Approachability in infinite dimensional spaces

The approachability theorem of Blackwell (1956b) is extended to infinite dimensional spaces. Two players play a sequential game whose payoffs are random variables. A set C of random variables is said to be approachable by player 1 if he has a strategy that ensures that the difference between the average payoff and its closest point in C, almost surely converges to zero. Necessary conditions for a set to be approachable are presented. Received February 2002/Final version July 2002  I acknowledge Eilon Solan for his helpful comments. The author acknowledges the support of the Israel Science Foundation, grant no. 178/99.     

On the congruence problem in infinite dimensional sesquilinear spaces

If two subspaces V and V of a sesquilinear space E are congruent (i.e., there is an isometry : E E with (V)=V) then their corresponding quadratic lattices V(V, E) and V(V, E) are isomorphic. It is shown that the converse holds for important types of sesquilinear spaces E, provided that dim(E) ₃. However, the converse generally fails if dim(E) ₃.     

Hamilton-Jacobi semi-groups in infinite dimensional spaces

Let (X,ρ) be a Polish space endowed with a probability measure μ. Assume that we can do Malliavin Calculus on (X,μ). Let be a pseudo-distance. Consider QtF(x)=infy∈X{F(y)+d²(x,y)/2t}. We shall prove that QtF satisfies the Hamilton-Jacobi inequality under suitable conditions. This result will be applied to establish transportation cost inequalities on path groups and loop groups in the spirit of Bobkov, Gentil and Ledoux.     

On the geometry of infinite dimensional Teichmüller spaces

We prove that in any infinite dimensional Teichmüller space, there exists a minimal geodesic lying in two distinct geodesic disks.     

Optimal transport maps on infinite dimensional spaces

We will give a survey on results concerning Girsanov transformations, transportation cost inequalities, convexity of entropy, and optimal transport maps on some infinite dimensional spaces. Some open Problems will be arisen.     

Nonlinear impulsive systems on infinite dimensional spaces

In this paper we consider two different classes of nonlinear impulsive systems one driven purely by Dirac measures at a fixed set of points and the second driven by signed measures. The later class is easily extended to systems driven by general vector measures. The principal nonlinear operator is monotone hemicontinuous and coercive with respect to certain triple of Banach spaces called Gelfand triple. The other nonlinear operators are more regular, non-monotone continuous operators with respect to suitable Banach spaces. We present here a new result on compact embedding of the space of vector-valued functions of bounded variation and then use this result to prove two new results on existence and regularity properties of solutions for impulsive systems described above. The new embedding result covers the well-known embedding result due to Aubin.     

The Casazza-Tremain conjecture in the infinite dimensional Hilbert spaces

In this paper, the proof of the Casazza-Tremain Conjecture in the infinite dimensional Hilbert spaces is given.     

Regularity for obstacle problems in infinite dimensional Hilbert spaces

In this paper we study fully nonlinear obstacle-type problems in Hilbert spaces. We introduce the notion of Q-elliptic equation and prove existence, uniqueness, and regularity of viscosity solutions of Q-elliptic obstacle problems. In particular we show that solutions of concave problems with semiconvex obstacles are in the space .     

A NOTE ON BEURLING-DENY FORMULAE IN INFINITE DIMENSIONAL SPACES

1.IntroductionandMainResultsAsisIvellknown,theBeurling-DenyformulaeplayimportalrolesinthetheoryofregularDirichletformsonlocallycompactseparablemetricspaces.See[4]forarecentnicerepreselltationinthisconnection.ThepurposeofthispaperistoextendtheBeurlingDenyformulaetoquasi-regularDirichletforms,inparticulartoDirichletformsoninfinitedimensionalstatespaces.RecallthataDirichletformisquasi-regularifandonlyifitisassociatedwitharightcontinuousstrongMarkovprocesslivingesselltiallyonametriZableLusin…     

Existence of a utility in infinite dimensional partially ordered spaces

An example is given of a preference order on a space of denumerable algebraic dimension that has no utility, and necessary and sufficient conditions for the existence of utilities in various linear spaces are given. Research partially supported by the U.S. Office of Naval Research under contract No. N 62558-3586.     

Generalized hessian forC 1,1 functions in infinite dimensional normed spaces

The subject of this paper is the systematic study of second order notions concerning differentiable functions with Lipschitz derivative. The results and notions are motivated by recent papers of Cominetti, Correa and Hiriart-Urruty. The first goal of this paper is the comparison of several known second order directional derivatives. The second goal is the introduction of a generalized Hessian which is a set of certain symmetric bilinear forms. The relation of this generalized Hessian to other existing second order derivatives is also described. The research was supported by a grant from the National Science Foundation NSF-66-2270, which is gratefully acknowledged. Research supported by the Hungarian National Foundation for Scientific Research (OTKA), Grant No. T-016846 and by the Humboldt Foundation.     

Characterizations of certain classes of infinite dimensional metrizable spaces

We shall give the characterizations of metrizable spaces that have both large transfinite dimension Ind and strong small transfinite dimension sind in terms of ranks and developments. A characterization of such separable metrizable spaces by means of embeddings into the Hilbert cube is also obtained.     

On mixing in infinite measure spaces

Summary Two concepts of mixing for null-preserving transformations are introduced, both coinciding with (strong) mixing if there is a finite invariant measure. The authors believe to offer the correct answer to the old problem of defining mixing in infinite measure spaces. A sequence of sets is called semiremotely trivial if every subsequence contains a further subsequence with trivial remote -algebra (=tail -field). A transformation T is called mixing if (T ^–n A) is semiremotely trivial for every set A of finite measure; completely mixing if this is true for every measurable A. Thus defined mixing is exactly the condition needed to generalize certain theorems holding in finite measure case. For invertible non-singular transformations complete mixing implies the existence of a finite equivalent invariant mixing measure. If no such measure exists, complete mixing implies that for any two probability measures ₁,₂, in total variation norm.Research of this author is supported by the National Science Foundation (U.S.A.) under grant GP 7693.