DOCSLIB.ORG

ON ORLICZ SPACES of ENTIRE FUNCTIONS Department of Mathematics, Indian Institute of Technology Kanpur 208 016 , India E-Mail: Ma

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
ON ORLICZ SPACES of ENTIRE FUNCTIONS Department of Mathematics, Indian Institute of Technology Kanpur 208 016 , India E-Mail: Ma Indian J. pure appl. Math., 39(2): 123-135, April 2008 °c Printed in India. ON ORLICZ SPACES OF ENTIRE FUNCTIONS MANJUL GUPTA¤ AND SHESADEV PRADHAN¤¤ Department of Mathematics, Indian Institute of Technology Kanpur 208 016 , India e-mail: [email protected]¤, [email protected]¤¤ (Received 13 October 2006; after final revision 14 June 2007; accepted 23 July 2007) In this paper, we define Banach spaces EM (γ) of entire functions defined with the help of an Orlicz function M and a particular type of an entire function γ, and study their structural prop- erties. For finding the topological duals of these spaces, we introduce the sequential analogue ¸γ;M of these spaces, show that they are AK-BK spaces and investigate their Kothe¨ duals. Key Words: Orlicz sequence spaces; ∆2-condition; Schauder bases; Kothe¨ dual; perfect sequence spaces 1. INTRODUCTION The space E of entire functions of one complex variable and its subspaces occupy a very privileged position in the study of functional analysis. Indeed, they serve as examples of a number of concepts in this theory; for instance, the space E when it is equipped with the compact open topology T , becomes a nuclear Fre´chet space with an absolute Schauder base cf.[7], [8]. The translation oper- ator defined on this space is hypercyclic, a result proved by Birkhoff [1] in 1929. The applications of these spaces are too many to be elaborated here; however, in this paper we introduce subspaces M E (γ) of the space E, by making use of Orlicz sequence spaces `M and a particular type of entire function γ to be referred in the sequel as ‘comparison function’. After equipping EM (γ) with suit- able norm topologies, we study their structural properties, existence of Schauder bases, inclusion properties and multipliers on these spaces. This study is an Orlicz space extension of results proved M in [2]. Finally, in the last section we introduce the sequence space ¸γ;M corresponding to E (γ), study its topological properties and find its Kothe¨ dual. 124 MANJUL GUPTA AND SHESADEV PRADHAN 2. TERMINOLOGICAL EXCERPTS Our study in the present paper makes use of definitions and results on sequence spaces, Orlicz sequence spaces, Schauder bases and multipliers. We refer to [2], [5], [6], [7], [8] and [10] to have glimpse of these topics and several unexplained terms. However, we recall a few terms from these theories, relevant to the present study. + The symbols C; N; N0; R and R denote respectively the complex plane, the set of nat- ural numbers, N [ f0g, the set of reals and the set of non-negative reals. Following [11], an Young function à : R ! R+ is a convex function such that Ã(¡x) = Ã(x), Ã(0) = 0 and limx!1Ã(x) = +1. An N¡function is a continuous Young function such that Ã(0) = 0 iff Ã(x) Ã(x) x = 0 and lim = 0, lim = 1. In this paper, we shall consider an N¡function x!0 x x!1 x whose domain is restricted to non-negative real numbers, referred to in the literature as an Orlicz function, and is defined as a continuous, convex, non- decreasing function M : [0; 1) ! [0; 1) with M(0) = 0;M(x) > 0 for x > 0, and M(x) ! 1 as x ! 1. An Orlicz function M would be abbreviated as an O-function in the sequel. The complementary O-function N to M is R x defined by N(x) = 0 q(t)dt, where q(s) = supft : p(t) · sg; s ¸ 0; p being the kernel of R x M in its representation, namely, M(x) = 0 p(t)dt, such that p(0) = 0, p(t) > 0 for t > 0, p is non-decreasing and p(t) ! 1 as t ! 1; cf.