DOCSLIB.ORG

[Math.FA] 25 Jun 2004 E (Ω Let 60G50

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
[Math.FA] 25 Jun 2004 E (Ω Let 60G50 Exponential Orlicz Spaces: New Norms and Applications. E.I.Ostrovsky. Department of Mathematics and Computer Science, Ben Gurion University, Israel, Beer - Sheva, 84105, Ben Gurion street, 2, P.O. BOX 61, E - mail: [email protected] Abstract The aim of this paper is investigating of Orlicz spaces with exponential N function and correspondence Orlicz norm: we introduce some new equivalent norms, obtain the tail characterization, study the product of functions in Orlicz spaces etc. We consider some applications: estimation of operators in Orlicz spaces and problem of martingales convergence and divergence. Key words: Orlicz spaces, ∆2 condition, martingale, slowly varying func- tion, absolute continuous norm. Math. Sub. Classification (2000): 47A45, 47A60, 47B10, 18D05. 60F10, 60G10, 60G50. 1. INTRODUCTION. Let (Ω, F, P) be a probability space. Introduce the following set of N Orlicz functions: − LW = N = N(u)= N(W, u) = exp(W (log u)) , u e2 { } ≥ where W is a continuous strictly increasing convex function in domain [2, ) arXiv:math/0406534v1 [math.FA] 25 Jun 2004 / / ∞ such that u limu W (u) = ; here W (u) denotes the left →∞ ⇒ →∞ − ∞ − derivative of the function W. We define the function N(W (u)) arbitrary for the values u [0, e2) but so that N(W (u)) will be continuous convex strictly increasing and∈ such that u 0+ N(W (u)) C(W )u2, → ⇒ ∼ for some C(W ) = const (0, ). For u < 0 we define as usually ∈ ∞ N(W (u)) = N(W ( u )). | | 1 We denote the set of all those N functions as ENF : ENF = N(W ( )) (Exponential N - Functions)− and denote also the correspondence { · } Orlicz space as EOS(W ) = Exponential Orlicz Space or simple EW with Orlicz (or, equally, Luxemburg) norm 1 η L(N)= η L(N(W )) = inf v− (1 + EN(W ( ), vη) , || || || || v>0{ · } where E, D denote the expectation and variance with respect to the prob- ability measure P : Eη = η(ω) P(dω). ZΩ Let us introduce the following important function: ψ(p)= ψ(W, p) = exp(W ∗(p)/p), p 2, (1) ≥ where def W ∗(p) = sup(pz W (z)) z 2 − − ≥ is the Young - Fenchel transform of W. The function p p log ψ( )= W ∗( ) → · · is continuous convex increasing and such that p p log ψ(p) . ↑∞ ⇒ ↑∞ We denote the set of all those functions ψ = ψ(W, p) = exp(W ∗(p)/p) by the symbol Ψ : { } { } { } Ψ= ψ(W, p) = exp(W ∗(p)/p) . ∪W { } { } Inversely, W ( ) may be constructed by means of ψ : · W (p)=(p log ψ(p))∗ (theorem of Fenchel - Moraux). Definition. We introduce the so - called G(ψ) norm for arbitrary func- tion ψ( ) Ψ and the correspondent G(ψ) space: η G(ψ) iff · ∈ ∈ def η G(ψ) = sup η p/ψ(p) < , || || p 2 | | ∞ ≥ where denotes the classical L norm: |·|p p η = E1/p η p, p 1. | |p | | ≥ 2 2 2 In particular, η 2 = Dη + E η. It is easy to prove (see, for example, [3], p. 373; [12], p. 67)| | that G(ψ) is some (full) Banach space. Note that if there exists a family of measurable functions ηα , α so that { } ∈ A sup ηα p < , α | | ∞ then there exists a G(ψ) space, ψ Ψ such that α η G(ψ). For − ∈ ∀ ⇒ α ∈ example, put ψ(p) = sup ηα p. α | | Remark 1. In this paper the letters C,Cj will denote positive finite various constants which may differ from one formula to another and which do not depend on the essential parameters: x, u, p, z, λ. 2. MAIN RESULTS. Theorem 1. The norms η L(N(W )) and η G(ψ) are equivalent. Further, η =0, η G(ψ) iff C,C|| || (0, ) u>|| ||2C 6 ∈ ∃ 1 ∈ ∞ ⇒ ∀ P( η >u) C exp( W (log(u/C))). (2) | | ≤ 1 − Remark 2. This result is a little generalization of [3]; see also [16], p.305, as long as we do not suppose that the function η = η(ω), ω Ω to be exponential integrable: ∈ λ> 0 E exp(λ η ) < ∃ ⇒ | | ∞ (so - called Kramer condition). Proof. a). Suppose η EW, η = 0. Then for some C (0, ) E exp(W (log C η )) < . Proposition∈ 6 (2) follows from Chebyshev∈ inequal-∞ ⇒ ity. | | ∞ b). Inversely, let us assume that η(ω) is a measurable function such that P( η >u) exp( W (log u)), u e2. | | ≤ − ≥ Then, by virtue of properties W ( ) we have: · EN(W ( η /e2)) = N(W, η(ω) /e2) P(dω) | | ZΩ | | ≤ ∞ 2 C1 + exp((W ( η /e )) P(dω) C1+ ek< η ek+1 | | ≤ kX=2 Z | |≤ 3 ∞ ∞ exp((W (k 1)) P( η >k) C + exp(W (k) W (k + 1)) < . − | | ≤ 2 − ∞ kX=2 kX=2 Hence η L(N(W )) < . c) Let|| || η G(ψ);∞ without loss of generality we can assume that ∈ η G(ψ)=1. We deduce: E η p ψp(p), || || | | ≤ p p 2 P( η > x) x− ψ (p) = exp( p log x + p log ψ(p)), x>e , | | ≤ − and, after the minimization over p : x e2 ≥ ⇒ P( η > x) exp sup(p log x p log ψ(p)) = exp( W (log x)). | | ≤ − p 2 − ! − ≥ d) Let us next assume that P( η > x) exp( W (log x)),x>e2. We have: | | ≤ − p p ∞ p 1 E η C + px − exp( W (log x) dx = 2 | | ≤ Ze − Cp + p ∞ exp(py W (y)) dy, p 2. Z2 − ≥ Using Laplace’s method and theorem of Fenchel - Moraux we get: p p p p E η C + C1 exp sup(py W (y)) = C + | | ≤ y 2 − ! ≥ p p p p p C exp (W ∗(p)) = C + C exp(p log ψ(p)) C ψ (p). (3) 2 2 ≤ 3 Finally, η G(ψ) C < . || || ≤ 3 ∞ Remark 3. If conversely P( η > x) exp( W (log x)), x e2, | | ≥ − ≥ then for sufficiently large values of p; p p = p (W ) 2 ≥ 0 0 ≥ η C (W )ψ(p), C (0, ). | |p ≥ 0 0 ∈ ∞ For arbitrary Orlicz spaces L(N),EOS(W )= EW,G(ψ) we denote cor- respondently L(N)0, EW 0,G0(ψ) a