Let ℳ be a hyperfinite finite von Nemann algebra and ${\left({ℳ}_k\right)}_{k\ge 1}$ be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration ${\left({ℳ}_k\right)}_{k\ge 1}$. For a finite noncommutative martingale $x={\left(x_k\right)}_{1\le k\le n}\subseteq L₁\left(ℳ\right)$ adapted to ${\left({ℳ}_k\right)}_{k\ge 1}$ and 0 < α < 1, the fractional integral of x of order α is defined by setting $I^{\alpha }x={\sum }_{k=1}^n{\zeta }_k^{\alpha }d{x}_k$ for an appropriate sequence ${\left({\zeta }_k\right)}_{k\ge 1}$ of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor...

We define a new function space $B$, which contains in particular BMO, BV, and $W^{1/p,p}$, $1<p<\infty$. We investigate its embedding into Lebesgue and Marcinkiewicz spaces. We present several inequalities involving $L^p$ norms of integer-valued functions in $B$. We introduce a significant closed subspace, $B_0$, of $B$, containing in particular VMO and $W^{1/p,p}$, $1\le p<\infty$. The above mentioned estimates imply in particular that integer-valued functions belonging to $B_0$ are necessarily constant. This framework provides a “common roof”...

We prove a lower bound in a law of the iterated logarithm for sums of the form ${\sum }_{k=1}^N{a}_{k}f(n_{k}x+c_k)$ where f satisfies certain conditions and the $n_k$ satisfy the Hadamard gap condition $n_{k+1}/n_k\ge q>1$.

Let ${\left(h_k\right)}_{k\ge 0}$ be the Haar system on [0,1]. We show that for any vectors $a_k$ from a separable Hilbert space and any ${\epsilon }_k\in [-1,1]$, k = 0,1,2,..., we have the sharp inequality $\left|\right|{\sum }_{k=0}^n{\epsilon }_k{a}_k{h}_k{\left|\right|}_{W\left(\right[0,1\left]\right)}\le 2\left|\right|{\sum }_{k=0}^n{a}_k{h}_k{\left|\right|}_{L^{\infty }\left([0,1]\right)}$, n = 0,1,2,..., where W([0,1]) is the weak-$L^{\infty }$ space introduced by Bennett, DeVore and Sharpley. The above estimate is generalized to the sharp weak-type bound ${\left|\right|Y\left|\right|}_{W\left(\Omega \right)}{\le 2\left|\right|X\left|\right|}_{L^{\infty }\left(\Omega \right)}$, where X and Y stand for -valued martingales such that Y is differentially subordinate to X. An application to harmonic functions on Euclidean domains is presented.

Let N ≥ 2 be a given integer. Suppose that $df={\left(dfₙ\right)}_{n\ge 0}$ is a martingale difference sequence with values in $\ell {₁}^N$ and let ${\left(\epsilon ₙ\right)}_{n\ge 0}$ be a deterministic sequence of signs. The paper contains the proof of the estimate $\mathbb{P}(su{p}_{n\ge 0}\left|\right|{\sum }_{k=0}^n{\epsilon }_{k}d{f}_k{\left|\right|}_{\ell {₁}^N}\ge 1)\le (lnN+ln\left(3lnN\right))/(1-{\left(2lnN\right)}^{-1})su{p}_{n\ge 0}\left|\right|{\sum }_{k=0}^{n}d{f}_k{\left|\right|}_{\ell {₁}^N}$. It is shown that this result is asymptotically sharp in the sense that the least constant $C_N$ in the above estimate satisfies $li{m}_{N\to \infty }{C}_N/lnN=1$. The novelty in the proof is the explicit verification of the ζ-convexity of the space $\ell {₁}^N$.

Let $f^j={\sum }_k{a}_{k}f(2^{j+1}x-2k)$, where the sum is taken over the lattice of all points k in ${ℝ}^n$ having integer-valued components, j∈ℕ and $a_k\in ℂ$. Let $A_{pq}^s$ be either $B_{pq}^s$ or $F_{pq}^s$ (s ∈ ℝ, 0 < p < ∞, 0 < q ≤ ∞) on ${ℝ}^n.$ The aim of the paper is to clarify under what conditions $\parallel f^j|A_{pq}^s\parallel$ is equivalent to $2^{j(s-n/p)}({\sum }_k|a_k{|}^p{)}^{1/p}\parallel f|A_{pq}^s\parallel$.

