Potential Theory of Moderate Markov Dual Processes

Let X be a Borel right Markov process, let m be an excessive measure for X, and let [^(X)]\widehat{X} be the moderate Markov dual process associated with X and m. The potential theory of co-excessive measures (i.e., measures that are excessive for [^(X)]\widehat{X}) is developed with special emphasis on the Riesz decomposition. This is then applied to obtain the Riesz decomposition of excessive functions (of X) by exploiting the correspondence between such functions and co-excessive measures. The potential theory of co-excessive measures also enables us to discuss Walsh’s interior réduite under minimal conditions. Many of the tools of the theory of Markov processes are employed in this development. For example, Kuznetsov measures, Ray compactifications, h-transforms, and duality theory for Borel right processes.     

The lattice points of ann-dimensional tetrahedron

We show that the number of orderedm-tuples of points on the integer lattice, inside or on then-dimensional tetrahedron bounded by the hyperplanesX ₁=0,X ₂=0, ...,X _n=0 andw ₁ X ₁+w ₂ X _n+...+w _n X_n=X, with the property that, for eachj, no more thank such points have non-zerojth ordinate, is asymptotically

Geometric characterization of RN-operators

Let X and Y be Banach spaces andtl (x, y). An operator T: X Y is called an RN-operator if it transforms every X-valued. measure ¯m of bounded variation into a Y-valued measure having a derivative with respect to the variation of the measure ¯m. The notions of T-dentability and Ts-dentability of bounded sets in Banach spaces are introduced and in their terms are given conditions equivalent to the condition that T is an RN-operator (Theorem 1). It is also proved that the adjoint operator is an RN-operator if and only if for every separable subspace X_o of X the set (T|X_o)*(Y*) is separable (Theorem 2).Translated from Matematicheskie Zametki, Vol. 22, No. 2, pp. 189–202, August, 1977.     

A characterization of brownian motion in a lipschitz domain by its killing distributions

Let (Y _t, Q^x) be a strong Markov process in a bounded Lipschitz domainD with continuous paths up to its lifetime , and let (X _t, P^x) be a Brownian motion inD. IfY _– exists in D andQ ^x(Y_– C)=P^x(X_– C) for all Borel subsetsC of D and allx, thenY is a time change ofX.     

On regularity of superprocesses

Summary Three theorems on regularity of measure-valued processesX with branching property are established which improve earlier results of Fitzsimmons [F1] and the author [D5]. The main difference is that we treatX as a family of random measures associated with finely open setsQ in time-space. Heuristically,X describes an evolution of a cloud of infinitesimal particles. To everyQ there corresponds a random measureX which arises if each particle is observed at its first exit time fromQ. (The stateX _t at a fixed timet is a particular case.) We consider a monotone increasing familyQ _t of finely open sets and we establish regularity properties of as a function oft. The results are used in [D6], [D7] and [D10] for investigating the relations between superprocesses and non-linear partial differential equations. Basic definitions on Markov processes and superprocesses are introduced in Sect. 1. The next three sections are devoted to proving the regularity theorems. They are applied in Sect. 5 to study parts of superprocess. The relation to the previous work is discussed in more detail in the concluding section. It may be helpful to look briefly through this section before reading Sects. 2–5.Partially supported by the National Science Foundation Grant DMS-8802667 and by The US Army Research Office through the Mathematical Sciences Institute at Cornell University     

On the Conservativeness of Some Markov Processes

We give a unified method to obtain the conservativeness of a class of Markov processes associated with lower bounded semi-Dirichlet forms on L ²(X;m), including symmetric diffusion processes, some non-symmetric diffusion processes and jump type Markov processes on X, where X is a locally compact separable metric space and m is a positive Radon measure on X with full topological support. Using the method, we give an example in each section, providing the conservativeness of the processes, that are given by the “increasingness of the volume of some sets(balls)” and “that of the coefficients on the sets” of the Markov processes.     

Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations

A continuous strong Markov process X on the line generated by Feller's generalized second order differential operator D_mD is considered. Supposed that the canonical scale p is locally the difference of two bounded convex functions, that the speed measure m contains a strictly positive absolutely continuous component, and that both boundaries of the state space R are inaccessible. Then the process X is characterized as a weak solution to a stochastic differential equation involving local time.     

Subsets of a Hilbert space,having finite hausdorff dimension

Let X₂, X₂ be Hilbert spaces, X₂ X₁, X₂ is dense in X₁, the imbedding is compact,m X₂, dim_H ⁱ m and h⁽ⁱ⁾(m) are the Hausdorff dimension and the limit capacity (information dimension) of the setm with respect to the metrics of the spaces X_i (i=1, 2). Two examples are constructed. 1) An example of a setm bounded in X₂, such that: a) h⁽¹⁾(m) < (and, consequently, dim_H ¹ m); b)m cannot be covered by a countable collection of sets, compact in X₂ (and, consequently, dim_H ² m=). 2) an Example of a setm, compact in X₂, such that h⁽¹⁾(m) < and h⁽²⁾(m)=.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 163, pp. 154–165, 1987.     

