Spectral integrals of operator-valued functions. II. From the study of stationary processes

This paper is a continuation of the study made in [38]. Using Douglas' operator range theorem and Crimmins' corollary we obtain several new results on the “square-integrability of operator-valued functions with respect to a nonnegative hermitian measure”. Using these facts we are able to extend in an important way theorems on the “spectral integral of an operator-valued function” which were obtained in [38], to wit, we are able to drop assumptions that functions are closed operator-valued. We apply these results to Wiener-Masani type infinite-dimensional stationary processes, representing a purely non-deterministic process as a “moving average” and obtaining a “factorization” of its spectral density. Next, anticipating global applications of our tools, we investigate the adjoint and generalized inverse of spectral integrals. Our definition of measurability for closed-operator-valued functions plays a key role here. Finally, we partially prove a conjecture (J. Multivariate Anal. (1974), 166–209) on simpler necessary and sufficient conditions on “when is a closed densely defined operator T from $\text{H}$^q to $\text{H}$^p a spectral integral T = fΦdE?”: Let q be finite and E be of countable multiplicity for $\text{H}$. Then (i) Tx ∈ $\text{S}$_x^p each x ∈ $\text{D}$_T (T is E-subordinate), and (ii) E(B)T ? TE(B) each B ∈ $\text{B}$ (T is E-commutative) implies L_x^pT ? TL_x^q each x ∈ $\text{H}$^q (T commutes with all the cyclic projections), and thus T = fΦdE.     

Multidimensional integral operators with bihomogeneous kernels: A projection method and pseudospectra

We consider multidimensional integral operators with bihomogeneous and rotation invariant kernels. For such operators we obtain a criterion for applicability of a projection method in the scalar and matrix cases and describe the limit behavior of the ε-pseudospectra of the truncated operators $A_{\tau _1 , \tau _2 } $ as τ ₁ → 0 and τ ₂ → 0.     

On the technique for passing to the limit in nonlinear elliptic equations

We consider the problem of passing to the limit in a sequence of nonlinear elliptic problems. The “limit” equation is known in advance, but it has a nonclassical structure; namely, it contains the p-Laplacian with variable exponent p = p(x). Such equations typically exhibit a special kind of nonuniqueness, known as the Lavrent’ev effect, and this is what makes passing to the limit nontrivial. Equations involving the p(x)-Laplacian occur in many problems of mathematical physics. Some applications are included in the present paper. In particular, we suggest an approach to the solvability analysis of a well-known coupled system in non-Newtonian hydrodynamics (“stationary thermo-rheological viscous flows”) without resorting to any smallness conditions.     

Stochastic Integrals and Stochastic Differential Equations over the Field of p-Adic Numbers

We construct, for various classes of p-adic-valued functions, stochastic integrals with respect to the Poisson random measure. This leads to the construction of Markov processes over the field of p-adic numbers by means of stochastic differential equations.     

Some Limit Theorems on the Increments of l^p-valued Multi-Parameter Gaussian Processes

In this paper, we establish some limit theorems on the increments of an l^p-valued multiparameter Gaussian process under weaker conditions than those of Csoergoe-Shao theorems published in Ann. Probab. (1993).     

Conditional expectations and operator decompositions

For aC ^*-algebraA with a conditional expectation Φ:A → A onto a subalgebraB we have the linear decompositionA=B⊕H whereH=ker(Φ). Since Φ preserves adjoints, it is also clear that a similar decomposition holds for the selfadjoint parts:A ^s =B ^s ⊕H ^s (we useV ^s ={aεV;a ^*=a} for any subspaceV of A). Apply now the exponential function to each of the three termsA ^s ,B ^s , andH ^s . The results are: the setG ⁺ of positive invertible elements ofA, the setB ⁺ of positive invertible elements ofB, and the setC={e^h;h ^*=h, Φ(h)=0}, respectively. We consider here the question of lifting the decompositionA ^s =B ^s ⊕H ^s to the exponential sets. Concretely, is every element ofG ⁺ the product of elements ofB ⁺ andC, respectively, just as any selfadjoint element ofA is the sum of selfadjoint elements ofB andH? The answer is yes in the following sense: Eacha ε G ⁺ is the positive part of a productbe of elementsb ε B ⁺ and c εC, and bothb andc are uniquely determined and depend analytically ona. This can be rephrased as follows: The map (6, c) →(bc) ⁺ is an analytic diffeomorphism fromB ⁺ x C ontoG ⁺, where for any invertiblex ε A we denote with x⁺ the positive square root ofxx ^*. This result can be expressed equivalently as: The map (b, c) →bcb is a diffeomorphism between the same spaces. Notice that combining the polar decomposition with these results we can write every invertibleg ε A asg=bcu, whereb ε B ⁺,c ε C, andu is unitary. This decomposition is unique and the factorsb, c, u depend analytically ofg. In the case of matrix algebras with Φ=trace/dimension, the factorization corresponds tog=| det(g)|cu withc > 0,det(c)=1, andu unitary. This paper extends some results proved by G. Corach and the authors in [2]. Also, Theorem 2 states that the reductive homogeneous space resulting from a conditional expectation satisfies the regularity hypothesis introduced by L. Mata-Lorenzo and L. Recht in [5], Definition 11.1. The situation considered here is the ”general context” for regularity indicated in the introduction of the last mentioned paper.     

