FUNCTIONS of BOUNDED VARIATION 1. Introduction in This Paper We Discuss Functions of Bounded Variation and Three Related Topics
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Vector Measures with Variation in a Banach Function Space
VECTOR MEASURES WITH VARIATION IN A BANACH FUNCTION SPACE O. BLASCO Departamento de An´alisis Matem´atico, Universidad de Valencia, Doctor Moliner, 50 E-46100 Burjassot (Valencia), Spain E-mail:[email protected] PABLO GREGORI Departament de Matem`atiques, Universitat Jaume I de Castell´o, Campus Riu Sec E-12071 Castell´o de la Plana (Castell´o), Spain E-mail:[email protected] Let E be a Banach function space and X be an arbitrary Banach space. Denote by E(X) the K¨othe-Bochner function space defined as the set of measurable functions f :Ω→ X such that the nonnegative functions fX :Ω→ [0, ∞) are in the lattice E. The notion of E-variation of a measure —which allows to recover the p- variation (for E = Lp), Φ-variation (for E = LΦ) and the general notion introduced by Gresky and Uhl— is introduced. The space of measures of bounded E-variation VE (X) is then studied. It is shown, amongother thingsand with some restriction ∗ ∗ of absolute continuity of the norms, that (E(X)) = VE (X ), that VE (X) can be identified with space of cone absolutely summingoperators from E into X and that E(X)=VE (X) if and only if X has the RNP property. 1. Introduction The concept of variation in the frame of vector measures has been fruitful in several areas of the functional analysis, such as the description of the duality of vector-valued function spaces such as certain K¨othe-Bochner function spaces (Gretsky and Uhl10, Dinculeanu7), the reformulation of operator ideals such as the cone absolutely summing operators (Blasco4), and the Hardy spaces of harmonic function (Blasco2,3). -
On Absolute Continuity∗
journal of mathematical analysis and applications 222, 64–78 (1998) article no. AY975804 On Absolute Continuity∗ Zolt´an Buczolich† Department of Analysis, Eotv¨ os¨ Lorand´ University, Muzeum´ krt. 6–8, H–1088, Budapest, Hungary View metadata, citation and similar papers at core.ac.ukand brought to you by CORE provided by Elsevier - Publisher Connector Washek F. Pfeffer ‡ Department of Mathematics, University of California, Davis, California 95616 Submitted by Brian S. Thomson Received June 5, 1997 We prove that in any dimension a variational measure associated with an additive continuous function is σ-finite whenever it is absolutely continu- ous. The one-dimensional version of our result was obtained in [1] by a dif- ferent technique. As an application, we establish a simple and transparent relationship between the Lebesgue integral and the generalized Riemann integral defined in [7, Chap. 12]. In the process, we obtain a result (The- orem 4.1) involving Hausdorff measures and Baire category, which is of independent interest. As variations defined by BV sets coincide with those defined by figures [8], we restrict our attention to figures. The set of all real numbers is denoted by , and the ambient space of this paper is m where m 1 is a fixed integer. In m we use exclusively the metric induced by the maximum≥ norm . The usual inner product of · x; y m is denoted by x y, and 0 denotes the zero vector of m. For an ∈ · x m and ε>0, we let ∈ B x y m x y <ε : ε = ∈ x − *The results of this paper were presented to the Royal Belgian Academy on June 3, 1997. -
Absolute Continuity for Operator Valued Completely Positive Maps on C