Capacity theory without duality

Summary The paper develops a theory of capacity for a Borel right process without duality assumptions. The basic tool in this approach is a stationary process ralative to an excessive measure.IfP _t )t0 denotes the semigroup of the process on the state spaceE and ifm is an excessive measure onE, then there exists a processY = (Y _t ) _t onE with random birth and death and a -finite measureQ _m such thatY is stationary underQ _m and Markov with respect to (P _t ).For a setB inE the hitting (resp. last exit) time ofY is denoted by _B (resp. _B ), andB is called transient (resp. cotransient) ifQ _m ( _B =)= 0 (resp.Q _m ( _B = – )=0. The main theorem then states that for a both transient and contransient setB the distributions of _B and _B underQ _m are the same. For suchB the capacity is denfined byC(B):=Q _m ( _B [0, 1] and the cocapacity by (B):=Q _m ( _B [0, 1], and it is shown that these definitions in fact generalize previous definitions under duality assumptions.Without duality assumption there is no representation of the capacitary potential in terms of a capacitary measure, but there exists a cocapacitary entrance law _t ^B which generalizes the notion of a cocapacitary measure such that (B)= _t ^B (1).The paper contains investigations of transience and cotransience, a decomposition of the cocapacitrary entrance law, some remarks on left versions, and furthermore a generalization of Spitzer's asymptotic formula.Research supported in part by NSF Grant DMS 8419377Research carried out while visiting University of California, San Diego, during Spring 1985     

Quasi-compactness and absolutely continuous kernels

We show how the essential spectral radius r _e (Q) of a bounded positive kernel Q, acting on bounded functions, is linked to the lower approximation of Q by certain absolutely continuous kernels. The standart Doeblin’s condition can be interpreted in this context, and, when suitably reformulated, it leads to a formula for r _e (Q). This results may be used to characterize the Markov kernels having a quasi-compact action on a space of measurable functions bounded with respect to some test function, when no irreducibilty and aperiodicity are assumed.      

Excursion theory for rotation invariant Markov processes

Summary Let (X _t,P ^x) be a rotation invariant (RI) strong Markov process onR ^d{0} having a skew product representation [|X _t |, ], where ( _t ) is a time homogeneous, RI strong Markov process onS ^d–1, |X _t|, and _t are independent underP ^x andA _t is a continuous additive functional of |X _t|. We characterize the rotation invariant extensions of (X _t,P ^x) toR ^d. Two examples are given: the diffusion case, where especially the Walsh's Brownian motion (Brownian hedgehog) is considered, and the case where (X _t,P ^x) is self-similar.     

Generalized convex functions and vector variational inequalities

In this paper, (, ,Q)-invexity is introduced, where :X ×X intR _m ⁺ , :X ×X X,X is a Banach space,Q is a convex cone ofR ^m . This unifies the properties of many classes of functions, such asQ-convexity, pseudo-linearity, representation condition, null space condition, andV-invexity. A generalized vector variational inequality is considered, and its equivalence with a multi-objective programming problem is discussed using (, ,Q)-invexity. An existence theorem for the solution of a generalized vector variational inequality is proved. Some applications of (, ,Q)-invexity to multi-objective programming problems and to a special kind of generalized vector variational inequality are given.The author is indebted to Dr. V. Jeyakumar for his constant encouragement and useful discussion and to Professor P. L. Yu for encouragement and valuable comments about this paper.     

Characterizations of the Poisson process as a renewal process via two conditional moments

Given two independent positive random variables, under some minor conditions, it is known that fromE(X^rX+Y)=a(X+Y)^r andE(X^sX+Y)=b(X+Y)^s, for certain pairs ofr ands, wherea andb are two constants, we can characterizeX andY to have gamma distributions. Inspired by this, in this article we will characterize the Poisson process among the class of renewal processes via two conditional moments. More precisely, let {A(t), t0} be a renewal process, with {S _k, k1} the sequence of arrival times, andF the common distribution function of the inter-arrival times. We prove that for some fixedn andk, kn, ifE(S _k ^r A(t)=n)=at^r andE(S _k ^s A(t)=n)=bt^s, for certain pairs ofr ands, wherea andb are independent oft, then {A(t), t0} has to be a Poisson process. We also give some corresponding results about characterizingFto be geometric whenF is discrete.Support for this research was provided in part by the National Science Council of the Republic of China, Grant No. NSC 81-0208-M110-06.     