closure in L(N),EW,G(ψ) norm the set 4 of all bounded measurable functions. It is known (see, for example, [15], p.75, [10], p.138) that in our conditions (P(Ω) = 1, N(W (u)) Cu2 etc.) ∼ LN(W )0 = η : k > 0 EN(W, η /k) < . { ∀ ⇒ | | ∞ } Theorem 2. Let ψ Ψ. We assert that η EW 0, or, equally, η ∈ ∈ ∈ G0(ψ) if and only if lim η p/ψ(p)=0. (4) p →∞ | | Proof. It is sufficient by virtue of theorem 1 to consider only the case of the G(ψ) spaces. 0 0 1. Denote GB (ψ)= η : limp η p/ψ(p)=0. Let η G (ψ), η =0. →∞ Then for arbitrary δ = const{ > 0 there| | exists a constant} K∈ (0, ) such6 that ∈ ∞ η ηI( η K) G(ψ) δ/2, || − | | ≤ || ≤ where for any event A F I(A)=1,ω A, I(A) = 0 if ω / A. Since ηI( η K) K, we deduce∈ ∈ ∈ | | | ≤ | ≤ ηI( η K) /ψ(p) K/ψ(p). | | | ≤ |p ≤ Using the triangular inequality we obtain for sufficiently large values p : p>p0(δ)= p0(δ, K): η /ψ(p) δ/2+ K/ψ(p) < δ, | |p ≤ as long as ψ(p) as p . Therefore, G0(ψ) GB0(ψ). (The set GB→∞0(ψ) is a closed→∞ subspace of G(ψ) with⊂ respect to the G(ψ) norm and contains all bounded random variables). 2. Conversely, assume η GB0(ψ). Let us denote η(K) = ηI( η > ∈ | | K), K (0, ). We deduce: ∈ ∞ Q 2 lim η(K) Q =0. K ∀ ≥ ⇒ →∞ | | Further, η(K) G(ψ) = sup η(K) p/ψ(p) max η(K) p/ψ(p)+ || || p 2 | | ≤ p [2,Q] | | ≥ ∈ def sup η(K) p/ψ(p) = σ1 + σ2; p>Q | | 5 σ2 = sup η(K) p/ψ(p) sup ( η p/ψ(p)) δ/2 p>Q | | ≤ p Q | | ≤ ≥ for sufficiently large Q as long as η GB0(ψ). Further, ∈ σ1 max η(K) p/ψ(2) η(K) Q/ψ(2) δ/2 p [2,Q] ≤ ∈ | | ≤| | ≤ for sufficiently large K = K(Q). Therefore, lim η(K) G(ψ)=0, η G0(ψ). K →∞ || || ⇒ ∈ Hence GB0(ψ) G0(ψ). ⊂ Let now η , a be some family of functions from the G0(ψ) space. { a} ∈A Theorem 3. Let ψ Ψ. In order to a family ηa of a function belonging to the LG(ψ) space∈ has the uniform absolute continuous{ } norm in this space, briefly: η UCN(G(ψ)), it is necessary and sufficient: { a} ∈ lim sup ηa p/ψ(p)=0. (5) p a | | →∞ ∈A Proof. Recall that by definition η UCN(G(ψ)) if { a} ∈ lim sup sup ηaI(V ) G(ψ)=0. δ 0+ P a → V : (V )<δ || || 1. Let the condition (5) be satisfied, then there exists a function ǫ = ǫ(p) 0 as p such that a and p 2 ηa p ǫ(p)ψ(p). It follows→ that for→∞ all Q 2 the family∀ ∈A of functions∀ ≥ η⇒|Q is| uniform≤ inte- ≥ | a| grable. Let V be an arbitrary measurable set: V F with sufficiently small measure: P(V ) δ, δ (0, 1/2). We have: ∈ ≤ ∈ sup ηaI(V ) G(ψ) sup max ηa p/ψ(p)+ a a p Q || || ≤ ≤ | | def sup sup ηa p/ψ(p) = s1 + s2; a p>Q | | s2 sup ǫ(p) 0, Q ; ≤ p Q → →∞ ≥ s1 sup ηI(V ) Q/ψ(2) 0, δ 0+ . ≤ a | | → → Hence the family η has the uniform absolute continuous norms in our { a} Orlicz space G(ψ).
