Restricted summability of Fourier transforms and local Hardy spaces

A general summability method, the so-called θ-summability is considered for multi-dimensional Fourier transforms. Under some conditions on θ, it is proved that the maximal operator of the θ-means defined in a cone is bounded from the amalgam Hardy space W（hp, e∞） to W（Lp,e∞）. This implies the almost everywhere convergence of the θ-means in a cone for all f ∈ W（L1, e∞） velong to L1.     

On the maximal operator of (<Emphasis Type="Italic">C</Emphasis>, α)-means of Walsh–Kaczmarz–Fourier series

Simon [J. Approxim. Theory, 127, 39–60 (2004)] proved that the maximal operator σ^α,κ,* of the (C, α)-means of the Walsh–Kaczmarz–Fourier series is bounded from the martingale Hardy space H _p to the space L _p for p > 1 / (1 + α), 0 < α ≤ 1. Recently, Gát and Goginava have proved that this boundedness result does not hold if p ≤ 1 / (1 + α). However, in the endpoint case p = 1 / (1 + α ), the maximal operator σ^α,κ,* is bounded from the martingale Hardy space H _1/(1+α) to the space weak- L _1/(1+α). The main aim of this paper is to prove a stronger result, namely, that, for any 0 < p ≤ 1 / (1 + α), there exists a martingale f ∈ H _p such that the maximal operator σ^α,κ,* f does not belong to the space L _p .     

Cramér-type conditions and quadratic mean differentiability

Summary Let (Ω,A) be a measurable space, let Θ be an open set inR ^k , and let {P _θ; θ∈Θ} be a family of probability measures defined onA. Let μ be a σ-finite measure onA, and assume thatP _θ≪μ for each θ∈Θ. Let us denote a specified version ofdP _θ /d _μ byf(ω; θ). In many large sample problems in statistics, where a study of the log-likelihood is important, it has been convenient to impose conditions onf(ω; θ) similar to those used by Cramér [2] to establish the consistency and asymptotic normality of maximum likelihood estimates. These are of a purely analytical nature, involving two or three pointwise derivatives of lnf(ω; θ) with respect to θ. Assumptions of this nature do not have any clear probabilistic or statistical interpretation. In [10], LeCam introduced the concept of differentially asymptotically normal (DAN) families of distributions. One of the basic properties of such a family is the form of the asymptotic expansion, in the probability sense, of the log-likelihoods. Roussas [14] and LeCam [11] give conditions under which certain Markov Processes, and sequences of independent identically distributed random variables, respectively, form DAN families of distributions. In both of these papers one of the basic assumptions is the differentiability in quadratic mean of a certain random function. This seems to be a more appealing type of assumption because of its probabilistic nature. In this paper, we shall prove a theorem involving differentiability in quadratic mean of random functions. This is done in Section 2. Then, by confining attention to the special case when the random function is that considered by LeCam and Roussas, we will be able to show that the standard conditions of Cramér type are actually stronger than the conditions of LeCam and Roussas in that they imply the existence of the necessary quadratic mean derivative. The relevant discussion is found in Section 3. This research was supported by the National Science Foundation, Grant GP-20036.     

Best monotone approximation and the Hardy-Littlewood maximal function

If f∈L₂[0, 1] and g^*∈L₂[0, 1] is the best non-decreasing approximation to f, then it's shown that ‖f−g^*‖₂=‖f−θ(f)‖₂, where θ(f) denotes the Hardy-Littlewood maximal function of f.     

Restricted maximal operators of Fejér means of double Walsh-Fourier series

The main aim of this paper is to prove that there exists a martingale f ∈ H ₁^2/▭ such that the restricted maximal operators of Fejér means of twodimensional Walsh-Fourier series and conjugate Walsh-Fourier series does not belong to the space weak-L _1/2.     

Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval

For location families with densitiesf ₀(x−θ), we study the problem of estimating θ for location invariant lossL(θ,d)=ρ(d−θ), and under a lower-bound constraint of the form θ≥a. We show, that for quite general (f ₀, ρ), the Bayes estimator δ _U with respect to a uniform prior on (a, ∞) is a minimax estimator which dominates the benchmark minimum risk equivariant (MRE) estimator. In extending some previous dominance results due to Katz and Farrell, we make use of Kubokawa'sIERD (Integral Expression of Risk Difference) method, and actually obtain classes of dominating estimators which include, and are characterized in terms of δ _U . Implications are also given and, finally, the above dominance phenomenon is studied and extended to an interval constraint of the form θ∈[a, b]. Research supported by NSERC of Canada.     

The Distribution of Values of the Hecke L-Functions at 1

Let S₂(q) be the set of primitive forms in the space S₂(Γ₀(q)) of holomorpic Γ₀(q)-cusp forms of weight 2. Let f ∈ S₂(q) and let L_f(S) be the L-function of f(z). It is proved that the set {log L_f(1), f ∈ S₂(q)} has a limit distribution function. The rate of convergence to this limit function is estimated. Bibliography: 10 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 314, 2004, pp. 15–32.     

? 1-Summability of d-Dimensional Fourier Transforms

A general summability method of more-dimensional Fourier transforms is given with the help of a continuous function θ. Under some weak conditions on θ we show that the maximal operator of the ℓ ₁–θ-means of a tempered distribution is bounded from H _p (ℝ ^d ) to L _p (ℝ ^d ) for all d/(d+α)<p≤∞ and, consequently, is of weak type (1,1), where 0<α≤1 depends only on θ. As a consequence we obtain a generalization of the one-dimensional summability result due to Lebesgue, more exactly, the ℓ ₁–θ-means of a function f∈L ₁(ℝ ^d ) converge a.e. to f. Moreover, we prove that the ℓ ₁–θ-means are uniformly bounded on the spaces H _p (ℝ ^d ), and so they converge in norm (d/(d+α)<p<∞). Similar results are shown for conjugate functions. Some special cases of the ℓ ₁–θ-summation are considered, such as the Weierstrass, Picar, Bessel, Fejér, de La Vallée-Poussin, Rogosinski, and Riesz summations.     

The maximal (C, α, β) operator of two-parameter walsh-fourier series

The two-parameter dyadic martingale Hardy spacesH _p are introduced and it is proved that the maximal operator of the (C, α, β) means of a two-dimensional Walsh-Fourier series is bounded from H_p to L_p (1/(α+1), 1/(β+1)<p<∞) and is of weak type (H ₁ ^# , L₁), where the Hardy space H ₁ ^# is defined by the hybrid maximal function. As a consequence, we obtain that the (C, α, β) means of a function f∈H ₁ ^# converge a.e. to the function in question. Moreover, we prove that the (C, α, β) means are uniformly bounded on H_p whenever 1/(α+1), 1/(β+1)<p<∞. Thus in case f∈H_p, the (C, α, β) means converge to f in H_p norm. The same results are proved for the conjugate (C, α, β) means, too.     

Weighted Inequalities for Multilinear Potential Operators and their Commutators

We prove weighted strong inequalities for the multilinear potential operator T_f{\cal T}_{\phi} and its commutator, where the kernel ϕ satisfies certain growth condition. For these operators we also obtain Fefferman-Stein type inequalities and Coifman type estimates. Moreover we prove weighted weak type inequalities for the multilinear maximal operator M_j,L^B\mathcal{M}_{\varphi,L^{B}} associated to an essentially nondecreasing function φ and to the Orlicz space L ^B for a given Young function B. This result allows us to obtain a weighted weak type inequality for the operator T_f{\cal T}_{\phi}.     

