Spectral Measures Associated with the Factorization of the Lebesgue Measure on a Set via Convolution

Let \(Q\) be a fundamental domain of some full-rank lattice in \({\mathbb {R}}^d\) and let \(\mu \) and \(\nu \) be two positive Borel measures on \({\mathbb {R}}^d\) such that the convolution \(\mu *\nu \) is a multiple of \(\chi _Q\) . We consider the problem as to whether or not both measures must be spectral (i.e. each of their respective associated \(L^2\) space admits an orthogonal basis of exponentials) and we show that this is the case when \(Q = [0,1]^d\) . This theorem yields a large class of examples of spectral measures which are either absolutely continuous, singularly continuous or purely discrete spectral measures. In addition, we propose a generalized Fuglede’s Conjecture for spectral measures on \({\mathbb {R}}^1\) and we show that it implies the classical Fuglede’s Conjecture on \({\mathbb {R}}^1\) .     

Symmetrische Gaussverteilungen sind diffus

Let G be a locally compact topological group and let be a weakly continuous one parameter convolution semigroup of probability measures on G. Suppose, that each measure is normal, i.e. commutes with the adjoint measure. Then the symmetric part is also a continuous one parameter convolution semigroup. It is shown, that each μ(t), t>0, has a non trivial discrete part iff {μ^s(t), t>0} is a semigroup of Poisson measures. Especially we get as a corollary: Probability measures, which are imbeddable in a semigroup of symmetric Gaussian measures are continuous.     

Limit Property for Regular and Weak Generalized Convolution

We denote by ? \((\mathcal{P_{+}})\) the set of all probability measures defined on the Borel subsets of the real line (the positive half-line [0,∞)). K. Urbanik defined the generalized convolution as a commutative and associative ?₊-valued binary operation ? on ? ₊ ² which is continuous in each variable separately. This convolution is distributive with respect to convex combinations and scale changes T _a (a>0) with δ ₀ as the unit element. The key axiom of a generalized convolution is the following: there exist norming constants c _n and a measure ν other than δ ₀ such that \(T_{c_{n}}\delta_{1}^{\bullet n}\to\nu\).In Sect. 2 we discuss basic properties of the generalized convolution on ? which hold for the convolutions without the key axiom. This rather technical discussion is important for the weak generalized convolution where the key axiom is not a natural assumption. In Sect. 4 we show that if the weak generalized convolution defined by a weakly stable measure μ has this property, then μ is a factor of strictly stable distribution.     

Fourier Transform and Convolutions on L p of a Vector Measure on a Compact Hausdorff Abelian Group

Let ν be a countably additive vector measure defined on the Borel subsets of a compact Hausdorff abelian group G. In this paper we define and study a vector valued Fourier transform and a vector valued convolution for functions which are (weakly) integrable with respect to ν. A form of the Riemann Lebesgue Lemma and a Uniqueness Theorem are established in this context. In order to study the vector valued convolution we discuss the invariance under reflection in G of these spaces of integrable functions. Finally we present a Young’s type inequality in this setting and several relevant examples, namely related with the vector measure associated to different important classical operators coming from Harmonic Analysis.     

Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance

Let $\{\mu _{t}^{(i)}\}_{t\ge 0}$ ( $i=1,2$ ) be continuous convolution semigroups (c.c.s.) of probability measures on $\mathbf{Aff(1)}$ (the affine group on the real line). Suppose that $\mu _{1}^{(1)}=\mu _{1}^{(2)}$ . Assume furthermore that $\{\mu _{t}^{(1)}\}_{t\ge 0}$ is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then $\mu _{t}^{(1)}=\mu _{t}^{(2)}$ for all $t\ge 0$ . We end up with a possible application in mathematical finance.     

On the representation of tight functionals as integrals

We consider a vector lattice $\mathcal L $ of bounded real continuous functions on a topological space $X$ that separates the points of $X$ and contains the constant functions. A notion of tightness for linear functionals is defined, and by an elementary argument we prove with the aid of the classical Riesz representation theorem that every tight continuous linear functional on $\mathcal L $ can be represented by integration with respect to a Radon measure. This result leads incidentally to an simple proof of Prokhorov’s existence theorem for the limit of a projective system of Radon measures.     

Note on multidimensional Breeden–Litzenberger representation for state price densities

In this note, we consider European options of type $h(X^1_T, X^2_T,\ldots , X^n_T)$ depending on several underlying assets. We give a multidimensional version of the result of Breeden and Litzenberger (J Bus 51:621–651, 1978) on the relation between derivatives of the call price and the risk-neutral density of the underlying asset. The pricing measure is assumed to be absolutely continuous with respect to the Lebesgue measure on the state space.     