Load more

Recommended publications
  • Uniform Convexity and Variational Convergence
    Trudy Moskov. Matem. Obw. Trans. Moscow Math. Soc. Tom 75 (2014), vyp. 2 2014, Pages 205–231 S 0077-1554(2014)00232-6 Article electronically published on November 5, 2014 UNIFORM CONVEXITY AND VARIATIONAL CONVERGENCE V. V. ZHIKOV AND S. E. PASTUKHOVA Dedicated to the Centennial Anniversary of B. M. Levitan Abstract. Let Ω be a domain in Rd. We establish the uniform convexity of the Γ-limit of a sequence of Carath´eodory integrands f(x, ξ): Ω×Rd → R subjected to a two-sided power-law estimate of coercivity and growth with respect to ξ with expo- nents α and β,1<α≤ β<∞, and having a common modulus of convexity with respect to ξ. In particular, the Γ-limit of a sequence of power-law integrands of the form |ξ|p(x), where the variable exponent p:Ω→ [α, β] is a measurable function, is uniformly convex. We prove that one can assign a uniformly convex Orlicz space to the Γ-limit of a sequence of power-law integrands. A natural Γ-closed extension of the class of power-law integrands is found. Applications to the homogenization theory for functionals of the calculus of vari- ations and for monotone operators are given. 1. Introduction 1.1. The notion of uniformly convex Banach space was introduced by Clarkson in his famous paper [1]. Recall that a norm ·and the Banach space V equipped with this norm are said to be uniformly convex if for each ε ∈ (0, 2) there exists a δ = δ(ε)such that ξ + η ξ − η≤ε or ≤ 1 − δ 2 for all ξ,η ∈ V with ξ≤1andη≤1.
    [Show full text]
  • Gradient Estimates in Orlicz Space for Nonlinear Elliptic Equations
    CORE Metadata, citation and similar papers at core.ac.uk Provided by Elsevier - Publisher Connector Journal of Functional Analysis 255 (2008) 1851–1873 www.elsevier.com/locate/jfa Gradient estimates in Orlicz space for nonlinear elliptic equations Sun-Sig Byun a,1, Fengping Yao b,∗,2, Shulin Zhou c,2 a Department of Mathematical Sciences, Seoul National University, Seoul 151-747, Korea b Department of Mathematics, Shanghai University, Shanghai 200444, China c LMAM, School of Mathematical Sciences, Peking University, Beijing 100871, China Received 27 July 2007; accepted 5 September 2008 Available online 25 September 2008 Communicated by C. Kenig Abstract In this paper we generalize gradient estimates in Lp space to Orlicz space for weak solutions of ellip- tic equations of p-Laplacian type with small BMO coefficients in δ-Reifenberg flat domains. Our results improve the known results for such equations using a harmonic analysis-free technique. © 2008 Elsevier Inc. All rights reserved. Keywords: Elliptic PDE of p-Laplacian type; Reifenberg flat domain; BMO space; Orlicz space 1. Introduction Let us assume 1 <p<∞ is fixed. We then consider the following nonlinear elliptic boundary value problem of p-Laplacian type: − p 2 p−2 div (A∇u ·∇u) 2 A∇u = div |f| f in Ω, (1.1) u = 0on∂Ω, (1.2) * Corresponding author. E-mail addresses: [email protected] (S.-S. Byun), [email protected] (F. Yao), [email protected] (S. Zhou). 1 Supported in part by KRF-C00034. 2 Supported in part by the NBRPC under Grant 2006CB705700, the NSFC under Grant 60532080, and the KPCME under Grant 306017.