Some approximations of stochastic θ-integrals

In this paper, we consider problems of approximation of stochastic θ-integrals (θ)∫ ₀ ^t f(B(s))dB(s) with respect to a Brownian motion by sums of the form ∑ _k=1 ^p f_n(B _n ^θ (t_k-1))[B _n ^θ (t_k)-B _n ^θ (t_k-1], where the sequences {f_n,n∈∕#x007D; and {[B _n ^θ ,n∈∕} are convolution-type approximations of the functionf and Brownian motionB. Belorussian State University, F. Skoryna ave. 4, 220050 Minsk, Belorus. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 2, pp. 248–256, April–June, 1999. Translated by V. Mackevičius     

The Segal Algebra {\bf S}_0({\Bbb R}^d) and Norm Summability of Fourier Series and Fourier Transforms

A general summability method, the so-called θ-summability is considered for multi-dimensional Fourier series. Equivalent conditions are derived for the uniform and L ₁-norm convergence of the θ-means σ _n ^θ f to the function f. If f is in a homogeneous Banach space, then the preceeding convergence holds in the norm of the space. In case θ is an element of Feichtinger’s Segal algebra , then these convergence results hold. Some new sufficient conditions are given for θ to be in . A long list of concrete special cases of the θ-summation is listed. The same results are also provided in the context of Fourier transforms, indicating how proofs have to be changed in this case. This research was supported by Lise Meitner fellowship No M733-N04 and the Hungarian Scientific Research Funds (OTKA) No T043769, T047128, T047132.     

The maximal (C,α,β) operator on Hp(T×T)

The two-dimensional classical Hardy space H_p(T×T) on the bidisc are introduced, and it is shown that the maximal operator of the (C,α,β) means of a distribution is bounded from the space H_p(T×T) to L_p(T²) (1/(α+1), 1/(β+1)<p≤∞), and is of weak type (H ₁ ^# (T×T), L₁(T²)), where the Hardy space H ₁ ^# (T×T) is defined by the hybrid maximal function. As a consequence we obtain that the (C, α, β) means of a function f∈H ₁ ^# (T×T)⊃LlogL(T ²) convergs a. e. to the function in question. Moreover, we prove that the (C, α, β) means are uniformly bounded on the spaces H_p(T×T) whenever 1/(α+1), 1(β+1)<p<∞. Thus, in case f∈H_p(T×T), the (C, α, β) means convergs to f in H_p(T×T) norm whenever (1/(α+1), 1/(β+1)<p<∞). The same results are proved for the conjugate (C, α, β) means, too. This research was made while the author was visiting the Humboldt University in Berlin supported by the Alexander von Humboldt Foundation.     

The maximal (C,α,β) operator on Hp(T×T)

The two-dimensional classical Hardy space H_p(T×T) on the bidisc are introduced, and it is shown that the maximal operator of the (C,α,β) means of a distribution is bounded from the space H_p(T×T) to L_p(T²) (1/(α+1), 1/(β+1)<p≤∞), and is of weak type (H ₁ ^# (T×T), L₁(T²)), where the Hardy space H ₁ ^# (T×T) is defined by the hybrid maximal function. As a consequence we obtain that the (C, α, β) means of a function f∈H ₁ ^# (T×T)⊃LlogL(T ²) convergs a. e. to the function in question. Moreover, we prove that the (C, α, β) means are uniformly bounded on the spaces H_p(T×T) whenever 1/(α+1), 1(β+1)<p<∞. Thus, in case f∈H_p(T×T), the (C, α, β) means convergs to f in H_p(T×T) norm whenever (1/(α+1), 1/(β+1)<p<∞). The same results are proved for the conjugate (C, α, β) means, too.     

Almost everywhere convergence of Banach space-valued Vilenkin-Fourier series

The duality between martingale Hardy and BMO spaces is generalized for Banach space valued martingales. It is proved that if X is a UMD Banach space and f ∈ L _p(X) for some 1 < p < ∞ then the Vilenkin-Fourier series of f converges to f almost everywhere in X norm, which is the extension of Carleson’s result. This paper was written while the author was researching at University of Vienna (NuHAG) supported by Lise Meitner fellowship No. M733-N04. This research was also supported by the Hungarian Scientific Research Funds (OTKA) No. T043769, T047128, T047132.     

