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We found it difficult to choose a title for this book. Clearly we are not covering the theory of Markov processes, Gaussian processes, and local times in one volume. A more descriptive title would have been “A Study of the Local Times of Strongly Symmetric Markov Processes Employing Isomorphisms That Relate Them to Certain Associated Gaussian Processes.” The innovation here is that we can use the well-developed theory of Gaussian processes to obtain new results about local times.
Even with the more restricted title there is a lot of material to cover. Since we want this book to be accessible to advanced graduate students, we try to provided a self-contained development of the Markov process theory that we require. Next, since the crux of our approach is that we can use sophisticated results about the sample path properties of Gaussian processes to obtain similar sample path properties of the associated local times, we need to present this aspect of the theory of Gaussian processes. Furthermore, interesting questions about local times lead us to focus on some properties of Gaussian processes that are not usually featured in standard texts, such as processes with spectral densities or those that have infinitely divisible squares. Occasionally, as in the study of the p-variation of sample paths, we obtain new results about Gaussian processes.
Our third concern is to present the wonderful, mysterious isomorphism theorems that relate the local times of strongly symmetric Markov processes to associated mean zero Gaussian processes.
In Section 7.4 we develop and exploit some special properties of Gaussian processes that are associated with Borel right processes. In this chapter we consider the question of characterizing associated Gaussian processes. In order to present these results in their proper generality, we must leave the familiar framework of Borel right processes and consider local Borel right process, which are introduced in the final sections of Chapter 4. The reader should note that this is the first place in this book, after Chapter 4, that we mention local Borel right processes. We remind the reader that Borel right processes are local Borel right processes, and for compact state spaces, there is no difference between local Borel right processes and Borel right processes.
Let S be a locally compact space with a countable base. A Gaussian process {Gx ; x ∈ S} is said to be associated with a strongly symmetric transient local Borel right process X on S, with reference measure m, if the covariance Γ = Γ(x, y) = E(GxGy) is the 0-potential density of X for all x, y ∈ S. Not all Gaussian processes are associated. It is remarkable that some very elementary observations about the 0-potential density of a strongly symmetric transient Borel right process show what is special about associated Gaussian processes.
One obvious condition is that Γ(x, y) ≥ 0 for all x, y ∈ S, since the 0-potential density of a strongly symmetric transient Borel right process is nonnegative (see Remark (3.3.5)).
So far in this book, we have simply assumed that we are given a strongly symmetric Borel right process with continuous α-potential densities uα(x, y), α > 0 and also u(x, y) when the 0-potential exists. In general, constructing such processes is not trivial. However, given additional conditions on transition semigroups or potentials, we can construct special classes of Borel right processes. In this chapter we show how to construct Feller and Lévy processes. (For references to the general question of establishing the existence of Borel right processes, see Section 3.11.) In Sections 4.7–4.8, we show how to construct certain strongly symmetric right continuous processes with continuous α-potential densities that generalize the notion of Borel right processes and are used in Chapter 13.
In Sections 4.4–4.5 we present certain material, on quasi left continuity and killing at a terminal time, which is of interest in its own right and is needed for Sections 4.7–4.10. In Section 4.6 we tie up a loose end by showing that if a strongly symmetric Borel right process has a jointly continuous local time, then the potential densities {uα(x, y), (x, y) ∈ S × S} are continuous.
In Section 4.10 we present an extension theorem of general interest which is needed for Chapter 13.
Feller processes
A Feller process is a Borel right process with transition semigroup {Pt; t ≥ 0} such that, for each t ≥ 0, Pt : C0(S) ↦ C0(S). Such a semigroup is called a Feller semigroup. We consider C0(S) as a Banach space in the uniform or sup norm, that is, ∥f∥ = supx ∈ S |f(x)|.
In this paper we study some aspects of the integrability problem for polynomial vector fields $\dot{x}=P(x,y)$, $\skew1\dot{y}=Q(x,y)$. We analyze the possible existence of first integrals of the form $I(x,y)=e^{ h_1(x) \prod_{k=1}^r (y-a_k(x))/ \prod_{j=1}^s(y-f_j(x))} h_2(x)$$\prod_{i=1}^{\ell} (y-g_i(x))^{\alpha_i}$, where $g_i(x)$ and $f_j(x)$ are unknown particular solutions of $dy/dx=Q(x,y)/P(x,y)$, $\alpha_i \in \mathbb{C}$ are unknown constants, and $a_k(x)$, $h_1(x)$ and $h_2(x)$ are unknown functions. We give an algorithmic method to determine if the polynomial vector field has a first integral of the form above described. In the case when some of the particular solutions remain arbitrary and the other ones are explicitly determined or are functionally related to the arbitrary particular solutions, we will obtain a generalized nonlinear superposition principle, see [6]. In the case when all the particular solutions $g_i(x)$ and $f_j(x)$ are determined, they are algebraic functions and our algorithm gives an alternative method for determining such type of solutions.