    [Show full text]
  • Interpolation of Multilinear Operators Acting Between Quasi-Banach Spaces
    PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 142, Number 7, July 2014, Pages 2507–2516 S 0002-9939(2014)12083-1 Article electronically published on April 8, 2014 INTERPOLATION OF MULTILINEAR OPERATORS ACTING BETWEEN QUASI-BANACH SPACES L. GRAFAKOS, M. MASTYLO, AND R. SZWEDEK (Communicated by Alexander Iosevich) Abstract. We show that interpolation of multilinear operators can be lifted to multilinear operators from spaces generated by the minimal methods to spaces generated by the maximal methods of interpolation defined on a class of couples of compatible p -Banach spaces. We also prove the multilinear interpolation theorem for operators on Calder´on-Lozanovskii spaces between Lp-spaces with 0 <p≤ 1. As an application we obtain interpolation theorems for multilinear operators on quasi-Banach Orlicz spaces. 1. Introduction In the study of the many problems which appear in various areas of analysis it is essential to know whether important operators are bounded between certain quasi-Banach spaces. Motivated in particular by applications in harmonic analysis, we are interested in proving new abstract multilinear interpolation theorems for multilinear operators between quasi-Banach spaces. Based on ideas from the theory of operators between Banach spaces, we use the universal method of interpolation defined on proper classes of quasi-Banach spaces. It should be pointed out that in general the interpolation methods used in the case of Banach spaces do not apply in the setting of quasi-Banach spaces. The main reason is that the topological dual spaces of quasi-Banach spaces could be trivial and the same may be true for spaces of continuous linear operators between spaces from a wide class of quasi-Banach spaces.
    [Show full text]
  • Orlicz Spaces
    ORLICZ SPACES CHRISTIAN LEONARD´ (Work in progress) Contents 1. Basic definitions and results on Orlicz spaces 1 2. A first step towards duality 8 References 10 Obtaining basic results on Orlicz spaces in the literature is not so easy. Indeed, the old seminal textbook by Krasnosel’skii and Rutickii [1] (1961) contains all the fundamental properties one should know about Orlicz spaces, but the theory is developed in Rd with the Lebesgue measure. One is left with the question “What can be kept in a more general measure space?”. Many of the answers to this question might be found in the more recent textbook by Rao and Ren [3] (1991) where the theory is developed in very general situations including many possible pathologies of the Young functions and the underlying measure. Because of its high level of generality, I find it uneasy to extract from [3] the basic ideas of the proofs of the theorems on Orlicz spaces which are the analogues of the basic results on Lp spaces. The aim of these notes is to present basic results about Orlicz spaces. I have tried to make the proofs as self-contained and synthetic as possible. I hope for the indulgence of the reader acquainted with Walter Rudin’s books, in particular with [4] where wonderful pages are written on the Lp spaces which are renowned Orlicz spaces. 1. Basic definitions and results on Orlicz spaces The notion of Orlicz space extends the usual notion of Lp space with p ≥ 1. The p function s entering the definition of Lp is replaced by a more general convex function θ(s) which is called a Young function.
    [Show full text]
  • Generalized Lorentz Spaces and Köthe Duality
    Generalized Lorentz spaces and Köthe duality Anna Kaminska´ and Yves Raynaud University of Memphis, Paris University VI Conference on Non Linear Functional Analysis, Universitat Politecnica de Valencia, Spain, 17-20 October 2017 Anna Kaminska´ and Yves Raynaud Generalized Lorentz spaces and Köthe duality µ measure on the the measure space (Ω; A; µ) L0(Ω) = L0(Ω; A; µ) , µ-measurable real valued functions on Ω 0 0 L+(Ω) non-negative functions from L (Ω). L1 = L1(Ω), kf k1, L1 = L1(Ω), kf k1 L1 + L1(Ω), kf kL1+L1(Ω) = inffkgk1 + khk1 : f = g + hg < 1 L1 \ L1(Ω), kf kL1\L1(Ω) = maxfkf k1; kf k1g < 1. A Banach function space E over (Ω; A), is a complete vector space 0 E ⊂ L (Ω) equipped with a norm k · kE such that if 0 ≤ f ≤ g, where 0 g 2 E and f 2 L (Ω), then f 2 E and kf kE ≤ kgkE . The space E satisfies the Fatou property whenever for any 0 f 2 L (Ω), fn 2 E such that fn " f a.e. and sup kfnkE < 1 it follows that f 2 E and kfnkE " kf kE . µ distribution of f with respect to µ, df (s) = µfjf j > sg, s ≥ 0, and its ∗,µ µ decreasing rearrangement f (t) = inffs > 0 : dg (s) ≤ tg, 0 < t < µ(Ω). f ; g are equimeasurable (with respect to the measures µ and ν) if µ ν ∗,µ ∗,ν df (s) = dg (s), s ≥ 0; equivalently, f = g . Anna Kaminska´ and Yves Raynaud Generalized Lorentz spaces and Köthe duality A Banach function space E is symmetric space (with respect to µ) whenever kf kE = kgkE for every µ-equimeasurable functions f ; g 2 E.