Given a Banach space X, for n ∈ ℕ and p ∈ (1,∞) we investigate the smallest constant ∈ (0,∞) for which every n-tuple of functions f₁,...,fₙ: -1,1ⁿ → X satisfies ${\int }_{-1,1ⁿ}\left|\right|{\sum }_{j=1}^n{\partial }_j{f}_j{\left(\epsilon \right)\left|\right|}^{p}d\mu \left(\epsilon \right){\le }^p{\int }_{-1,1ⁿ}{\int }_{-1,1ⁿ}\left|\right|{\sum }_{j=1}^n{\delta }_j\Delta f_j\left(\epsilon \right){\left|\right|}^{p}d\mu \left(\epsilon \right)d\mu \left(\delta \right)$, where μ is the uniform probability measure on the discrete hypercube -1,1ⁿ, and ${{\partial }_j}_{j=1}^n$ and $\Delta ={\sum }_{j=1}^n{\partial }_j$ are the hypercube partial derivatives and the hypercube Laplacian, respectively. Denoting this constant by ${ⁿ}_p\left(X\right)$, we show that ${ⁿ}_p\left(X\right)\le {\sum }_{k=1}^{n}1/k$ for every Banach space (X,||·||). This extends the classical Pisier inequality, which corresponds to the special...

We show that every operator from ${\ell }_s$ to ${\ell }_p\otimes ̂{\ell }_q$ is compact when 1 ≤ p,q < s and that every operator from ${\ell }_s$ to ${\ell }_p\widehat{\otimes ̂}{\ell }_q$ is compact when 1/p + 1/q > 1 + 1/s.

Let $𝕍$ be a separable real Hilbert space, $k\in \mathbb{N}$ with $k<dim𝕍$, and let $B$ be convex and closed in $𝕍$. Let $𝒫$ be a collection of linear $k$-subspaces of $𝕍$. A point $w\in B$ is called exposed by $𝒫$ if there is a $P\in 𝒫$ so that $(w+P)\cap B=\left\{w\right\}$. We show that, under some natural conditions, $B$ can be reconstituted as the convex hull of the closure of all its exposed by $𝒫$ points whenever $𝒫$ is dense and $G_{\delta }$. In addition, we discuss the question when the set of exposed by some $𝒫$ points forms a $G_{\delta }$-set.

In a Tychonoff space $X$, the point $p\in X$ is called a $C^{*}$-point if every real-valued continuous function on $C\setminus \left\{p\right\}$ can be extended continuously to $p$. Every point in an extremally disconnected space is a $C^{*}$-point. A classic example is the space ${𝐖}^{*}={\omega }_1+1$ consisting of the countable ordinals together with ${\omega }_1$. The point ${\omega }_1$ is known to be a $C^{*}$-point as well as a $P$-point. We supply a characterization of $C^{*}$-points in totally ordered spaces. The remainder of our time is aimed at studying when a point in a product space...

We characterise the boundedness of the $H^{\infty }$ calculus of a sectorial operator in terms of dilation theorems. We show e. g. that if $-A$ generates a bounded analytic $C_0$ semigroup $\left(T_t\right)$ on a UMD space, then the $H^{\infty }$ calculus of $A$ is bounded if and only if $\left(T_t\right)$ has a dilation to a bounded group on $L^2([0,1],X)$. This generalises a Hilbert space result of C.LeMerdy. If $X$ is an $L^p$ space we can choose another $L^p$ space in place of $L^2([0,1],X)$.

We give a complete characterization of closed sets $F\subset {ℝ}^2$ whose distance function $d_F:=\mathrm{dist}(·,F)$ is DC (i.e., is the difference of two convex functions on ${ℝ}^2$). Using this characterization, a number of properties of such sets is proved.

