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This is the first paper in a series devoted to Green's and Dirichlet spaces. In the next publications we shall study the spaces associated with fine Markov processes and with a certain class of multiparameter processes.
For the Brownian motion with exponential killing, the Dirichlet space is Sobolev's space H1 and Green's space is the dual space H−1. Both spaces are widely used in the theory of the free field (arising in quantum field theory). General Dirichlet and Green's spaces can be applied in an analogous way to Gaussian random fields associated with Markov processes [2].
Axiomatic theory of Dirichlet spaces was developed by Beurling and Deny [1]. Silverstein [5] and Fukushima [3] investigated the relation between Dirichlet spaces and Markov processes.
We start from a symmetric Markov transition function and we deal simultaneously with a pair: the Dirichlet space H and Green's space K. They are in a natural duality and they play symmetric roles but, in some respects, K is simpler than H. We consider several models for K and H. In particular, we represent them by L-valued functions of time t where L is a functional Hilbert space. We get the conventional representation of H by passage to the limit as t → ∞. Analogously, letting t → 0, we arrive at a representation of K by distributions (generalized functions).
This paper provides a necessary and sufficient condition for a measure to be invariant for a Markov process. The condition is expressed in terms of the q-matrix assumed to generate the process.
Introduction
Let Q = (qij, i, j ∈ S) be a stable, conservative, regular and irreducible q-matrix over a countable state space S, and let P(t) = (Pij(t), i, j, ∈ S) be the matrix of transition probabilities of the Markov process determined by Q. If(the Markov process determined by) Q is recurrent then the relations
have a solution m = (mi, i ∈ S), unique up to constant multiples. Call m an invariant measure for P(t) if
When Q is positive recurrent it is known (Doob [5], Kendall and Reuter [13]) that a solution m to (1) is an invariant measure for P(t). This conclusion also holds when Q is null recurrent, but may not when Q is transient. When Q is transient the set of solutions to (1) may be empty or it may contain linearly independent elements: we obtain a necessary and sufficient condition for a given element of the set to be an invariant measure for P(t).
The basic properties of Markov processes which will be needed are taken from Kendall [11] and are briefly stated in Section 2: they can also be found in [3], [6], [10], [12], [13] and [17]. Section 3 contains the main result of the present paper. Here it is shown that a solution to (1) is an invariant measure for P(t) if and only if a time-reversed q-matrix, defined in terms of m and Q, is regular. It is convenient to obtain the result assuming only that Q is stable and conservative, with P(t) the minimal (Feller) transition matrix determined by Q.
An E-unitary inverse semigroup, S, has the property that, if x=S, and e2 = e=S, then (xe)2 = xe implies that x2 = x. As a consequence of this, we can see that S is an extension of its semilattice of idempotents, E, by its maximal group morphic image, G. Thus, following McAlister (1974), we attempt to describe S in terms of E and G. If we extend the semilattice E to a larger semilattice F, we are able to describe S in terms of a semi-direct product of F and G, giving a new interpretation to the approach of Schein (1975).
We study the semilinear equation –Δu + β(u) = f in ℝ2, where β is a continuous increasing real function with β(0) = 0 and f is a bounded Radon measure. We show the existence of a solution, which is unique in the appropriate class, provided that each of the point masses contained in f does not exceed some critical value denned in terms of the growth of (β at ∞ This condition is shown to be necessary for the existence of solutions, even locally. The one-dimensional situation is also discussed.
A standard method of constructing Steiner triple systems of order 19 from the Steiner triple system of order 9 gives rise to 212 different such systems. It is shown that there are just three isomorphism classes amongst these systems. Representatives of each isomorphism class are described and the orders of their automorphism groups are determined.
The problem of constructing certain 39-line starts for a projective plane of order 10, assuming that there is a vector of weight 16 in the associated binary code, is considered.
The present paper is concerned with developing the existence and asymptotic properties of the state density N(λ) associated with certain higher order random ordinary differential operators A of the form
where Ao has homogeneous and ergodic coefficients with respect to the σ-algebra generated by the Wiener process q(ω, x). The analysis uses the Weyl min-max principle to determine rough upper and lower bounds for N(λ).
There is a conjecture that a tower of smooth subvarieties V(n) with fixed codimension l in Gk(ℂn) must be a standard example. It is shown that even under topological hypotheses, all cohomological invariants of such a tower must coincide with those of standard examples.
We continue with the work of earlier papers concerning the use of partial dilferential equations to prove the uniform convergence of the eigenfunction expansion associated witha left definite two-parameter system of ordinary differential equations of the second order.
Explicit formulae and numerical values for upper and lower bounds for the best constant in Landau/s inequality on the real line are given. For p > 3, the value of the upper bound is less than the value of the best constant conjectured by Gindler and Goldstein (J. Analyse Math. 28 (1975), 213–238).
In a forthcoming paper, N. M. Khan gives a condition for a variety of commutative semigroups V to be saturated in the sense of Howie and Isbell (1967) (i.e. epis are onto for each S ∈ V). We show the necessity of the condition by constructing a non-saturated semigroup which is a member of every commutative variety not satisfying Khan's condition. This determination of the saturated varieties of commutative semigroups enables us then to prove that these varieties form a sublattice of the lattice of varieties of all commutative semigroups.
This paper is concerned with the existence of solutions of a two point boundary value problem for neutral functional differential equations. We consider the problem
where M and N are n × n matrices. This is examined by using the “shooting method”. Also, an example is given to illustrate how our result can be applied to yield the existence of solutions of a periodic boundary value problem.
The Hilbert boundary value problem for a first order nonlinear elliptic system in the plane with linear boundary conditions of nonnegative index is (under suitable side conditions uniquely) solved by use of the Newton imbedding method. This constructive method is based on an a priori estimate which arises from an integral representation formula for C1-functions first developed by Haack and Wendland. The approximation procedure yields an error estimate too.
A closed summation operator, whose spectrum lies within a certain region, generates a derivation and antiderivation, and an Euler–Maclaurin sum formula among these three operators.
We consider interpolation by piecewise polynomials, where the interpolation conditions are on certain derivatives of the function at certain points of a periodic vector x, specified by a periodic incidence matrix G. Similarly, we allow discontinuity of certain derivatives of the piecewise polynomial at certain points of x, specified by a periodic incidence matrix H. This generalises the well-known cardinal spline interpolation of Schoenberg. We investigate conditions on G, H and x under which there is a unique bounded solution for any given bounded data.