    [Show full text]
  • Arxiv:1905.05971V1 [Math.FA]
    ORLICZ MODULES OVER COSET SPACES OF COMPACT SUBGROUPS IN LOCALLY COMPACT GROUPS VISHVESH KUMAR Abstract. Let H be a compact subgroup of a locally compact group G and let m be the normalized G-invariant measure on homogeneous space G/H associated with Weil’s formula. Let ϕ be a Young function satisfying ∆2-condition. We introduce the notion of left module action 1 1 of L (G/H, m) on the Orlicz spaces Lϕ(G/H, m). We also introduce a Banach left L (G/H, m)- submodule of Lϕ(G/H, m). 1. Introduction The abstract theory of Banach modules or Banach algebras plays an important role in var- ious branches of Mathematics, for instance, abstract harmonic analysis, representation theory, operator theory; see [4, 10, 11, 8] and the references therein. In particular, convolution structure on the Orlicz spaces to be an Banach algebra or a Banach module over a locally compact group or hypergroup were studied by many researchers [1, 9, 21, 13, 14, 15]. In [13], the author defined and studied the notion of abstract Banach convolution algebra on Orlicz spaces over homogeneous spaces of compact groups. Recently, Ghaani Farashahi [8] introduced the notion of abstract Banach convolution function module on the Lp-space on coset spaces of compact subgroups in locally compact groups. The purpose of this article is to define and study a new class of abstract Banach module on Orlicz spaces over coset spaces of compact arXiv:1905.05971v1 [math.FA] 15 May 2019 subgroups in locally compact groups. Let us remark that Orlicz spaces are genuine generalization of Lebesgue spaces.
    [Show full text]
  • Properties of Orlicz-Pettis Or Nikodym Type and Barrelledness Conditions Annales De L’Institut Fourier, Tome 28, No 3 (1978), P
    ANNALES DE L’INSTITUT FOURIER PHILIPPE TURPIN Properties of Orlicz-Pettis or Nikodym type and barrelledness conditions Annales de l’institut Fourier, tome 28, no 3 (1978), p. 67-85 <http://www.numdam.org/item?id=AIF_1978__28_3_67_0> © Annales de l’institut Fourier, 1978, tous droits réservés. L’accès aux archives de la revue « Annales de l’institut Fourier » (http://annalif.ujf-grenoble.fr/) implique l’accord avec les conditions gé- nérales d’utilisation (http://www.numdam.org/conditions). Toute utilisa- tion commerciale ou impression systématique est constitutive d’une in- fraction pénale. Toute copie ou impression de ce fichier doit conte- nir la présente mention de copyright. Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques http://www.numdam.org/ .
    [Show full text]
  • Noncommutative Orlicz Spaces Over W*-Algebras Ryszard Paweł Kostecki
    Noncommutative Orlicz spaces over W*-algebras Ryszard Paweł Kostecki Perimeter Institute of Theoretical Physics, 31 Caroline Street North, Waterloo, Ontario N2L 2Y5, Canada [email protected] May 11, 2019 Abstract Using the Falcone–Takesaki theory of noncommutative integration and Kosaki’s canonical rep- resentation, we construct a family of noncommutative Orlicz spaces that are associated to an arbitrary W*-algebra N without any choice of weight involved, and we show that this construction is functorial over the category of W*-algebras with *-isomorphisms as arrows. Under a choice of representation, these spaces are isometrically isomorphic to Kunze’s noncommutative Orlicz spaces over crossed products N o휎 R. MSC2010: 46L52, 46L51, 46M15. Keywords: noncommutative Orlicz spaces, W*-algebras. 1 Introduction The construction of a standard representation by Connes, Araki and Haagerup and its further canoni- * cal refinement by Kosaki allows one to assign a canonical L2(N ) space to every W -algebra N , without any choice of a weight on N involved. This leads to a question: is it possible to develop the theory of * noncommutative integration and Lp(N ) spaces for arbitrary W -algebras N , analogously to consider- ation of the Hilbert–Schmidt space as a member G2(H) of the family of von Neumann–Schatten spaces Gp(H), and consideration of a Hilbert space L2(X ; f(X ); 휇~) as a member of a family of Riesz–Radon– Dunford spaces Lp(X ; f(X ); 휇~)? Falcone and Takesaki [13] answered this question in the affirmative by an explicit construction, showing that to any W*-algebra N there is a corresponding noncommutative Lp(N ) space, and furthermore, this assignment is functorial.