Multiparametric estimating equations

Summary Let {p(x, θ): θ∈Θ} be a family of densities where θ=(θ₁,θ₂), being θ₁ ∈ Θ₁ ak-dimensional parameter of interest, θ₂ ∈ Θ₂ a nuisance parameter and Θ=Θ₁×Θ₂. To estimate θ₁, vector estimating equations g(x,θ₁)=(g₁(x,θ₁),...,g_k(x,θ₁))=0 are considered. The standardized form of g(x,θ₁) is defined as g_s=(E_θ(∂g/∂θ′₁))⁻¹g. Then, within the classG ₁ of unbiased equations (i.e. satisfying E_θ(g)=0 (θ∈Θ)), an equationg ^*=0 is said to be optimum if the covariance matrices ofg _s andg _s ^* are such that is non-negative definite for allg∈ G ₁ and θ∈Θ. Sufficient conditions for optimality are discussed and, in particular, conditions for the optimality of the maximum conditional likelihood equation are analyzed. Special attention is given to non-regular cases. In addition, measures of the information about θ₁ contained in an estimating equation are presented and a Rao-Blackwell theorem is given. CIENES     

Extension to R + n+1 of singular integrals and fractional integrals

In this paper, a natural R ₊ ⁿ⁺¹ extension of singular integrals, i.e.,T _κ:f→K*φ _t *t with K a standard C-Z kernel and ϕ usual one, is investigated. One of the main results is: Let (dμ, udx) ∈C₁ and u-Mw, w∈A_∞, then T_k is of type (L^p(udx), L^p(dμ)). As a related topic, a maximal operator is proved to be of type , where , provided (dμ, udx) ∈C₁ and u∈ A_∞. Supported by National Science Foundation of China     

Commutators in model spaces

Let θ be an inner function, let K _θ = H ² ⊖ θH ², and let S_θ : K_θ → S_θ be defined by the formula S_θf = P_θzf, where f ∈ K_θ is the orthogonal projection of H² onto K_θ. Consider the set A of all trace class operators L : K_θ → K_θ, L = ∑(·,u_n)v_n, ∑∥u_n∥∥v_n∥ < ∞ (u_n, v_n ∈ K_θ), such that ∑ū_n v_n ∈ H ₀ ¹ . It is shown that trace class commutators of the form XS_θ − S_θX (where X is a bounded linear operator on K_θ) are dense in A in the trace class norm. Bibliography: 2 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 333, 2006, pp. 54–61.     

An Application of a Mountain Pass Theorem

We are concerned with the following Dirichlet problem: −Δu(x) = f(x, u), x∈Ω, u∈H ¹ ₀(Ω), (P) where f(x, t) ∈C (×ℝ), f(x, t)/t is nondecreasing in t∈ℝ and tends to an L ^∞-function q(x) uniformly in x∈Ω as t→ + ∞ (i.e., f(x, t) is asymptotically linear in t at infinity). In this case, an Ambrosetti-Rabinowitz-type condition, that is, for some θ > 2, M > 0, 0 > θF(x, s) ≤f(x, s)s, for all |s|≥M and x∈Ω, (AR) is no longer true, where F(x, s) = ∫ ^s ₀ f(x, t)dt. As is well known, (AR) is an important technical condition in applying Mountain Pass Theorem. In this paper, without assuming (AR) we prove, by using a variant version of Mountain Pass Theorem, that problem (P) has a positive solution under suitable conditions on f(x, t) and q(x). Our methods also work for the case where f(x, t) is superlinear in t at infinity, i.e., q(x) ≡ +∞. Received June 24, 1998, Accepted January 14, 2000.     

Almost automorphic solutions to integral equations on the line

Given a∈L ¹(ℝ) and A the generator of an L ¹-integrable family of bounded and linear operators defined on a Banach space X, we prove the existence of almost automorphic solution to the semilinear integral equation u(t)=∫ _−∞ ^t a(t−s)[Au(s)+f(s,u(s))]ds for each f:ℝ×X→X almost automorphic in t, uniformly in x∈X, and satisfying diverse Lipschitz type conditions. In the scalar case, we prove that a∈L ¹(ℝ) positive, nonincreasing and log-convex is already sufficient.