CORE Metadata, citation and similar papers at core.ac.uk Provided by Bilkent University Institutional Repository JOURNAL OF MATHEMATICAL PHYSICS 50, 022102 ͑2009͒ Absolute continuity for operator valued completely algebras-ءpositive maps on C ͒ ͒ Aurelian Gheondea1,a and Ali Şamil Kavruk2,b 1Department of Mathematics, Bilkent University, Bilkent, Ankara 06800, Turkey and Institutul de Matematică al Academiei Române, C. P. 1-764, 014700 Bucureşti, Romania 2Department of Mathematics, University of Houston, Houston, Texas 77204-3476, USA ͑Received 15 October 2008; accepted 16 December 2008; published online 11 February 2009͒ Motivated by applicability to quantum operations, quantum information, and quan- tum probability, we investigate the notion of absolute continuity for operator valued algebras, previously introduced by Parthasarathy-ءcompletely positive maps on C ͓in Athens Conference on Applied Probability and Time Series Analysis I ͑Springer- Verlag, Berlin, 1996͒, pp. 34–54͔. We obtain an intrinsic definition of absolute continuity, we show that the Lebesgue decomposition defined by Parthasarathy is the maximal one among all other Lebesgue-type decompositions and that this maxi- mal Lebesgue decomposition does not depend on the jointly dominating completely positive map, we obtain more flexible formulas for calculating the maximal Le- besgue decomposition, and we point out the nonuniqueness of the Lebesgue de- composition as well as a sufficient condition for uniqueness. In addition, we con- sider Radon–Nikodym derivatives for absolutely continuous completely positive maps that, in general, are unbounded positive self-adjoint operators affiliated to a certain von Neumann algebra, and we obtain a spectral approximation by bounded Radon–Nikodym derivatives. An application to the existence of the infimum of two completely positive maps is indicated, and formulas in terms of Choi’s matrices for the Lebesgue decomposition of completely positive maps in matrix algebras are obtained. -
The Absolutely Continuous Spectrum of the Almost Mathieu Operator
THE ABSOLUTELY CONTINUOUS SPECTRUM OF THE ALMOST MATHIEU OPERATOR ARTUR AVILA Abstract. We prove that the spectrum of the almost Mathieu operator is absolutely continuous if and only if the coupling is subcritical. This settles Problem 6 of Barry Simon’s list of Schr¨odinger operator problems for the twenty-first century. 1. Introduction This work is concerned with the almost Mathieu operator H = Hλ,α,θ defined on ℓ2(Z) (1.1) (Hu)n = un+1 + un−1 +2λ cos(2π[θ + nα])un where λ = 0 is the coupling, α R Q is the frequency and θ R is the phase. This is the6 most studied quasiperiodic∈ \ Schr¨odinger operator, arisin∈ g naturally as a physical model (see [L3] for a recent historical account and for the physics back- ground). We are interested in the decomposition of the spectral measures in atomic (corre- sponding to point spectrum), singular continuous and absolutely continuous parts. Our main result is the following. Main Theorem. The spectral measures of the almost Mathieu operator are abso- lutely continuous if and only if λ < 1. | | 1.1. Background. Singularity of the spectral measures for λ 1 had been pre- viously established (it follows from [LS], [L1], [AK]). Thus| | the ≥ Main Theorem reduces to showing absolute continuity of the spectral measures for λ < 1, which is Problem 6 of Barry Simon’s list [S3]. | | We recall the history of this problem (following [J]). Aubry-Andr´econjectured the following dependence on λ of the nature of the spectral measures: arXiv:0810.2965v1 [math.DS] 16 Oct 2008 (1) (Supercritical regime) For λ > 1, spectral measures are pure point, (2) (Subcritical regime) For λ| <| 1, spectral measures are absolutely continu- ous. -
Absolute Continuity of Poisson Random Fields
Publ. RIMS, Kyoto Univ. 26 (1990), 629-647 Absolute Continuity of Poisson Random Fields By Yoichiro TAKAHASHI* § 0. Introduction Let R be a locally compact Hausdorff space with countable basis. Given a nonatomic nonnegative Radon measure 2. on R, we denote the Poisson measure (or random fields or point processes) with intensity 1 by TT^. Theorem. Let X and p be two nonatomic infinite nonnegative Radon measures on R. Then the Poisson measures KZ and TCP are mutually absolutely continuous if and only if (a) 2 and p are mutually absolutely continuous and (b) the Hellinger distance d(p, 1} between 1 and p is finite: (1) d(p Furthermore, the Hellinger distance D(xp, m) between KP and KI is then given by the formula /o\ D(rr T \^ ' The main purpose of the present note is to give a proof to Theorem above. In the last section we shall apply Theorem to the problem of giving the precise definition of the Fisher information or, equivalently, of giving a statistically natural Riemannian metric for an "infinite dimensional statistical model", which consists of mutually absolutely continuous Poisson measures. Remark, (i) Assume (a) and denote d (3) A- P Y~ dl ' Then the Radon-Nikodym derivative ^ is positive and finite ^-almost everywhere Communicated by H. Araki, October 23, 1989. * Department of Pure and Applied Sciences, College of Arts and Sciences, University of Tokyo, Komaba, Tokyo 153, Japan. 