A generalized integral with applications to trigonometric series

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The authors wish to thank the referee whose comments improved the presentation of the paper. In fact, the present form of Lemma 2, which was originally very long, is due to the referee.     

Constructing one-parameter transformations on white noise functions in terms of equicontinuous generators

Let be a barreled locally convex space. A continuous operator on is called anequicontinuous generator if { ⁿ /n!;n=0,1,2,...} is an equicontinuous family of operators. For each equicontinuous generator a one-parameter group of operators is constructed by means of power series. There is a one-to-one correspondence between the equicontinuous generators and the locally equicontinuous holomorphic one-parameter groups of operators. If two equicontinuous generators ₁, ₂ satisfy [₁,₂]=₂ for some thena₁+b₂ is also an equicontinuous generator for anya, b. These general results are applied to a study of operators on white noise functions. In particular, a linear combination of the number operator and the Gross Laplacian, which are natural infinite dimensional analogues of a finite dimensional Laplacian, is always an equicontinuous generator. This result contributes to the Cauchy problems in white noise (Gaussian) space.Work supported by Alexander von Humboldt-Stiftung and Japan Society for Promotion of Sciences     

Dominated, diagonal polynomials on ℓ p spaces

We show that the r-dominated polynomials on _p(2 p ) are integral on ₁, and give examples proving that the converse is not true. We characterize when the 2-homogeneous, diagonal polynomials on _p(1 < p ) are r-dominated. We prove that, unlike the linear case, there are nuclear polynomials which are not 1-dominated.Received: 6 June 2004; revised: 28 September 2004     

Commutative Jacobi fields in Fock space

A jacobi field is understood to be a family (Ã()) of commuting selfadjoint operatorsÃ() acting in a Fock space, having a Jacobi structure, and depending linearly on the test functions . In this article, we give a spectral representation of such a family and outline its applications to the theory of distributions on an infinite dimensional space.This article is dedicated to the memory of my dear teacher Mark G. KreinThe work is partially supported by Fundamental Research Foundation of Ukraine, grant 1.4/62.     

Random rotations of the Wiener path

Summary Let (W, H, ) be an abstract Wiener space and letR(w) be a strongly measurable random variable with values in the set of isometries onH. Suppose that Rh is smooth in the Sobolev sense and that it is a quasi-nilpotent operator onH for everyhH. It is shown that (R(w)h) is again a Gaussian (0, |h| _H ² )-random variable. Consequently, if (e _i ,i)W ^* is a complete, orthonormal basis ofH, then defines a measure preserving transformation, a rotation, onW. It is also shown that if for some strongly measurable, operator valued (onH) random variableR, (R(w+k)h) is (0, |h| _H ² )-Gaussian for allk, hH, thenR is an isometry and Rh is quasi-nilpotent for allHH. The relation between the stochastic calculi for these Wiener pathsw and , as well as the conditions of the inverbibility of the map are discussed and the problem of the absolute continuity of the image of the Wiener measure under Euclidean motion on the Wiener space (i.e. composed with a shift) is studied.The research of the second author was supported by the Fund for the Promotion of Research at the TechnionDedicated to the memory of Albert Badrikian     

Finitely subadditive and countably subadditive outer measures

Results are given comparing countably subadditive (csa) outer measures and finitely subadditive (fsa) outer measures, especially relating to regularity and measurability conditions such as (*) condition:A setE (of an arbitrary setX), is measurable ( an outer measure),ES (the collection of measurable sets) iff (X)=(E)+(E). Specific examples are given contrasting csa and fsa outer measures. In particular fsa and csa outer measures derived from finitely additive measures defined on an algebra of sets generated by a lattice of sets, are investigated in some detail.     

Reflected Brownian motion in a cone: Semimartingale property

Summary In this paper, the object of study is reflected Brownian motion in a cone ind-dimensions (d3) with nonconstant oblique reflection on each radial line emanating from the vertex of the cone. The basic question considered here is When is this process a semimartingale?. Conditions for the existence and uniqueness of the process for which the vertex is an instantaneous state were given by Kwon, which is resolved in terms of a real parameter depending on the cone and the direction of reflection. It is shown that starting from any point of the cone, the process is a semimartingale if < 1, + 0 and not a semimartingale if < < 2.This research is supported by KOSEF grant 941-0100-011-1     

Black holes on the plane drawn by a Wiener process

Summary We say that the discD()R ², of radius , located around the origin isp-covered in timeT by a Wiener processW(·) if for anyzD() there exists a 0tT such thatW(t) is a point of the disc of radiusp, located aroundz. The supremum of those 's (0) is studied for which,D() isp-covered inT.     

