Boundedness of solution for an evolution stochastic partial differential equation with measurable coefficients

We establish the boundedness of the solution of a stochastic partial differential equation with measurable coefficients. For this purpose we develop a stochastic analog of the celebrated iteration process invented by Jürgen Moser (July 4, 1928- December 17, 1999) in 1960.     

Spectral norm of random matrices

In this paper, we present a new upper bound for the spectral norm of symmetric random matrices with independent (but not necessarily identical) entries. Our results improve an earlier result of Füredi and Komlós. Research supported by an NSF CAREER award and by an Alfred P. Sloan fellowship.     

Point localization and spectral theory for symmetric random operators

In a Hilbert space context, we propose a rather general notion of “random operators” which allows for taking stochastic limits. After establishing a connection with measurable fields of closed operators, we may speak of a spectral theory for symmetric random operators. Received: 18 December 2008     

Spectral Properties of Some Linear Matrix Differential Operators in Lp-spaces on $${\mathbb{R}}$$

A detailed study is made of matrix-valued, ordinary linear differential operators T in for 1 < p < ∞, which arise as the perturbation of a constant coefficient differential operator of order n ≥ 1 by a lower order differential operator which has a factorisation S = AB for suitable operators A and B. Via techniques from L ^p -harmonic analysis, perturbation theory and local spectral theory, it is shown that T satisfies certain local resolvent estimates, which imply the existence of local functional calculi and decomposability properties of T.      

Bounds on Variation of Spectral Subspaces under J-Self-adjoint Perturbations

Let A be a self-adjoint operator on a Hilbert space . Assume that the spectrum of A consists of two disjoint components σ₀ and σ₁. Let V be a bounded operator on , off-diagonal and J-self-adjoint with respect to the orthogonal decomposition where and are the spectral subspaces of A associated with the spectral sets σ₀ and σ₁, respectively. We find (optimal) conditions on V guaranteeing that the perturbed operator L = A + V is similar to a self-adjoint operator. Moreover, we prove a number of (sharp) norm bounds on the variation of the spectral subspaces of A under the perturbation V. Some of the results obtained are reformulated in terms of the Krein space theory. As an example, the quantum harmonic oscillator under a -symmetric perturbation is discussed. This work was supported by the Deutsche Forschungsgemeinschaft (DFG), the Heisenberg-Landau Program, and the Russian Foundation for Basic Research.     

Bicommutants of Toeplitz operators

In this paper we discuss an unusual phenomenon in the context of Toeplitz operators in the Bergman space on the unit disc: If two Toeplitz operators commute with a quasihomogeneous Toeplitz operator, then they commute with each other. In the Bourbaki terminology, this result can be stated as follows: The commutant of a quasihomogeneous Toeplitz operator is equal to its bicommutant. Received: 11 March 2008     

Ideal-Triangularizability of Semigroups of Positive Operators

Let be a multiplicative semigroup of positive operators on a Banach lattice E such that every is ideal-triangularizable, i.e., there is a maximal chain of closed subspaces of E that consists of closed ideals invariant under S. We consider the question under which conditions the whole semigroup is simultaneously ideal-triangularizable. In particular, we extend a recent result of G. MacDonald and H. Radjavi. We also introduce a class of positive operators that contains all positive abstract integral operators when E is Dedekind complete.      

Uniform Boundedness of Toeplitz Matrices with Variable Coefficients

Uniform boundedness of sequences of variable-coefficient Toeplitz matrices is a delicate problem. Recently we showed that if the generating function of the sequence belongs to a smoothness scale of the H?lder type and if α is the smoothness parameter, then the sequence may be unbounded for α < 1/2 while it is always bounded for α > 1. In this paper we prove boundedness for all α > 1/2. This work was partially supported by CONACYT project U46936-F, Mexico.     

Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices

A real square matrix is said to be essentially non-negative if all of its off-diagonal entries are non-negative. We establish entrywise relative perturbation bounds for the exponential of an essentially non-negative matrix. Our bounds are sharp and contain a condition number that is intrinsic to the exponential function. As an application, we study sensitivity of continuous-time Markov chains. J. Xue was supported by the National Science Foundation of China under grant number 10571031, the Program for New Century Excellent Talents in Universities of China and Shanghai Pujiang Program. Q. Ye was supported in part by NSF under Grant DMS-0411502.     