    [Show full text]
  • Orlicz and Orlicz-Sobolev Exponential Statistical Bundle
    ORLICZ AND ORLICZ-SOBOLEV EXPONENTIAL STATISTICAL BUNDLE GIOVANNI PISTONE Abstract. These are draft lecture notes about the key-words in the title and about how they interact to provide a convenient set-up for Information Geometry. Contents Part 1. General probability space 2 1. Nonparametric Information Geometry: A point of view 2 1.1. Probability simplex 2 1.2. Exponential models 4 1.3. Cramer class, sub-exponential random variable, Orlicz space 5 1.4. Orlicz spaces 7 2. Non parametric Information Geometry: exponential bundle 8 2.1. Moment generating functional and cumulant generating functional 8 2.2. Families of Orlicz spaces 9 2.3. Hilbert bundle, exponential bundle 10 3. Nonparametric Information Geometry: Smooth densities 11 3.1. F. Otto's metric 11 3.2. Local scoring rules 12 3.3. Hyv¨arinendivergence 12 Part 2. Gaussian probability space 13 4. Information Geometry on the Gaussian space 14 4.1. Analysis of the Gaussian space 15 4.2. Gaussian Hyv¨arinen 18 5. Gaussian Orlicz-Sobolev exponential manifold 18 5.1. Orlicz spaces 18 5.2. Exponential arcs 20 5.3. Entropy 21 5.4. Orlicz and Lebesgue spaces 22 5.5. Maximal exponential model on the Gaussian space 23 5.6. Maximal exponential model modeled on Orlicz-Sobolev spaces with Gaussian weight 24 5.7. Hyv¨arinendivergence in the Gaussian space 25 6. Formal results: Gaussian space and derivation 26 7. Notable bounds and examples 26 7.1. Polynomial bounds 26 7.2. Densities of exponential form 27 7.3. Poincar´e-type inequalities 27 8. 30 8.1.
    [Show full text]
  • Separability Vs. Robustness of Orlicz Spaces: Financial and Economic Perspectives
    SEPARABILITY VS. ROBUSTNESS OF ORLICZ SPACES: FINANCIAL AND ECONOMIC PERSPECTIVES FELIX-BENEDIKT LIEBRICH AND MAX NENDEL Abstract. We investigate robust Orlicz spaces as a generalisation of robust Lp-spaces. Two construc- tions of such spaces are distinguished, a top-down approach and a bottom-up approach. We show that separability of robust Orlicz spaces or their subspaces has very strong implications in terms of the domi- natedness of the set of priors and the lack of order completeness. Our results have subtle implications for the field of robust finance. For instance, norm closures of bounded continuous functions with respect to the worst-case Lp-norm, as considered in the G-framework, lead to spaces which are lattice isomorphic to a sublattice of a classical L1-space lacking, however, any form of order completeness. We further show that the topological spanning power of options is always limited under nondominated uncertainty. Keywords: Orlicz space, model uncertainty, nonlinear expectation, capacity, G-Framework, Dedekind completeness AMS 2020 Subject Classification: 46E30; 28A12; 60G65 1. Introduction Since the beginning of this century, the simultaneous consideration of families of prior distributions instead of a single probability measure has become of fundamental importance for the risk assessment of financial positions. In this context, one often speaks of model uncertainty or ambiguity, where the uncertainty is modeled by a set P of probability measures. Especially after the subprime mortgage crisis, the desire for mathematical models based on nondominated families of priors arose: no single reference probability measure can be chosen which determines whether an event is deemed certain or negligible.