630 YOICHIRO TAKAHASHI and the condition (b) means that (10 V0~-1<EEL\R, X). In fact, by definition, (ii) The case where R is an Euclidean space is already studied by A.V. -
On the Existence of Monotone Pure Strategy Equilibria in Bayesian Games
On the Existence of Monotone Pure Strategy Equilibria in Bayesian Games Philip J. Reny Department of Economics University of Chicago January 2006 Abstract We extend and strengthen both Athey’s (2001) and McAdams’(2003) results on the existence of monotone pure strategy equilibria in Bayesian games. We allow action spaces to be compact locally-complete metrizable semilatttices and can handle both a weaker form of quasisupermodularity than is employed by McAdams and a weaker single-crossing property than is required by both Athey and McAdams. Our proof — which is based upon contractibility rather than convexity of best reply sets — demonstrates that the only role of single-crossing is to help ensure the existence of monotone best replies. Finally, we do not require the Milgrom-Weber (1985) absolute continuity condition on the joint distribution of types. 1. Introduction In an important paper, Athey (2001) demonstrates that a monotone pure strategy equilib- rium exists whenever a Bayesian game satis…es a Spence-Mirlees single-crossing property. Athey’s result is now a central tool for establishing the existence of monotone pure strat- egy equilibria in auction theory (see e.g., Athey (2001), Reny and Zamir (2004)). Recently, McAdams (2003) has shown that Athey’sresults, which exploit the assumed total ordering of the players’one-dimensional type and action spaces, can be extended to settings in which type and action spaces are multi-dimensional and only partially ordered. This permits new existence results in auctions with multi-dimensional signals and multi-unit demands (see McAdams (2004)). At the heart of the results of both Athey (2001) and McAdams (2003) is a single-crossing assumption. -
Topics in Analysis 1 — Real Functions
Topics in analysis 1 | Real functions Onno van Gaans Version May 21, 2008 Contents 1 Monotone functions 2 1.1 Continuity . 2 1.2 Differentiability . 2 1.3 Bounded variation . 2 2 Fundamental theorem of calculus 2 2.1 Indefinite integrals . 2 2.2 The Cantor function . 2 2.3 Absolute continuity . 2 3 Sobolev spaces 2 3.1 Sobolev spaces on intervals . 3 3.2 Application to differential equations . 6 3.3 Distributions . 10 3.4 Fourier transform and fractional derivatives . 16 4 Stieltjes integral 20 4.1 Definition and properties . 20 4.2 Langevin's equation . 28 4.3 Wiener integral . 32 5 Convex functions 33 1 1 Monotone functions 1.1 Continuity 1.2 Differentiability 1.3 Bounded variation 2 Fundamental theorem of calculus 2.1 Indefinite integrals 2.2 The Cantor function 2.3 Absolute continuity 3 Sobolev spaces When studying differential equations it is often convenient to assume that all functions in the equation are several times differentiable and that their derivatives are continuous. If the equation is of second order, for instance, one usually assumes that the solution should be two times continuously differentiable. There are several reasons to allow functions with less smoothness. Let us consider two of them. Suppose that u00(t) + αu0(t) + βu(t) = f(t) describes the position u(t) of a particle at time t, where f is some external force acting on the particle. If the force is contiuous in t, one expects the solution u to be twice continuously differentiable. If the functions f has jumps, the second derivative of u will not be continuous and, more than that, u0 will probably not be differentiable at the points where f is discon- tinuous. -