[6], [10] for details. Let us denote by !, the class of all scalar-valued sequences, which is a vector space with the usual pointwise addition and scalar multiplication. We write en (n ¸ 1) for the nth unit vector in n 1 !, i.e e = f±njgj=1 where ±nj is the Kronecker delta and Á for the subspace of ! generated by the en ’s , n ¸ 1 i.e Á = spfen : n ¸ 1g. A subspace ¸ of ! with Á ½ ¸ is called a sequence space. A Banach sequence space (¸; S) is called an AK-BK space if the topology S is finer than the (n) co-ordinatewise convergence topology and the nth section x = (x1; :::xn; 0; 0:::) of the sequence ® x = (x1; :::; xn; :::) tends to x in the topology S. The ®-dual of a sequence space ¸, is the space ¸ or ¸£ defined as X £ ® ¸ ´ ¸ = fy = fyig 2 ! : jxiyij converges for all fxig 2 ¸g and its ¯-dual ¸¯ is given by X ¯ ¸ = fy = fyig 2 ! : xiyi converges for all fxig 2 ¸g: A sequence space ¸ is said to be normal or solid if y = fyig 2 ¸ whenever jyij · jxij ; i ¸ 1 ££ for some x = fxig 2 ¸; and perfect if ¸ = ¸ . Corresponding to an O-function M, the class 8 9 < X = `˜ = x 2 ! : ±(x; M) ´ M(jx j) < 1 M : i ; i¸0 ON ORLICZ SPACES OF ENTIRE FUNCTIONS 125 is called an Orlicz sequence class. If M and N are mutually complementary O-functions, define the Orlicz sequence space 8 9 < X = ` = x 2 ! : x y converges for all y 2 `˜ : M : i i N ; i¸0 + The function k:kM : `M ! R defined by 8¯ ¯ 9 ¯ ¯ <¯X ¯ = kxk = sup ¯ x y ¯ : ±(y; N) · 1 M :¯ i i¯ ; ¯i¸0 ¯ is a norm on `M and (`M ; k:kM ) is a Banach space. It is known that the space `M can also be defined as follows: 8 9 µ ¶ < X jx j = ` = x 2 ! : M i < 1 ; for some k > 0 ; M : k ; i¸0 and the norm given by 8 9 µ ¶ < X jx j = kxk = inf k > 0 : M i · 1 (M) : k ; i¸0 on `M is equivalent to kxkM ; indeed, kxk(M) · kxkM · 2kxk(M) , for x 2 `M ; cf.[6], p.301. An important subspace of `M is the space defined as follows: 8 9 µ ¶ < X jx j = h = x 2 ` : M i < 1; for each k > 0 : M : M k ; i¸0 An Orlicz function M is said to satisfy the ∆2-condition for small x or at ‘0’ if for each k > 1, there exist Rk > 0 and xk > 0 such that M(kx) · RkM(x) ; 8 x 2 (0; xk]: For an O-function M, we have M satisfies ∆2-condition at 0 , hM = `M : ¤ For the study of multipliers in this paper, we consider an O-function MN (s) defined with the help of two given O-functions M and N as follows ¤ MN (s) = maxf0; sup0·t·1fN(st) ¡ M(t)gg; s ¸ 0: 126 MANJUL GUPTA AND SHESADEV PRADHAN Clearly, ¤ N(st) · M(t) + MN (s); 0 · t · 1; s ¸ 0: A sequence fxng in a topological vector space (X,>) is called a base if each x in X can be represented uniquely in the series form, X1 x = ®nxn n=1 where the series converges to x in the topology > of X. The sequence ffng of linear functionals defined on X by fn(x) = ®n; n 2 N and x 2 X, are known as co-ordinate functionals and if these functionals are continuous, the base is known as a Schauder base. In case of an F-space (in particular a Fre´chet space or a Banach space) every base is a Schauder base, cf. [7], p.32 or [8], p.28. A Schauder base fxn; fng in a topological vector space is said to be normalized if there exists a continuous semi-norm } (or equivalently a neighborhood V of θ) such that infn}(xn) > 0 (xn 2= V; for all n ¸ 1). We denote by E the space of entire functions equipped with the compact open topology T . P1 n An element γ of E with γ(z) = n=0 γnz is called a comparison function if γn > 0 for each γn+1 n 2 N0, and the sequence of ratios decreases to zero as n increases to 1. If the sequence γn nγn fwng; wn = is also monotonically decreasing, we call γ an admissible comparison function. γn¡1 Using comparison function γ, a subspace E2(γ) of E has been defined in [2] as follows ( ( ) ) fˆ(n) E2(γ) = f 2 E : 2 `2 : γn where X1 f(z) = fˆ(n)zn ; z 2 C (1) n=0 0 1 1 ¯ ¯2 2 P ¯ ˆ ¯ 2 @ 1 ¯f(n)¯ A The space E (γ) equipped with the norm kfk2,γ = n=0 ¯ ¯ is a Hilbert space such ¯ γn ¯ that for each z 2 C, the point evaluation defined from E2(γ) to C, namely, f 7! f(z) is continuous on E2(γ). ON ORLICZ SPACES OF ENTIRE FUNCTIONS 127 3. THE SPACES EM (γ) Using the representation (1) of f in E and recalling M; N; `˜M and γ from the previous section, let us introduce ( ) X1 fˆ(n) EM (γ) = f 2 E : y converges for all y = fy g 2 `˜ : γ n n N n=0 n For f 2 EM (γ), write (¯ ¯ ) ¯ 1 ¯ ¯X fˆ(n) ¯ kfk = sup ¯ y ¯ : ±(y; N) · 1 (2) M,γ ¯ γ n¯ n=0 n and ( à ! ) X1 jfˆ(n)j kfk = inf ½ > 0 : M · 1 (3) (M),γ γ ½ n=0 n Then one can easily show that EM (γ) is a subspace of E, and either of the expressions (2) or (3) defines a norm on EM (γ).
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]
  • [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).
    [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]