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The Fourier transform and the Laplace transform of a positive measure share, together with its moment sequence, a positive definiteness property which under certain regularity assumptions is characteristic for such expressions. This is formulated in exact terms in the famous theorems of Bochner, Bernstein-Widder and Hamburger. All three theorems can be viewed as special cases of a general theorem about functions qJ on abelian semigroups with involution (S, +, *) which are positive definite in the sense that the matrix (qJ(sJ + Sk» is positive definite for all finite choices of elements St, . . . , Sn from S. The three basic results mentioned above correspond to (~, +, x* = -x), ([0, 00[, +, x* = x) and (No, +, n* = n). The purpose of this book is to provide a treatment of these positive definite functions on abelian semigroups with involution. In doing so we also discuss related topics such as negative definite functions, completely mono tone functions and Hoeffding-type inequalities. We view these subjects as important ingredients of harmonic analysis on semigroups. It has been our aim, simultaneously, to write a book which can serve as a textbook for an advanced graduate course, because we feel that the notion of positive definiteness is an important and basic notion which occurs in mathematics as often as the notion of a Hilbert space.
The book presents major topics in semigroups, such as operator theory, partial differential equations, harmonic analysis, probability and statistics and classical and quantum mechanics, and applications. Along with a systematic development of the subject, the book emphasises on the explorations of the contact areas and interfaces, supported by the presentations of explicit computations, wherever feasible. Designed into seven chapters and three appendixes, the book targets to the graduate and senior undergraduate students of mathematics, as well as researchers in the respective areas. The book envisages the pre-requisites of a good understanding of real analysis with elements of the theory of measures and integration, and a first course in functional analysis and in the theory of operators. Chapters 4 through 6 contain advanced topics, which have many interesting applications such as the Feynman–Kac formula, the central limit theorem and the construction of Markov semigroups. Many examples have been given in each chapter, partly to initiate and motivate the theory developed and partly to underscore the applications. The choice of topics in this vastly developed book is a difficult one, and the authors have made an effort to stay closer to applications instead of bringing in too many abstract concepts.
Provides a graduate-level introduction to the theory of semigroups of operators.
Authored by a ranking authority in Gaussian harmonic analysis, this book embodies a state-of-the-art entrée at the intersection of two important fields of research: harmonic analysis and probability. The book is intended for a very diverse audience, from graduate students all the way to researchers working in a broad spectrum of areas in analysis. Written with the graduate student in mind, it is assumed that the reader has familiarity with the basics of real analysis as well as with classical harmonic analysis, including Calderón-Zygmund theory; also some knowledge of basic orthogonal polynomials theory would be convenient. The monograph develops the main topics of classical harmonic analysis (semigroups, covering lemmas, maximal functions, Littlewood-Paley functions, spectral multipliers, fractional integrals and fractional derivatives, singular integrals) with respect to the Gaussian measure. The text provide an updated exposition, as self-contained as possible, of all the topics in Gaussian harmonic analysis that up to now are mostly scattered in research papers and sections of books; also an exhaustive bibliography for further reading. Each chapter ends with a section of notes and further results where connections between Gaussian harmonic analysis and other connected fields, points of view and alternative techniques are given. Mathematicians and researchers in several areas will find the breadth and depth of the treatment of the subject highly useful.
These ten lectures were presented by Guido Weiss at the University of Nebraska during the week of May 31 to June 4, 1976. They were a part of the Regional Conference Program sponsored by the Conference Board of the Mathematical Sciences and funded by the National Science Foundation. The topic chosen, ``the transference method'', involves a very simple idea that can be applied to several different branches of analysis. The authors have chosen familiar special cases in order to illustrate the use of transference: much that involves general locally compact abelian groups can be understood by examining the real line; the group of rotations can be used to explain what can be done with compact groups; $SL(2,\mathbf C)$ plays the same role vis-a-vis noncompact semisimple Lie groups. The main theme of these lectures is the interplay between properties of convolution operators on classical groups (such as the reals, integers, the torus) and operators associated with more general measure spaces. The basic idea behind this interplay is the notion of transferred operator; these are operators ``obtained'' from convolutions by replacing the translation by some action of the group (or, in some cases, a semigroup) and give rise, among other things, to an interaction between ergodic theory and harmonic analysis. There are illustrations of these ideas. A graduate student in analysis would be able to read most of this book. The work is partly expository, but is mostly ``self-contained''.
This work deals with an extension of the classical Littlewood-Paley theory in the context of symmetric diffusion semigroups. In this general setting there are applications to a variety of problems, such as those arising in the study of the expansions coming from second order elliptic operators. A review of background material in Lie groups and martingale theory is included to make the monograph more accessible to the student.
This research monograph introduces some new aspects to the theory of harmonic functions and related topics. The authors study the analytic algebraic structures of the space of bounded harmonic functions on locally compact groups and its non-commutative analogue, the space of harmonic functionals on Fourier algebras. Both spaces are shown to be the range of a contractive projection on a von Neumann algebra and therefore admit Jordan algebraic structures. This provides a natural setting to apply recent results from non-associative analysis, semigroups and Fourier algebras. Topics discussed include Poisson representations, Poisson spaces, quotients of Fourier algebras and the Murray-von Neumann classification of harmonic functionals.
After recalling essentials of analysis — including functional analysis, convexity, distribution theory and interpolation theory — this book handles two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated. The book is self-contained and offers new material originated by the author and his students./a
A Comprehensive Course in Analysis by Poincar Prize winner Barry Simon is a five-volume set that can serve as a graduate-level analysis textbook with a lot of additional bonus information, including hundreds of problems and numerous notes that extend the text and provide important historical background. Depth and breadth of exposition make this set a valuable reference source for almost all areas of classical analysis
This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.