Invariance principles for stochastic area and related stochastic integrals

Given an antisymmetric kernel K (K(z, z′) = ?K(z′, z)) and i.i.d. random variates Z_n, n?1, such that EK²(Z₁, Z₂)<∞, set A_n = ∑₁?i?j?nK(Z_i,Z_j), n?1. If the Z_n's are two-dimensional and K is the determinant function, A_n is a discrete analogue of Paul Lévy's so-called stochastic area. Using a general functional central limit theorem for stochastic integrals, we obtain limit theorems for the A_n's which mirror the corresponding results for the symmetric kernels that figure in theory of U-statistics.     

Spectral geometry for Riemannian foliations

Let F be a Riemannian foliation on a Riemannian manifold (M, g), with bundle-like metric g. Aside from the Laplacian △_g associated to the metric g, there is another differential operator, the Jacobi operator J▽, which is a second order elliptic operator acting on sections of the normal bundle. Its spectrum is discrete as a consequence of the compactness of M. Hence one has two spectra, spec (M, g) = spectrum of △_g (acting on functions), and spec (F, J▽) = spectrum of J▽. We discuss the following problem: Which geometric properties of a Riemannian foliation F on a Riemannian manifold (M, g) are determined by the two types of spectral invariants?     

A Converse Comparison Theorem for <Emphasis Type="Italic">g</Emphasis>-Expectations

With the help of a limit property of solutions of backward stochastic differential equations(BSDEs),this paper establishes a converse comparison theorem for deterministic generators g of BSDEs under the assumption g(t, y, 0) ≡0.     

LU factorizations, q = 0 limits, and p-adic interpretations of some q-hypergeometric orthogonal polynomials

For little q-Jacobi polynomials and q-Hahn polynomials we give particular q-hypergeometric series representations in which the termwise q = 0 limit can be taken. When rewritten in matrix form, these series representations can be viewed as LU factorizations. We develop a general theory of LU factorizations related to complete systems of orthogonal polynomials with discrete orthogonality relations which admit a dual system of orthogonal polynomials. For the q = 0 orthogonal limit functions we discuss interpretations on p-adic spaces. In the little 0-Jacobi case we also discuss product formulas. Dedicated to Dick Askey on the occasion of his seventieth birthday. 2000 Mathematics Subject Classification Primary—33D45, 33D80 Work done at KdV Institute, Amsterdam and supported by NWO, project number 613.006.573.     

On Weak and Strong Solutions of an Integral Equation Driven by a Continuous p-Semimartingale

We obtain conditions under which an integral equation driven by a continuous p-semimartingale has a weak solution and a unique strong solution-measure.     

On stabilizability of evolution systems of partial differential equations on ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>×[0,+∞) by time-delayed feedback controlsby time-delayed feedback controls

In this work we obtain sufficient conditions for stabilizability by time-delayed feedback controls for the system

$\frac{{\partial w\left( {x,t} \right)}}{{\partial t}} = A(D_x )w(x,t) - A(D_x )u(x,t), x \in \mathbb{R}^n , t > h, $

where D _x =(-i?/?x ₁,...-i?/?x _n ), A(σ) and B(σ) are polynomial matrices (m×m), det B(σ)≡0 on ? ⁿ , w is an unknown function, u(·,t)=P(D _x )w(·,t?h) is a control, h>0. Here P is an infinite differentiable matrix (m×m), and the norm of each of its derivatives does not exceed Γ(1+|σ|²)^γ for some Γ, γ∈? depending on the order of this derivative. Necessary conditions for stabilizability of this system are also obtained. In particular, we study the stabilizability problem for the systems corresponding to the telegraph equation, the wave equation, the heat equation, the Schrödinger equation and another model equation. To obtain these results we use the Fourier transform method, the Lojasiewicz inequality and the Tarski—Seidenberg theorem and its corollaries. To choose an appropriate P and stabilize this system, we also prove some estimates of the real parts of the zeros of the quasipolynomial det {Iλ-A(σ)+B(σ)P(σ)e ^-hλ.