    [Show full text]
  • Arxiv:1805.02503V1 [Math.OA]
    1 TWISTED ORLICZ ALGEBRAS AND COMPLETE ISOMORPHISM TO OPERATOR ALGEBRAS SERAP OZTOP,¨ EBRAHIM SAMEI, AND VARVARA SHEPELSKA ∗ Abstract. Let G be a locally compact group, let Ω : G × G → C be a 2-cocycle, and let (Φ,Ψ) be a complementary pair of strictly increasing continuous Young functions. It is shown in [16] that (LΦ(G), ⊛) becomes an Arens regular dual Banach algebra if (0.1) |Ω(s,t)|≤ u(s)+ v(t) (s,t ∈ G) for some u, v ∈ SΨ(G). We prove if LΦ(G) ⊆ L2(G) and u, v in (0.1) can be chosen to belong to L2(G), then (LΦ(G), ⊛) with the maximal operator space structure is completely isomorphic to an operator alge- bra. We also present further classes of 2-cocycles for which one could obtain such algebras generalizing in part the results of [15]. We apply our methods to compactly generated group of polynomial growth and demonstrate that our results could be applied to variety of cases. Orlicz spaces represent an important class of Banach function spaces con- sidered in mathematical analysis. This class naturally arises as a general- ization of Lp-spaces and contains, for example, the well-known Zygmund space L log+ L which is a Banach space related to Hardy-Littlewood max- imal functions. Orlicz spaces can also contain certain Sobolev spaces as subspaces. Linear properties of Orlicz spaces have been studied thoroughly (see [18] for example). However, until recently, little attention has been paid to their possible algebraic properties, particularly, if they are considered over translation-invariant measurable spaces.
    [Show full text]
  • A Pocket Guide to Nonlinear Differential Equations in Musielak–Orlicz Spaces
    A pocket guide to nonlinear differential equations in Musielak–Orlicz spaces Iwona Chlebicka (Skrzypczak)∗† †Institute of Mathematics, Polish Academy of Sciences, ul. Sniadeckich´ 8, 00-656 Warsaw, Poland Abstract The Musielak–Orlicz setting unifies variable exponent, Orlicz, weighted Sobolev, and double-phase spaces. They inherit technical difficulties resulting from general growth and inhomogeneity. In this survey we present an overview of developments of the theory of existence of PDEs in the setting including reflexive and non-reflexive cases, as well as isotropic and anisotropic ones. Particular attention is paid to problems with data below natural duality in absence of Lavrentiev’s phenomenon. Key words and phrases: elliptic problems, parabolic problems, existence of solutions, Musielak-Orlicz spaces, renormalized solutions, Lavrentiev’s phenomenon Mathematics Subject Classification (2010): 46E30, 35J60, 35D30. arXiv:1804.04193v2 [math.AP] 4 May 2018 ∗email address: [email protected] The author is supported by NCN grant no. 2016/23/D/ST1/01072. 1 Introduction Vast literature describes various aspects of PDEs with the leading part of the operator having a power–type growth with the preeminent example of the p-Laplacian. There is a wide range of directions in which the polynomial growth case has been developed including variable exponent, convex, weighted, and double-phase approaches. Musielak- Orlicz spaces cover all of the mentioned cases. They are equipped with the norm defined by means of ̺M (∇u)= M(x, ∇u) dx, ZΩ called modular and M : Ω × RN → [0, ∞) is then called a modular function. We call this function non-homogeneous due to its x-dependence. We assume M to be convex with respect to the gradient variable.
    [Show full text]