Borel measures with a density on a compact semi-algebraic set

Let ${\mathbf{K} \subset \mathbb{R}^n}$ be a compact basic semi-algebraic set. We provide a necessary and sufficient condition (with no à priori bounding parameter) for a real sequence y = (y _α), ${\alpha \in \mathbb{N}^n}$ , to have a finite representing Borel measure absolutely continuous w.r.t. the Lebesgue measure on K, and with a density in ${\cap_{p \geq 1} L_p(\mathbf{K})}$ . With an additional condition involving a bounding parameter, the condition is necessary and sufficient for the existence of a density in L _∞(K). Moreover, nonexistence of such a density can be detected by solving finitely many of a hierarchy of semidefinite programs. In particular, if the semidefinite program at step d of the hierarchy has no solution, then the sequence cannot have a representing measure on K with a density in L _p (K) for any p ≥ 2d.     

The Duffin–Schaeffer conjecture with extra divergence II

In 2012 the authors set out a programme to prove the Duffin–Schaeffer conjecture for measures arbitrarily close to Lebesgue measure. In this paper we take a new step in this direction. Given a non-negative function $\psi : \mathbb N \rightarrow \mathbb R $ , let $W(\psi )$ denote the set of real numbers $x$ such that $|nx -a| < \psi (n) $ for infinitely many reduced rationals $a/n \ (n>0) $ . Our main result is that $W(\psi )$ is of full Lebesgue measure if there exists a $c > 0 $ such that $$\begin{aligned} \sum _{n\ge 16} \, \frac{\varphi (n) \psi (n)}{n \exp (c(\log \log n)(\log \log \log n))} \, = \, \infty \, . \end{aligned}$$      

Orthogonal measures and ergodicity

Burgess-Mauldin have proven the Ramsey-theoretic result that continuous sequences \({\left( {{\mu _c}} \right)_{c \in {2^\mathbb{N}}}}\) of pairwise orthogonal Borel probability measures admit continuous orthogonal subsequences. We establish an analogous result for sequences indexed by 2^N/E⁰, the next Borel cardinal. As a corollary, we obtain a strengthening of the Harrington-Kechris-Louveau E₀ dichotomy for restrictions of measure equivalence. We then use this to characterize the family of countable Borel equivalence relations which are non-hyperfinite with respect to an ergodic Borel probability measure which is not strongly ergodic.     

Compact Hankel Operators on Generalized Bergman Spaces of the Polydisc

Let ${\vartheta}$ be a measure on the polydisc ${\mathbb{D}^n}$ which is the product of n regular Borel probability measures so that ${\vartheta([r,1)^n\times\mathbb{T}^n) >0 }$ for all 0 < r < 1. The Bergman space ${A^2_{\vartheta}}$ consists of all holomorphic functions that are square integrable with respect to ${\vartheta}$ . In one dimension, it is well known that if f is continuous on the closed disc ${\overline{\mathbb{D}}}$ , then the Hankel operator H _f is compact on ${A^2_\vartheta}$ . In this paper we show that for n ≥ 2 and f a continuous function on ${{\overline{\mathbb{D}}}^n}$ , H _f is compact on ${A^2_\vartheta}$ if and only if there is a decomposition f = h + g, where h belongs to ${A^2_\vartheta}$ and ${\lim_{z\to\partial\mathbb{D}^n}g(z)=0}$ .     

A concentration inequality and a local law for the sum of two random matrices

Let ${H_{N}=A_{N}+U_{N}B_{N}U_{N}^{\ast}}$ where A _N and B _N are two N-by-N Hermitian matrices and U _N is a Haar-distributed random unitary matrix, and let ${\mu _{H_{N}},}$ ${\mu_{A_{N}}, \mu _{B_{N}}}$ be empirical measures of eigenvalues of matrices H _N , A _N , and B _N , respectively. Then, it is known (see Pastur and Vasilchuk in Commun Math Phys 214:249?C286, 2000) that for large N, the measure ${\mu _{H_{N}}}$ is close to the free convolution of measures ${\mu _{A_{N}}}$ and ${\mu _{B_{N}}}$ , where the free convolution is a non-linear operation on probability measures. The large deviations of the cumulative distribution function of ${\mu _{H_{N}}}$ from its expectation have been studied by Chatterjee (J Funct Anal 245:379?C389, 2007). In this paper we improve Chatterjee??s concentration inequality and show that it holds with the rate which is quadratic in N. In addition, we prove a local law for eigenvalues of ${H_{N_{N}},}$ by showing that the normalized number of eigenvalues in an interval approaches the density of the free convolution of??? _A and??? _B provided that the interval has width (log N)^?1/2.     

A fourier-type transform on translation-invariant valuations on convex sets

Let V be a finite-dimensional real vector space. Let V al ^sm (V) be the space of translation-invariant smooth valuations on convex compact subsets of V. Let Dens(V) be the space of Lebesgue measures on V. The goal of the article is to construct and study an isomorphism $$ \mathbb{F}_V :Val^{sm} (V)\tilde \to Val^{sm} (V^* ) \otimes Dens(V) $$ such that $ \mathbb{F}_V $ commutes with the natural action of the full linear group on both spaces, sends the product on the source (introduced in [5]) to the convolution on the target (introduced in [16]), and satisfies a Planchereltype formula. As an application, a version of the hard Lefschetz theorem for valuations is proved.     

