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Matryoshka dolls, the traditional Russian nesting figurines, are known worldwide for each doll’s encapsulation of a sequence of smaller dolls. In this paper, we exploit the structure of a new sequence of nested matrices we call matryoshkan matrices in order to compute the moments of the one-dimensional polynomial processes, a large class of Markov processes. We characterize the salient properties of matryoshkan matrices that allow us to compute these moments in closed form at a specific time without computing the entire path of the process. This simplifies the computation of the polynomial process moments significantly. Through our method, we derive explicit expressions for both transient and steady-state moments of this class of Markov processes. We demonstrate the applicability of this method through explicit examples such as shot noise processes, growth–collapse processes, ephemerally self-exciting processes, and affine stochastic differential equations from the finance literature. We also show that we can derive explicit expressions for the self-exciting Hawkes process, for which finding closed-form moment expressions has been an open problem since their introduction in 1971. In general, our techniques can be used for any Markov process for which the infinitesimal generator of an arbitrary polynomial is itself a polynomial of equal or lower order.
We define positively expansive semigroups of linear operators on Banach spaces. We characterize these semigroups in terms of the point spectrum of the infinitesimal generator. In particular, we prove that a positively expansive semigroup is neither uniformly bounded nor equicontinuous. We apply our results to the Lasota equation.
We examine a semigroup analogue of the Kumjian–Renault representation of C*-algebras with Cartan subalgebras on twisted groupoids. Specifically, we represent semigroups with distinguished normal subsemigroups as ‘slice-sections’ of groupoid bundles.
The goal of the paper is to obtain analogs of the sampling theorems and of the Riesz–Boas interpolation formulas which are relevant to the discrete Hilbert and Kak–Hilbert transforms in
$l^{2}$
.
The dynamics of the fragmentation equation with size diffusion is investigated when the size ranges in
$(0,\infty)$
. The associated linear operator involves three terms and can be seen as a nonlocal perturbation of a Schrödinger operator. A Miyadera perturbation argument is used to prove that it is the generator of a positive, analytic semigroup on a weighted
$L_1$
-space. Moreover, if the overall fragmentation rate does not vanish at infinity, then there is a unique stationary solution with given mass. Assuming further that the overall fragmentation rate diverges to infinity for large sizes implies the immediate compactness of the semigroup and that it eventually stabilizes at an exponential rate to a one-dimensional projection carrying the information of the mass of the initial value.
We prove the existence and asymptotic behaviour of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Furthermore, we present lower and upper bounds for the density. Sharp estimates are provided if an additional upper scaling condition on the Laplace exponent is imposed. In particular, we cover the case when the (minus) second derivative of the Laplace exponent is a function regularly varying at infinity with regularity index bigger than $-2$.
We construct two bounded functional calculi for sectorial operators on Banach spaces, which enhance the functional calculus for analytic Besov functions, by extending the class of functions, generalising and sharpening estimates and adapting the calculus to the angle of sectoriality. The calculi are based on appropriate reproducing formulas, they are compatible with standard functional calculi and they admit appropriate convergence lemmas and spectral mapping theorems. To achieve this, we develop the theory of associated function spaces in ways that are interesting and significant. As consequences of our calculi, we derive several well-known operator norm estimates and provide generalisations of some of them.
We establish a Wold-type decomposition for isometric and isometric Nica-covariant representations of the odometer semigroup. These generalize the Wold-type decomposition for commuting pairs of isometries due to Popovici and for pairs of doubly commuting isometries due to Słociński.
Our first result is a noncommutative form of the Jessen-Marcinkiewicz-Zygmund theorem for the maximal limit of multiparametric martingales or ergodic means. It implies bilateral almost uniform convergence (a noncommutative analogue of almost everywhere convergence) with initial data in the expected Orlicz spaces. A key ingredient is the introduction of the
$L_p$
-norm of the
$\limsup $
of a sequence of operators as a localized version of a
$\ell _\infty /c_0$
-valued
$L_p$
-space. In particular, our main result gives a strong
$L_1$
-estimate for the
$\limsup $
—as opposed to the usual weak
$L_{1,\infty }$
-estimate for the
$\mathop {\mathrm {sup}}\limits $
—with interesting consequences for the free group algebra.
Let
$\mathcal{L} \mathbf{F} _2$
denote the free group algebra with
$2$
generators, and consider the free Poisson semigroup generated by the usual length function. It is an open problem to determine the largest class inside
$L_1(\mathcal{L} \mathbf{F} _2)$
for which the free Poisson semigroup converges to the initial data. Currently, the best known result is
$L \log ^2 L(\mathcal{L} \mathbf{F} _2)$
. We improve this result by adding to it the operators in
$L_1(\mathcal{L} \mathbf{F} _2)$
spanned by words without signs changes. Contrary to other related results in the literature, this set grows exponentially with length. The proof relies on our estimates for the noncommutative
$\limsup $
together with new transference techniques.
We also establish a noncommutative form of Córdoba/Feffermann/Guzmán inequality for the strong maximal: more precisely, a weak
$(\Phi ,\Phi )$
inequality—as opposed to weak
$(\Phi ,1)$
—for noncommutative multiparametric martingales and
$\Phi (s) = s (1 + \log _+ s)^{2 + \varepsilon }$
. This logarithmic power is an
$\varepsilon $
-perturbation of the expected optimal one. The proof combines a refinement of Cuculescu’s construction with a quantum probabilistic interpretation of M. de Guzmán’s original argument. The commutative form of our argument gives the simplest known proof of this classical inequality. A few interesting consequences are derived for Cuculescu’s projections.