     

Integral representations of unbounded operators by infinitely smooth kernels

In this paper, we prove that every unbounded linear operator satisfying the Korotkov-Weidmann characterization is unitarily equivalent to an integral operator in L ₂(R), with a bounded and infinitely smooth Carleman kernel. The established unitary equivalence is implemented by explicitly definable unitary operators.     

The strong <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-<Emphasis Type="Italic">greedy</Emphasis> property of the Walsh system

For any 0 < ? < 1 one can find a measurable set E ? [0, 1] with the measure |E| > 1 ? ? such that for each function f(x) ε L ¹ (0, 1) a function g(x) ε L ¹ (0, 1) exists such that it coincides with f (x) on E, its Fourier—Walsh series converges to it in the metric of L ¹ (0, 1), and all nonzero terms of the sequence of Fourier coefficients of the new function obtained by the Walsh system have the modulo decreasing order; consequently, the greedy algorithm for this function converges to it in the L ¹ (0, 1)-norm.     

Hochschild Cohomology of skew group rings and invariants

Let A be a k-algebra and G be a group acting on A. We show that G also acts on the Hochschild cohomology algebra HH ^⊙ (A) and that there is a monomorphism of rings HH ^⊙ (A) ^G →HH ^⊙ (A[G]). That allows us to show the existence of a monomorphism from HH ^⊙ (Ã) ^G into HH ^⊙ (A), where à is a Galois covering with group G.     

A class of singular integrals on then-complex unit sphere

The operaton on the n-complex unit sphere under study have three forms: the singular integrals with holomorphic kernels, the bounded and holomorphic Fourier multipliers, and the Cauchy-Dunford bounded and holomorphic functional calculus of the radial Dirac operator $D = \sum\nolimits_{k = 1}^n {z_k \frac{\partial }{{\partial _{z_k } }}} $ . The equivalence between the three fom and the strong-type (p,p), 1 <p < ∞, and weak-type (1,1)-boundedness of the operators is proved. The results generalise the work of L. K. Hua, A. Korányli and S. Vagi, W. Rudin and S. Gong on the Cauchy-Szegö, kemel and the Cauchy singular integral operator.     

The bifurcation of limit cycles in Zn-equivariant vector fields

In this paper, we study the bifurcation of limit cycles from fine focus in Z_n-equivariant vector fields. An approach for investigating bifurcation was obtained. In order to show our work is efficacious, an example on bifurcations behavior is given, namely five order singular points values are given in the seventh degree Z₈-equivariant systems. We discuss their bifurcation behavior of limit cycles, and show that there are eight fine focuses of five order and five small amplitude limit cycles can bifurcate from each. So 40 small amplitude limit cycles can bifurcate from eight fine focuses under a certain condition. In terms of the number of limit cycles for seventh degree Z₈-equivariant systems, our results are good and interesting.     

On the Behavior of Random Walk Around Heavy Points

Consider a symmetric aperiodic random walk in Z ^d , d≥3. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show that they converge to a deterministic limit as the number of steps tends to infinity.     

Spaces With Compact-Countable k-Systems

In this paper the relations among k-covers, cs ^*-covers and k-systems are discussed. The following question is partially answered: Does every separable k'-space with a point-countable k-system have a countable k-system?     

Some systems of multivariable orthogonal q-Racah polynomials

In 1991 Tratnik derived two systems of multivariable orthogonal Racah polynomials and considered their limit cases. q-Extensions of these systems are derived, yielding systems of multivariable orthogonal q-Racah polynomials, from which systems of multivariable orthogonal q-Hahn, dual q-Hahn, q-Krawtchouk, q-Meixner, and q-Charlier polynomials follow as special or limit cases. Dedicated to Richard Askey on the occasion of his 70th birthday. 2000 Mathematics Subject Classification Primary—33D50; Secondary—33C50 Supported in part by NSERC grant #A6197.