Rates of convergence and optimal spectral bandwidth for long range dependence

Summary For a realization of lengthn from a covariance stationary discrete time process with spectral density which behaves like ^1–2H as 0+ for 1/2<H<1 (apart from a slowly varying factor which may be of unknown form), we consider a discrete average of the periodogram across the frequencies 2j/n,j=1,..., m, wherem andm/n0 asn. We study the rate of convergence of an analogue of the mean squared error of smooth spectral density estimates, and deduce an optimal choice ofm.     

On the exactness of a theorem of G.A. Fomin

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Lacunary (0; 0, 1) interpolation on the roots of Jacobi polynomials and their derivatives,respectively. I (Existence,explicit formulae,unicity)

(0; 0, 1) , {x _k <x _k ^* <x _k+1} _k=1 ^n–1 {x _{k k=1} ⁿ }., I, , _n (x)=P _n ^{(, )} (x)–n- , =, n3 . , x ₀=+1 x _n+1= –1. II .

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To the memory of Paul Erds

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The research was supported by the Hungarian National Foundation for Scientific Research under Grant # T 914 244.     

Quelques resultats d'entropie sur l'espace de Wiener

One studies three problems related to entropy phenomenon in the classical Wiener space. In particular, the minoration of the Wiener measure for the set {xX/(x)} is given where is a Sobolev norm in the Wiener spaceX.

     

An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

Summary Let {X(t),t 0} be a stationary Gaussian process withEX(t)=0,EX ²(t)=1 and covariance function satisfying (i)r(t) = 1 2212;C |t | + o (|t|)ast0 for someC>0, 0<2; (ii)r(t)=0(t ^–2) as t for some >0 and (iii) sup_ts|r(t)|<1 for eachs>0. Put (t)= sup {s:0 s t,X(s) (2logs)^1/2}. The law of the iterated logarithm implies a.s. This paper gives the lower bound of (t) and obtains an Erds-Rèvèsz type LIL, i.e., a.s. if 0<<2 and . Applications to infinite series of independent Ornstein-Uhlenbeck processes and to fractional Wiener processes are also given.Research supported by the Fok Yingtung Education Foundation of China and by Charles Phelps Taft Postdoctoral Fellowship of the University of Cincinnati     

Асимптоический Анализ Распределения Статистики Диксона

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Smoothness of Brownian local times and related functionals

In this paper we show that the local time of the Brownian motion belongs to the Sobolev space for any p2 and 0<<1/p. In order to prove this result we first discuss the smoothness and integrability properties of the composition of the Dirac function with a Wiener integral W(h), and we show that this composition belongs to , for any >0 and p>1 such that +1/p>1.     

On a problem of B. I. Golubov

. . . : s_n(x) — , _n-(, 1)- n L ². , . , : a _k l ² _n () [0,1] , (*) , (**) . a _k l ² u _n () [0,1] , (**), (*) .     

Isometries of symmetric operator spaces associated with AFD factors of typeII and symmetric vector-valued spaces

If is a surjective isometry of the separable symmetric operator spaceE(M, ) associated with the approximately finite-dimensional semifinite factorM and if · _E(M,) is not proportional to · _{L 2}, then there exist a unitary operatorUM and a Jordan automorphismJ ofM such that(x)=UJ(x) for allxME(M, ). We characterize also surjective isometries of vector-valued symmetric spacesF((0, 1), E(M, )).Research supported by the Australian Research Council     

Extension of stationary stochastic processes

Summary LetX be an arbitrary Hausdorff space, and consider a stationary stochastic process inX with time interval [0, 1], i.e. a tight probability onX ^{[0, 1]}, equipped with the Borel -field of the product space. We prove the existence of a stationary extension of this process to ₀ ⁺ . Furthermore, we show that the extended process may be chosen to have continuous paths if the original process has this property. Under stronger topological assumptions, we derive the corresponding results whenX ^{[0, 1]} is equipped with the product of the Borel -fields.Corporate Research and Development, SIEMENS AG, D-81730 Munich, Germany     

Almost sure behaviour ofF-valued random fields

Summary LetX _n, n ^d be a field of independent random variables taking values in a semi-normed measurable vector spaceF. For a broad class of fields _n, ^d of positive numbers, the almost sure behaviour of _knX_k/_n, n ^d is studied. The main result allows us to deduce some new and well-known theorems for fields of independentF random variables from related results for fields of independent real random variables.Supported in part by the Youth Science Foundation of China, No. 19001018Supported by the National Natural Science Foundation of China