A note on the product of random elements of a semigroup

LetX=(X ₀,X ₁, ...) be a Markov chain on the discrete semigroupS. X is assumed to have one essential classC such thatCK, whereK is the kernel ofS. We study the processY=(Y ₀,Y ₁,...) whereY _n =X ₀ X ₁ ...X _n using the auxiliary process which is a Markov chain onS×S. The essential classes and the limiting distribution of theZ-chain are determined. (These results were obtained earlier byH. Muthsam, Mh. Math.76, 43–54 (1972). However, his proofs contained an error restricting the validity of his results.Supported in part by the Danish Ministry of Education and the Toroch Ellida Ljungbergs fond.     

Densely two-valued metric projections in uniformly convex Banach spaces

For every uniformly convex Banach spaceX with dimX2 there is a residual setU in the Hausdorff metric spaceB(X) of bounded and closed sets inX such that the metric projection generated by a set fromU is two-valued and upper semicontinuous on a dense and everywhere continual subset ofX. For any two closed and separated subsetsM ₁ andM ₂ ofX the points on the equidistant hypersurface which have best approximations both inM ₁ andM ₂ form a dense G set in the induced topology.The author is partially supported by the National Fund for Scientific Research at the Bulgarian Ministry of Science and Education under contract MM 408/94.     

Complemented subspaces ofL ∞ (G), ideals ofL 1 (G) and amenability

LetG be a locally compact group andX a weak *-closed translation invariant subspace ofL (G). It is shown that the following conditions are equivalent: (i)X has a closedG-invariant complement inL (G); (ii)X has a closedL ¹ (G)-invariant complement inL (G); (iii) the annihilatorX ofX inL ¹ (G) has bounded approximate units. The following result of Lau and Losert is then deduced: ifG is amenable andX complemented, thenX has a closedG-invariant complement. This implies for amenableG thatX is complemented if and only if the idealX has bounded approximate units. This duality unifies and generalizes results of Gilbert, Liu, van Rooij, Wang, Rosenthal and Reiter.     

Antiproximinal sets in spaces of continuous functions

Closed convex bounded antiproximinal bodies are constructed in the infinite-dimensional spacesC(Q), C ₀(T), L(S, S, ), andB(S), whereQ is a topological space andT is a locally compact Hausdorff space. It is shown that there are no closed bounded antiproximinal sets in Banach spaces with the Radon-Nikodym property.Translated fromMatematicheskie Zametki, Vol. 60, No. 5, pp. 643–657, November, 1996.This research was supported by the Russian Foundation for Basic Research under grant No. 93-01-00196.     

Existence and uniqueness of an invariant probability for a class of Feller Markov chains

We consider the class of Feller Markov chains on a phase spaceX whose kernels mapC ₀ (X), the space of bounded continuous functions that vanish at infinity, into itself. We provide a necessaryand sufficient condition for the existence of an invariant probability measure using a generalized Farkas Lemma. This condition is a Lyapunov type criterion that can be checked in practice. We also provide a necessaryand sufficient condition for existence of aunique invariant probability measure. When the spaceX is compact, the conditions simplify.     

Rationally convex sets on the unit sphere in ℂ2

Let X be a rationally convex compact subset of the unit sphere S in ?², of three-dimensional measure zero. Denote by R(X) the uniform closure on X of the space of functions P/Q, where P and Q are polynomials and Q≠0 on X. When does R(X)=C(X)? Our work makes use of the kernel function for the $\bar{\delta}_{b}Let X be a rationally convex compact subset of the unit sphere S in ℂ², of three-dimensional measure zero. Denote by R(X) the uniform closure on X of the space of functions P/Q, where P and Q are polynomials and Q≠0 on X. When does R(X)=C(X)? Our work makes use of the kernel function for the operator on S, introduced by Henkin in [5] and builds on results obtained in Anderson–Izzo–Wermer [3]. We define a real-valued function ε _X on the open unit ball intB, with ε _X (z,w) tending to 0 as (z,w) tends to X. We give a growth condition on ε _X (z,w) as (z,w) approaches X, and show that this condition is sufficient for R(X)=C(X) (Theorem 1.1). In Section 4, we consider a class of sets X which are limits of a family of Levi-flat hypersurfaces in intB. For each compact set Y in ℂ², we denote the rationally convex hull of Y by . A general reference is Rudin [8] or Aleksandrov [1].     

A note on the gl constant ofE \mathop \otimes \limits^ \vee F F

LetX andY be Banach spaces. TFAE (1)X andY do not contain subspaces uniformly isomorphic to (2) The local unconditional structure constant of the space of bounded operatorsL (X*_k,Y _k) tends to infinity for every increasing sequence and of finite-dimensional subspaces ofX andY respectively.