The Converse Envelope Theorem∗
The converse envelope theorem∗ Ludvig Sinander Northwestern University 14 July 2021 Abstract I prove an envelope theorem with a converse: the envelope formula is equivalent to a first-order condition. Like Milgrom and Segal’s (2002) envelope theorem, my result requires no structure on the choice set. I use the converse envelope theorem to extend to abstract outcomes the canonical result in mechanism design that any increasing allocation is implementable, and apply this to selling information. 1 Introduction Envelope theorems are a key tool of economic theory, with important roles in consumer theory, mechanism design and dynamic optimisation. In blueprint form, an envelope theorem gives conditions under which optimal decision- making implies that the envelope formula holds. In textbook accounts,1 the envelope theorem is typically presented as a consequence of the first-order condition. The modern envelope theorem of Milgrom and Segal (2002), however, applies in an abstract setting in which the first-order condition is typically not even well-defined. These authors therefore rejected the traditional intuition and developed a new one. In this paper, I re-establish the intuitive link between the envelope formula arXiv:1909.11219v4 [econ.TH] 14 Jul 2021 and the first-order condition. I introduce an appropriate generalised first-order ∗I am grateful to Eddie Dekel, Alessandro Pavan and Bruno Strulovici for their guidance and support. This work has profited from the close reading and insightful comments of Gregorio Curello, Eddie Dekel, Roberto Saitto, Quitzé Valenzuela-Stookey, Alessandro Lizzeri and four anonymous referees, and from comments by Piotr Dworczak, Matteo Escudé, Benny Moldovanu, Ilya Segal and audiences at Northwestern and the 2021 Kansas Workshop in Economic Theory. -
Chapter 2. Functions of Bounded Variation §1. Monotone Functions
Chapter 2. Functions of Bounded Variation §1. Monotone Functions Let I be an interval in IR. A function f : I → IR is said to be increasing (strictly increasing) if f(x) ≤ f(y)(f(x) < f(y)) whenever x, y ∈ I and x < y. A function f : I → IR is said to be decreasing (strictly decreasing) if f(x) ≥ f(y)(f(x) > f(y)) whenever x, y ∈ I and x < y. A function f : I → IR is said to be monotone if f is either increasing or decreasing. In this section we will show that a monotone function is differentiable almost every- where. For this purpose, we first establish Vitali covering lemma. Let E be a subset of IR, and let Γ be a collection of closed intervals in IR. We say that Γ covers E in the sense of Vitali if for each δ > 0 and each x ∈ E, there exists an interval I ∈ Γ such that x ∈ I and `(I) < δ. Theorem 1.1. Let E be a subset of IR with λ∗(E) < ∞ and Γ a collection of closed intervals that cover E in the sense of Vitali. Then, for given ε > 0, there exists a finite disjoint collection {I1,...,IN } of intervals in Γ such that ∗ N λ E \ ∪n=1In < ε. Proof. Let G be an open set containing E such that λ(G) < ∞. Since Γ is a Vitali covering of E, we may assume that each I ∈ Γ is contained in G. We choose a sequence (In)n=1,2,... of disjoint intervals from Γ recursively as follows. -
Section 3.5 of Folland’S Text, Which Covers Functions of Bounded Variation on the Real Line and Related Topics