Spectral measures corresponding to orthogonal polynomials with unbounded recurrence coefficients

Sufficient conditions are presented for the existence of an absolutely continuous part for the measure of orthogonality for a system of polynomials with unbounded recurrence coefficients. Results are obtained by analyzing the spectral measure of a related self-adjoint operator.Communicated by Paul Nevai.     

Fock Spaces Connected with Spherical Mean Operator and Associated Operators

We define and study the Fock space associated with the spherical mean operator. Next, we establish some results for the Segal-Bergmann transform for this space. Lastly, we prove some properties concerning Toeplitz operators on this space. Received: May 11, 2007. Revised: May 20, 2008. Accepted: May 23, 2008.     

On Some Product of Two Unbounded Self-Adjoint Operators

We give a spectral analysis of some unbounded normal product HK of two self-adjoint operators H and K (which appeared in [7]) and we say why it is not self-adjoint even if the spectrum of one of the operators is sufficiently “asymmetric”. Then, we investigate the self-adjointness of KH (given it is normal) for arbitrary self-adjoint H and K by giving a counterexample and some positive results and hence finishing off with the whole question of normal products of self-adjoint operators (appearing in [1, 7, 12]). The author was supported in part by CNEPRU: B01820070020 (Ministry of Higher Education, Algeria).     

Accretive perturbations and error estimates for the Trotter product formula

We study the operator-norm error bound estimate for the exponential Trotter product formula in the case of accretive perturbations. LetA be a semibounded from below self-adjoint operator in a separable Hilbert space. LetB be a closed maximal accretive operator such that, together withB ^*, they are Kato-small with respect toA with relative bounds less than one. We show that in this case the operator-norm error bound estimate for the exponential Trotter product formula is the same as for the self-adjointB [12]:

Existence and extensions of positive linear operators

In this paper we develop some unified methods, based on the technique of the auxiliary sublinear operator, for obtaining extensions of positive linear operators. In the first part, a version of the Mazur-Orlicz theorem for ordered vector spaces is presented and then this theorem is used in diverse applications: decomposition theorems for operators and functionals, minimax theory and extensions of positive linear operators. In the second part, we give a general sufficient condition (an implication between two inequalities) for the existence of a monotone sublinear operator and of a positive linear operator. Some particular cases in which this condition becomes necessary are also studied. Dedicated to Prof. Romulus Cristescu on his 80th birthday     

On the action of Lipschitz functions on vector-valued random sums

Let X be a Banach space and let (ξ_j)_j ≧ 1 be an i.i.d. sequence of symmetric random variables with finite moments of all orders. We prove that the following assertions are equivalent:

Hilbert-Schmidt Hankel Operators on the Bergman Space of Planar Domains

In this paper we study the problem of the membership of H _ϕ in the Hilbert-Schmidt class, when and Ω is a planar domain. We find a necessary and sufficient condition.We apply this result to the problem of joint membership of H _φ and in the Hilbert-Schmidt class. Using the notion of Berezin Transform and a result of K. Zhu we are able to give a necessary and sufficient condition. Finally, we recover a result of Arazy, Fisher and Peetre on the case with φ holomorphic.     

Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

We study the approximation of stochastic differential equations on domains. For this, we introduce modified Itô–Taylor schemes, which preserve approximately the boundary domain of the equation under consideration. Assuming the existence of a unique non-exploding solution, we show that the modified Itô–Taylor scheme of order γ has pathwise convergence order γ ? ε for arbitrary ε > 0 as long as the coefficients of the equation are sufficiently differentiable. In particular, no global Lipschitz conditions for the coefficients and their derivatives are required. This applies for example to the so called square root diffusions.     

Recurrent random walks on homogeneous spaces of p-adic algebraic groups of polynomial growth

Let G be a p-adic algebraic group of polynomial growth and H be a closed subgroup of G. We prove the growth conjecture for the homogeneous space G/H, that is, G/H supports a recurrent random walk if and only if G/H has polynomial growth of degree atmost two. Received: 23 November 2007