We consider Kolmorogov operator
$-\Delta +b \cdot \nabla $
with drift b in the class of form-bounded vector fields (containing vector fields having critical-order singularities). We characterize quantitative dependence of the Sobolev and Hölder regularity of solutions to the corresponding elliptic equation on the value of the form-bound of b.
In this paper, we extend to the non-Hille–Yosida case a variation of constants formula for a nonautonomous and nonhomogeneous Cauchy problems first obtained by Gühring and Räbiger. By using this variation of constants formula, we derive a necessary and sufficient condition for the existence of an exponential dichotomy for the evolution family generated by the associated nonautonomous homogeneous problem. We also prove a persistence result of the exponential dichotomy for small perturbations. Finally, we illustrate our results by considering two examples. The first example is a parabolic equation with nonlocal and nonautonomous boundary conditions, and the second example is an age-structured model that is a hyperbolic equation.
Let $X$ be a space of homogeneous type and $L$ be a nonnegative self-adjoint operator on $L^{2}(X)$ satisfying Gaussian upper bounds on its heat kernels. In this paper, we develop the theory of weighted Besov spaces ${\dot{B}}_{p,q,w}^{\unicode[STIX]{x1D6FC},L}(X)$ and weighted Triebel–Lizorkin spaces ${\dot{F}}_{p,q,w}^{\unicode[STIX]{x1D6FC},L}(X)$ associated with the operator $L$ for the full range $0<p,q\leqslant \infty$, $\unicode[STIX]{x1D6FC}\in \mathbb{R}$ and $w$ being in the Muckenhoupt weight class $A_{\infty }$. Under rather weak assumptions on $L$ as stated above, we prove that our new spaces satisfy important features such as continuous characterizations in terms of square functions, atomic decompositions and the identifications with some well-known function spaces such as Hardy-type spaces and Sobolev-type spaces. One of the highlights of our result is the characterization of these spaces via noncompactly supported functional calculus. An important by-product of this characterization is the characterization via the heat kernel for the full range of indices. Moreover, with extra assumptions on the operator $L$, we prove that the new function spaces associated with $L$ coincide with the classical function spaces. Finally we apply our results to prove the boundedness of the fractional power of $L$, the spectral multiplier of $L$ in our new function spaces and the dispersive estimates of wave equations.
We study the asymptotic behaviour of the powers of a composition operator on various Banach spaces of holomorphic functions on the disc, namely, standard weighted Bergman spaces (finite and infinite order), Bloch space, little Bloch space, Bloch-type space and Dirichlet space. Moreover, we give a complete characterization of those composition operators that are similar to an isometry on these various Banach spaces. We conclude by studying the asymptotic behaviour of semigroups of composition operators on these various Banach spaces.
Let ${\mathcal{D}}$ be a Schauder decomposition on some Banach space $X$. We prove that if ${\mathcal{D}}$ is not $R$-Schauder, then there exists a Ritt operator $T\in B(X)$ which is a multiplier with respect to ${\mathcal{D}}$ such that the set $\{T^{n}:n\geq 0\}$ is not $R$-bounded. Likewise, we prove that there exists a bounded sectorial operator $A$ of type $0$ on $X$ which is a multiplier with respect to ${\mathcal{D}}$ such that the set $\{e^{-tA}:t\geq 0\}$ is not $R$-bounded.
We study the existence, uniqueness and qualitative properties of global solutions of abstract differential equations with state-dependent delay. Results on the existence of almost periodic-type solutions (including, periodic, almost periodic, asymptotically almost periodic and almost automorphic solutions) are proved. Some examples of partial differential equations with state-dependent delay arising in population dynamics are presented.
In this paper, by using operator-valued ${\dot{C}}^{\unicode[STIX]{x1D6FC}}$-Fourier multiplier results on vector-valued Hölder continuous function spaces, we give a characterization of the $C^{\unicode[STIX]{x1D6FC}}$-well-posedness for the third order differential equations $au^{\prime \prime \prime }(t)+u^{\prime \prime }(t)=Au(t)+Bu^{\prime }(t)+f(t)$, ($t\in \mathbb{R}$), where $A,B$ are closed linear operators on a Banach space $X$ such that $D(A)\subset D(B)$, $a\in \mathbb{C}$ and $0<\unicode[STIX]{x1D6FC}<1$.
We study the existence and uniqueness of ${\mathcal{S}}$-asymptotically periodic solutions for a general class of
abstract differential equations with state-dependent delay. Some examples
related to problems arising in population dynamics are presented.
We consider abstract Sobolev spaces of Bessel-type associated with an operator. In this work, we pursue the study of algebra properties of such functional spaces through the corresponding semigroup. As a follow-up to our previous work, we show that by making use of the property of a ‘carré du champ’ identity, this algebra property holds in a wider range than previously shown.
Uniformization transforms a pseudo-Poisson process with unequal intensities (leaving rates) into one with uniform intensity. Self-transitions is the price to pay. Two intensities arise when one considers an absorbing barrier of a Markov process as a body in its own right: a pair of Markov processes intertwined by an extended Chapman–Kolmogorov equation naturally arises. We show that Sauer's two-state space empathy theory handles such intertwined processes. The price of self-transitions is also avoided.
We carry out an in-depth study of some domination and smoothing properties of linear operators and of their role within the theory of eventually positive operator semigroups. On the one hand, we prove that, on many important function spaces, they imply compactness properties. On the other hand, we show that these conditions can be omitted in a number of Perron–Frobenius type spectral theorems. We furthermore prove a Kreĭn–Rutman type theorem on the existence of positive eigenvectors and eigenfunctionals under certain eventual positivity conditions.