REAL ANALYSIS LECTURE NOTES: 3.5 FUNCTIONS OF BOUNDED VARIATION CHRISTOPHER HEIL 3.5.1 Definition and Basic Properties of Functions of Bounded Variation We will expand on the first part of Section 3.5 of Folland's text, which covers functions of bounded variation on the real line and related topics. We begin with functions defined on finite closed intervals in R (note that Folland's ap- proach and notation is slightly different, as he begins with functions defined on R and uses TF (x) instead of our V [f; a; b]). Definition 1. Let f : [a; b] ! C be given. Given any finite partition Γ = fa = x0 < · · · < xn = bg of [a; b], set n SΓ = jf(xi) − f(xi−1)j: i=1 X The variation of f over [a; b] is V [f; a; b] = sup SΓ : Γ is a partition of [a; b] : The function f has bounded variation on [a; b] if V [f; a; b] < 1. We set BV[a; b] = f : [a; b] ! C : f has bounded variation on [a; b] : Note that in this definition we are considering f to be defined at all poin ts, and not just to be an equivalence class of functions that are equal a.e. The idea of the variation of f is that is represents the total vertical distance traveled by a particle that moves along the graph of f from (a; f(a)) to (b; f(b)). Exercise 2. (a) Show that if f : [a; b] ! C, then V [f; a; b] ≥ jf(b) − f(a)j. -
Measure Algebras and Functions of Bounded Variation on Idempotent Semigroupso
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 163, January 1972 MEASURE ALGEBRAS AND FUNCTIONS OF BOUNDED VARIATION ON IDEMPOTENT SEMIGROUPSO BY STEPHEN E. NEWMAN Abstract. Our main result establishes an isomorphism between all functions on an idempotent semigroup S with identity, under the usual addition and multiplication, and all finitely additive measures on a certain Boolean algebra of subsets of S, under the usual addition and a convolution type multiplication. Notions of a function of bounded variation on 5 and its variation norm are defined in such a way that the above isomorphism, restricted to the functions of bounded variation, is an isometry onto the set of all bounded measures. Our notion of a function of bounded variation is equivalent to the classical notion in case S is the unit interval and the "product" of two numbers in S is their maximum. 1. Introduction. This paper is motivated by the pair of closely related Banach algebras described below. The interval [0, 1] is an idempotent semigroup when endowed with the operation of maximum multiplication (.vj = max (x, y) for all x, y in [0, 1]). We let A denote the Boolean algebra (or set algebra) consisting of all finite unions of left-open, right-closed intervals (including the single point 0) contained in the interval [0, 1]. The space M(A) of all bounded, finitely additive measures on A is a Banach space with the usual total variation norm. The nature of the set algebra A and the idempotent multiplication given the interval [0, 1] make it possible to define a convolution multiplication in M(A) which makes it a Banach algebra. -
On the Convolution of Functions of Λp – Bounded Variation and a Locally
IOSR Journal of Mathematics (IOSR-JM) e-ISSN: 2278-5728,p-ISSN: 2319-765X, Volume 8, Issue 3 (Sep. - Oct. 2013), PP 70-74 www.iosrjournals.org On the Convolution of Functions of p – Bounded Variation and a Locally Compact Hausdorff Topological Group S. M. Nengem1, D. Samaila1 and M. Solomon1 1 Department of Mathematical Sciences, Adamawa State University, P. M. B. 25, Mubi, Nigeria Abstract: The smoothness-increasing operator “convolution” is well known for inheriting the best properties of each parent function. It is also well known that if f L1 and g is a Bounded Variation (BV) function, then f g inherits the properties from the parent’s spaces. This aspect of BV can be generalized in many ways and many generalizations are obtained. However, in this paper we introduce the notion of p – Bounded variation function. In relation to that we show that the convolution of two functions f g is the inverse Fourier transforms of the two functions. Moreover, we prove that if f, g BV(p)[0, 2], then f g BV(p)[0, 2], and that on any locally compact Abelian group, a version of the convolution theorem holds. Keywords: Convolution, p-Bounded variation, Fourier transform, Abelian group. I. Introduction In mathematics and, in particular, functional analysis, convolution is a mathematical operation on two functions f and g, producing a third function that is typically viewed as a modified version of one of the original functions, giving the area overlap between the two functions as a function of the amount that one of the original functions is translated.