On the Long-Time Behavior of the Quantum Fokker-Planck Equation

We analyze the long-time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type diffusion operator, subject to confining potentials of harmonic oscillator type. We establish the existence and uniqueness of a non-equilibrium steady state for the corresponding dynamics. Further, using a (classical) convex Sobolev inequality, we prove an optimal exponential rate of decay towards this state and additionally give precise dispersion estimates in those cases, where no stationary state exists.     

Drift transforms and Green function estimates for discontinuous processes

In this paper, we consider Girsanov transforms of pure jump type for discontinuous Markov processes. We show that, under some quite natural conditions, the Green functions of the Girsanov transformed process are comparable to those of the original process. As an application of the general results, the drift transform of symmetric stable processes is studied in detail. In particular, we show that the relativistic α-stable process in a bounded C^1,1-smooth open set D can be obtained from symmetric α-stable process in D through a combination of a pure jump Girsanov transform and a Feynman-Kac transform. From this, we deduce that the Green functions for these two processes in D are comparable.     

关于半群局部化的一个注记

证明了对于任何的半群Ｓ和其任何的子半群Ｔ，Ｓ在Ｔ的局部化总是存在的。     

Left versus right canonical Wiener-Hopf factorization and realization

For an arbitrary rational matrix function, not necessarily analytic at infinity, the existence of a right canonical Wiener-Hopf factorization is characterized in terms of a left canonical Wiener-Hopf factorization. Formulas for the factors in a right factorization are given in terms of the formulas for the factors in a given left factorization. All formulas are based on a special representation of a rational matrix function involving a quintet of matrices.     

Poincaré’s inequalities and Talagrand’s concentration phenomenon for the exponential distribution

Summary. We present a simple proof, based on modified logarithmic Sobolev inequalities, of Talagrand’s concentration inequality for the exponential distribution. We actually observe that every measure satisfying a Poincaré inequality shares the same concentration phenomenon. We also discuss exponential integrability under Poincaré inequalities and its consequence to sharp diameter upper bounds on spectral gaps. Received: 10 June 1996 / In revised form: 9 August 1996     

Classical solutions to a quadratically nonlinear gauge theory

We present some classical solutions to a gauge theory based on quadratically nonlinear Lie algebras without a central term. We observe that instanton-like and meron-like solutions force the internal fields to behave like solitons.     

L-S category of quaternionic Stiefel manifolds

By calculating certain generalized cohomology theory, lower bounds for the L-S category of quaternionic Stiefel manifolds are given.     

On Gittins’ index theorem in continuous time

We give a new and comparably short proof of Gittins’ index theorem for dynamic allocation problems of the multi-armed bandit type in continuous time under minimal assumptions. This proof gives a complete characterization of optimal allocation strategies as those policies which follow the current leader among the Gittins indices while ensuring that a Gittins index is at an all-time low whenever the associated project is not worked on exclusively. The main tool is a representation property of Gittins index processes which allows us to show that these processes can be chosen to be pathwise lower semi-continuous from the right and quasi-lower semi-continuous from the left. Both regularity properties turn out to be crucial for our characterization and the construction of optimal allocation policies.