)) dx = n ∝}{}_0{}^1\text{?(ξt)(1 ? t)}{}^{\mathrm{n\; ?\; 1)}}\text{dt}$.The main purpose in this paper is to characterize those functions f : B → R₊ such that (1) holds.