The author proved in 2018 that if $G$ is an open subset of a Hilbert space, $f_1,f_2:G\to ℝ$ continuous functions and $\omega$ a nontrivial modulus such that $f_1\le f_2$, $f_1$ is locally semiconvex with modulus $\omega$ and $f_2$ is locally semiconcave with modulus $\omega$, then there exists $f\in C_{\text{loc}}^{1,\omega }\left(G\right)$ such that $f_1\le f\le f_2$. This is a generalization of Ilmanen’s lemma (which deals with linear modulus and functions on an open subset of ${ℝ}^n$). Here we extend the mentioned result from Hilbert spaces to some superreflexive spaces, in particular to $L^p$ spaces, $p\in [2,\infty )$. We...

We consider an SPDE in a Hilbert space $H$ of the form $dX(t)=(AX(t)+b(X(t)))dt+\sigma (X(t))dW(t)$, $X(0)=x\in H$ and the corresponding transition semigroup $P_{t}f(x)=𝔼[f(X(t,x))]$. We define the infinitesimal generator $\overline{L}$ of $P_t$ through the Laplace transform of $P_t$ as in [1]. Then we consider the differential operator $L\phi =\frac{1}{2}\mathrm{Tr}[\sigma (x){\sigma }^{*}(x)D^2\phi ]+⟨b(x),D\phi ⟩$ defined on a suitable set $V$ of regular functions. Our main result is that if $V$ is a core for $\overline{L}$, then there exists a unique solution of the martingale problem defined in terms of $L$. Application to the Ornstein-Uhlenbeck equation and to some regular...

Let $m\ge 3$ be an integer. The so-calledis a discrete time Markov chain which is very popular in theoretical computer science, modelling famous algorithms used in searching and sorting. This random process satisfies a well-known phase transition: when $m\le 26$, the asymptotic behavior of the process is Gaussian, but for $m\ge 27$ it is no longer Gaussian and a limit $W^{DT}$ of a complex-valued martingale arises. In this paper, we consider the multitype branching process which is the continuous time version of...

Let $\mathscr{H}$ be a complex Hilbert space, $A$ a positive operator with closed range in $ℬ\left(\mathscr{H}\right)$ and ${ℬ}_A\left(\mathscr{H}\right)$ the sub-algebra of $ℬ\left(\mathscr{H}\right)$ of all $A$-self-adjoint operators. Assume $\phi :{ℬ}_A\left(\mathscr{H}\right)$ onto itself is a linear continuous map. This paper shows that if $\phi$ preserves $A$-unitary operators such that $\phi \left(I\right)=P$ then $\psi$ defined by $\psi \left(T\right)=P\phi \left(PT\right)$ is a homomorphism or an anti-homomorphism and $\psi \left(T^{♯}\right)=\psi {\left(T\right)}^{♯}$ for all $T\in {ℬ}_A\left(\mathscr{H}\right)$, where $P=A^{+}A$ and $A^{+}$ is the Moore-Penrose inverse of $A$. A similar result is also true if $\phi$ preserves $A$-quasi-unitary operators in both directions such that there...

Let $D$ be a ${𝒞}^d$ $q$-convex intersection, $d\ge 2$, $0\le q\le n-1$, in a complex manifold $X$ of complex dimension $n$, $n\ge 2$, and let $E$ be a holomorphic vector bundle of rank $N$ over $X$. In this paper, ${𝒞}^k$-estimates, $k=2,3,\cdots ,\infty$, for solutions to the $\overline{\partial }$-equation with small loss of smoothness are obtained for $E$-valued $(0,s)$-forms on $D$ when $n-q\le s\le n$. In addition, we solve the $\overline{\partial }$-equation with a support condition in ${𝒞}^k$-spaces. More precisely, we prove that for a $\overline{\partial }$-closed form $f$ in ${𝒞}_{0,q}^k(X\setminus D,E)$, $1\le q\le n-2$, $n\ge 3$, with compact support and for $\epsilon$ with $0<\epsilon <1$ there...

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

Following a suggestion of W.M. Schmidt and L. Summerer, we construct a proper $3$-system $(P_1,P_2,P_3)$ with the property ${\overline{\varphi }}_3=1$. In fact, our method generalizes to provide $n$-systems with ${\overline{\varphi }}_n=1$, for arbitrary $n\ge 3$. We visualize our constructions with graphics. We further present explicit examples of numbers ${\xi }_1,...,{\xi }_{n-1}$ that induce the $n$-systems in question.