The theory of generalized elliptic curves gives a moduli-theoretic compactification for modular curves when the level is a unit on the base, and the theory of Drinfeld structures on elliptic curves provides moduli schemes over the integers without a modular interpretation of the cusps. To unify these viewpoints it is natural to consider Drinfeld structures on generalized elliptic curves, but some of these resulting moduli problems have non-étale automorphism groups and so cannot be Deligne–Mumford stacks. Artin’s method as used in the work of Deligne and Rapoport rests on a technique of passage to irreducible fibers (where the geometry determines the group theory), and this does not work in the presence of non-étale level structures and non-étale automorphism groups. By making more efficient use of the group theory to bypass these difficulties, we prove that the standard moduli problems for Drinfeld structures on generalized elliptic curves are proper Artin stacks. We also analyze the local structure on these stacks and give some applications to Hecke correspondences.
A topological group $G$ is called extremely amenable if every continuous action of $G$ on a compact space has a fixed point. This concept is linked with geometry of high dimensions (concentration of measure). We show that a von Neumann algebra is approximately finite dimensional if and only if its unitary group with the strong topology is the product of an extremely amenable group with a compact group, which strengthens a result by de la Harpe. As a consequence, a $C^\ast$-algebra $A$ is nuclear if and only if the unitary group $U(A)$ with the relative weak topology is strongly amenable in the sense of Glasner. We prove that the group of automorphisms of a Lebesgue space with a non-atomic measure is extremely amenable with the weak topology and establish a similar result for groups of non-singular transformations. As a consequence, we prove extreme amenability of the groups of isometries of $L^p(0,1)$, $1\leq p<\infty$, extending a classical result of Gromov and Milman ($p=2$). We show that a measure class preserving equivalence relation $\mathcal{R}$ on a standard Borel space is amenable if and only if the full group $[\mathcal{R}]$, equipped with the uniform topology, is extremely amenable. Finally, we give natural examples of concentration to a non-trivial space in the sense of Gromov occurring in the automorphism groups of injective factors of type III.
Soit $G$ un groupe algébrique réductif sur la clôture algébrique d’un corps fini $\mathbb{F}_q$ et défini sur ce dernier. L’existence du support unipotent d’un caractère irréductible du groupe fini $G(\mathbb{F}_q)$, ou d’un faisceau caractère de $G$, a été établie dans différents cas par Lusztig, Geck et Malle, et le second auteur. Dans le présent article, nous démontrons que toute classe unipotente sur laquelle la restriction du caractère ou du faisceau caractère donné est non nulle est contenue l’adhérence de Zariski du support unipotent de ce dernier. Pour établir ce résultat, nous étudions certaines représentations des groupes de Weyl, dites “bien supportées”.
Let $G$ be a reductive algebraic group over the algebraic closure of a finite field $\mathbb{F}_q$, and defined over the latter. The existence of a unipotent support for an irreducible character of the finite group $G(\mathbb{F}_q)$, or for a character sheaf on $G$, has been established in several cases by Lusztig, Geck and Malle, and the second author. In this paper, we prove that any unipotent class on which the restriction of the given character or character sheaf does not vanish is contained in the Zariski closure of its unipotent support. In order to establish this result, we study some representations of Weyl groups, which are called ‘well supported’.
In this paper we investigate the model for the motion of a contact line over a smooth solid surface developed by Shikhmurzaev, [24]. We show that the formulation is incomplete as it stands, since the mathematical structure of the model indicates that an additional condition is required at the contact line. Recent work by Bedeaux, [4], provides this missing condition, and we examine the consequences of this for the relationship between the contact angle and contact line speed for Stokes flow, using asymptotic methods to investigate the case of small capillary number, and a boundary integral method to find the solution for general capillary number, which allows us to include the effect of viscous bending. We compare the theory with experimental data from a plunging tape experiment with water/glycerol mixtures of varying viscosities [11]. We find that we are able to obtain a reasonable fit using Shikhmurzaev's model, but that it remains unclear whether the linearized surface thermodynamics that underlies the theory provide an adequate description for the motion of a contact line.