Distributions and Analytical Measures on Infinite-Dimensional Spaces

Spaces of test functions and spaces of distributions (generalized measures) on infinite-dimensional spaces are constructed, which, in the finite-dimensional case, coincide with classical spaces \(\mathscr{D}\) and \(\mathscr{D}'\). These distribution spaces contain generalized Feynman measures (but do not contain a generalized Lebesgue measure, which is not considered in this paper). For broad classes of infinite-dimensional differential equations in distribution spaces, the Cauchy problem has fundamental solutions. These results are much more definitive than those of A.Yu. Khrennikov’s and A.V. Uglanov’s pioneering works.     

无限状态空间上的测度和鞅

建立无限状态空间上的Radon－Nikodym定理和Riesz表示定理，引进测度值鞅并应用于超过程．     

Stationary Random Measures on Homogeneous Spaces

This paper discusses stationary random measures on a homogeneous space and their Palm measures. It starts with such fundamental properties as the refined Campbell theorem and then proceeds to consider invariant transports, invariance and transport properties of Palm measures, and stationary partitions. A key tool is a transformation of random measures that permits the extension of recent results for stationary random measures on a group to the more general case of stationary random measures on a homogeneous state space.     

Helly Spaces and Radon Measures on Complete Lines

We work in the set theory without the Axiom of Choice ZF. Given a linearly ordered set X, the (closed) subset H(X,[0,1]) of the product topological space [0,1] ^X consisting of the isotonic mappings u:X ??[0,1] is (Loeb-)compact. The compactness of $H(\mathbb R,L)$ where L is the lexicographic order [0,1] ×{0,1} is not provable (in ZF). Radon measures on a complete linearly ordered set X are studied: they are of Radon?CStieltjes type; moreover, the ??dual ball?? of the Banach space C(X) is (Loeb-)compact in the weak* topology, and the Banach space C(X) satisfies the (effective) continuous Hahn?CBanach property.     

Lacunary Measures and Self-similar Probability Measures in Function Spaces

The paper deals with multifractal quantities for some types of Radon measures,especiallyself-similar probability measures,and their relations to Besov spaces.     

Operator Semi-Selfdecomposable Measures and Related Nested Subclasses of Measures on Vector Spaces

T-semi-selfdecomposability, operator selfdecomposability, and subclasses L_m(b, (T_t)) and of measures on complete separable metric vector spaces are introduced and basic properties are proved. In particular, we show that is T-semi-selfdecomposable if and only if =T() where is infinitely divisible and is operator selfdecomposable if and only if L₀(b, (T_t)) for all 0<b<.     

Localization for Hyperbolic Measures on Infinite-Dimensional Spaces

Functional Analysis and Its Applications - Properties of the extreme points of families of concave measures on infinite-dimensional locally convex spaces are studied. The localization method is...     

Measures on the Product of Compact Spaces

 If K is an uncountable metrizable compact space, we prove a “factorization” result for a wide variety of vector valued Borel measures μ defined on K ⁿ . This result essentially says that for every such measure μ there exists a measure μ′ defined on K such that the measure μ of a product A ₁ × ⋯ × A _n of Borel sets of K equals the measure μ′ of the intersection A ₁′∩⋯∩A _n ′, where the A _i ′’s are certain transforms of the A _i ’s. Partially supported by DGICYT grant PB97-0240. Received August 23, 2001; in revised form March 21, 2002     

Bergman Spaces and Carleson Measures on Homogeneous Isotropic Trees

Hastings studied Carleson measures for non-negative subharmonic functions on the polydisk and characterized them by a certain geometric condition relative to Lebesgue measure σ. Cima & Wogen and Luecking proved analogous results for weighted Bergman spaces on the unit ball and other open subsets of \(\mathbb {C}^{n}\). We consider a similar problem on a homogeneous tree, and study how the characterization and properties of Carleson measures for various function spaces depend on the choice of reference measure σ.     

Lorentz Spaces Of Vector-Valued Measures

Given a non-atomic, finite and complete measure space (,,µ)and a Banach space X, the modulus of continuity for a vectormeasure F is defined as the function _F(t) = sup_µ(E)t |F|(E)and the space V^p,q(X) of vector measures such that t^–1/p'_F(t) L^q((0,µ()],dt/t) is introduced. It is shown thatV^p,q(X) contains isometrically L^p,q(X) and that L^p,q(X) = V^p,q(X)if and only if X has the Radon–Nikodym property. It isalso proved that V^p,q(X) coincides with the space of cone absolutelysumming operators from L^p',q^' into X and the duality V^p,q(X^*)=(Lp^',q^'(X))^*where 1/p+1/p^'= 1/q+1/q^' = 1. Finally, V^p,q(X) is identifiedwith the interpolation space obtained by the real method (V¹(X),V(X))_1/p^',q. Spaces where the variation of F is replaced bythe semivariation are also considered.     

Nonlinear Transformations of Smooth Measures on Infinite-Dimensional Spaces

We investigate the properties of the image of a differentiable measure on an infinitely-dimensional Banach space under nonlinear transformations of the space. We prove a general result concerning the absolute continuity of this image with respect to the initial measure and obtain a formula for density similar to the Ramer–Kusuoka formula for the transformations of the Gaussian measure. We prove the absolute continuity of the image for classes of transformations that possess additional structural properties, namely, for adapted and monotone transformations, as well as for transformations generated by a differential flow. The latter are used for the realization of the method of characteristics for the solution of infinite-dimensional first-order partial differential equations and linear equations with an extended stochastic integral with respect to the given measure.     

On Invariant Measures for Diffusions on Banach Spaces

We consider a Banach space valued diffusion process corresponding to a stochastic evolution equation with strongly nonlinear drift. Sufficient conditions are given for the existence of a unique martingale solution and existence of an invariant measure. The resulting diffusion process is shown to be strongly Feller and irreducible. These properties yield uniqueness of invariant measure and ergodicity of the process. We also show that the invariant measure is equivalent to the invariant measure of the diffusion without drift. The main tool to show these results is the Girsanov Transformation.     

The Stone--Weierstrass Theorem and Spaces of Measures

Results concerning the Stone--Weierstrass theorems for completely regular spaces are obtained.     

Measurable Functionals and Finitely Absolutely Continuous Measures on Banach Spaces

We consider the structure of orthogonal polynomials in the space L ₂(B, ) for a probability measure on a Banach space B. These polynomials are described in terms of Hilbert–Schmidt kernels on the space of square-integrable linear functionals. We study the properties of functionals of this sort. Certain probability measures are regarded as generalized functionals on the space (B, ).     

加权Bergman空间上的Carleson测度与Toeplitz算子

探讨加权Bergman空间Ap()上的Carleson型测度和具有非负测度符号的Toeplitz算子,给出Carleson测度或消没Carleson测度的若干等价描述并用Carleson测度的方法刻画了Toeplitz算子是有界的或紧致的充要条件.     

Lacunary Measures and Self-similar Probability Measuresin Function Spaces

The paper deals with multifractal quantities for some types of Radon measures, especially self-similar probability measures, and their relations to Besov spaces.     

Quantitative Concentration Inequalities for Empirical Measures on Non-compact Spaces

We establish quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools include coupling arguments, as well as regularity and moment estimates for solutions of certain diffusive partial differential equations.