Weakly wandering sets and compressibility in descriptive setting

A Borel automorphismT on a standard Borel space \(\left( {X,\mathbb{B}} \right)\) is constructed such that (a) there is no probability measure invariant underT and (b) there is no Borel setW weakly wandering underT and which generates the invariant setX.     

A-Systems, Independent Functions, and Sets Bounded in Spaces of Measurable Functions

Let $U \subset L_o ([0,1],\mathcal{M},m)$ be a set of Lebesgue measurable functions. Suppose also that two seminormed spaces of real number sequences are given: $\mathcal{A}$ and $\mathcal{B}$ . We study $\left( {\mathcal{A},\mathcal{B}} \right)$ -sets U defined by the classes $\mathcal{A}$ and $\mathcal{B}$ as follows: $\forall a = (a_n ) \in \mathcal{A}, \forall (f_n (t)) \in u^\mathbb{N} $ (or for sequences similar to $(f_n (t))$ ) $\exists E = E(a) \subset [0,1], mE = 1$ such that $\{ a_n f_n (t)\} 1_E (t)\} \in \mathcal{B}, t \in [0,1]$ . We consider three versions of the definition of $\left( {\mathcal{A},\mathcal{B}} \right)$ -sets, one of which is based on functions independent in the probability sense. The case ${\mathcal{B}}=l_\infty$ is studied in detail. It is shown that $({\mathcal{A}},l_\infty)$ -independent sets are sets bounded or order bounded in some well-known function spaces (L _p , L _p,q , etc.) constructed with respect to the Lebesgue measure. A characterization of such sets in terms of seminormed spaces of number sequences is given. The (l ₁,c _°)- and $(\mathcal{A},l_1 )$ -sets were studied by E. M. Nikishin.     

Radon measure-valued solutions of nonlinear strongly degenerate parabolic equations

We prove the existence of suitably defined weak Radon measure-valued solutions of the homogeneous Dirichlet initial-boundary value problem for a class of strongly degenerate quasilinear parabolic equations. We also prove that: \((i)\) the concentrated part of the solution with respect to the Newtonian capacity is constant; \((ii)\) the total variation of the singular part of the solution (with respect to the Lebesgue measure) is nonincreasing in time. Conditions under which Radon measure-valued solutions of problem \((P)\) are in fact function-valued (depending both on the initial data and on the strength of degeneracy) are also given.     

Orbit Spaces of Free Involutions on the Product of Two Projective Spaces

Let X be a finitistic space having the mod 2 cohomology algebra of the product of two projective spaces. We study free involutions on X and determine the possible mod 2 cohomology algebra of orbit space of any free involution, using the Leray spectral sequence associated to the Borel fibration ${X \hookrightarrow X_{\mathbb{Z}_2} \longrightarrow B_{\mathbb{Z}_2}}$ . We also give an application of our result to show that if X has the mod 2 cohomology algebra of the product of two real projective spaces (respectively, complex projective spaces), then there does not exist any ${\mathbb{Z}_2}$ -equivariant map from ${\mathbb{S}^k \to X}$ for k ≥ 2 (respectively, k ≥ 3), where ${\mathbb{S}^k}$ is equipped with the antipodal involution.     

Deformation of scalar curvature and volume

We address the vanishing viscosity limit of the regularized problem studied in Smarrazzo and Tesei [Arch Rat Mech Anal 2012 (in press)]. We show that the limiting points in a suitable topology of the family of solutions of the regularized problem can be regarded as suitably defined weak measure-valued solutions of the original problem. In general, these solutions are the sum of a regular term, which is absolutely continuous with respect to the Lebesgue measure, and a singular term, which is a Radon measure singular with respect to the other. By using a family of entropy inequalities, we prove that the singular term is nondecreasing in time. We also characterize the disintegration of the Young measure associated with the regular term, proving that it is a superposition of two Dirac masses with support on the branches of the graph of the nonlinearity ${\varphi}$ .     

The s-Riesz transform of an s-dimensional measure in ℝ2 is unbounded for 1 < s < 2

In this paper, we prove that for s ∈ (1, 2) there exists no totally lower irregular finite positive Borel measure µ in ?² with such that ${\left\| {R\mu } \right\|_{{L^\infty }({m_2})}} < + \infty $ , where Rµ = µ*x/|x| ^s+1 and m ₂ is the Lebesgue measure in ?². Combined with known results of Prat and Vihtilä, this shows that for any s ∈ (0, 1) ∪ (1, 2) and any finite positive Borel measure in ?² with , we have ${\left\| {R\mu } \right\|_{{L^\infty }({m_2})}} = \infty $ .