Harmonic analysis in infinite dimension

We study the Hermite transform onL ²() where is a Gaussian measure on a Lusin locally convex spaceE. We are then lead to a Hilbert space () of analytic functions onE which is also a natural range for the Laplace transform. LetB be a convenient Hilbert-Schmidt operator on the Cameron-Martin spaceH of . There exists a natural sequence Cap _n of capacities onE associated toB. This implies the Kondratev-Yokoi theorem about positive linear forms on the Hida test-functions space.     

On the spectrum of the sum of generators for a finitely generated group

Let Γ be a finitely generated group. In the group algebra ℂ[Γ], form the averageh of a finite setS of generators of Γ. Given a unitary representation π of Γ, we relate spectral properties of the operator π(h) to properties of Γ and π. For the universal representationπ _un of Γ, we prove in particular the following results. First, the spectrum Sp(π _un (h)) contains the complex numberz of modulus one iff Sp(π _un (h)) is invariant under multiplication byz, iff there exists a character such that η(S)={z}. Second, forS ⁻¹=S, the group Γ has Kazhdan’s property (T) if and only if 1 is isolated in Sp(π _un (h)); in this case, the distance between 1 and other points of the spectrum gives a lower bound on the Kazhdan constants. Numerous examples illustrate the results.     

Inequalities for tails of adapted processes with an application to Wald's lemma

In this paper we introduce a new tail probability version of Wald's lemma for expectations of randomly stopped sums of independent random variables. We also make a connection between the works of Klass^{(18, 19)} and Gundy⁽¹¹⁾ on Wald's lemma. In making the connection, we develop new Lenglart and Good Lambda inequalities comparing the tails of various types of adapted processes. As a consequence of our Good Lambda inequalities we include the following result. Let {d _i }, {e _i } be two sequences of variables adapted to the same increasing sequence of σ-fields ? _n ↗?, (e.g., ? _n =σ({d _i } _i=1 ⁿ , {E _i } _i=1 ⁿ ), and letN?∞ be a stopping time adapted to {? _n }. Then for allp>0, there exists a constant 0<C _p <∞ depending onp only, such that $$\mathop {\overline {\lim } }\limits_\lambda \lambda ^p P\left( {\mathop {\sup }\limits_{1 \leqslant n \leqslant N} \left\| {\sum\limits_{i = 1}^n {d_i } } \right\| > \lambda } \right) \leqslant C_p \mathop {\overline {\lim } }\limits_\lambda \lambda ^p P\left( {\mathop {\sup }\limits_{1 \leqslant n \leqslant N} \left\| {\sum\limits_{i = 1}^n {e_i } } \right\| > \lambda } \right)$$ This result holds when the sequences are real, tangent, and either conditionally symmetric or nonnegative, or alternatively, if {d _i } is a sequence of independent random variables and {e _i } is an independent copy of {d _i }, withN a stopping time adapted to the filtration generated by {d _i } only. Other examples include Hilbert space valued differentially subordinate conditionally symmetric martingale differences. The result is true for more general operators applied to sequences as shown by an example comparing the square function of a conditionally symmetric sequence to the maximum of its absolute partial sums.