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Martingales on Riesz Spaces and Banach LatticesFitz, Mark 17 November 2006 (has links)
Student Number : 0413210T -
MSc dissertation -
School of Mathematics -
Faculty of Science / The aim of this work is to do a literature study on spaces of martingales on Riesz
spaces and Banach lattices, using [16, 19, 20, 17, 18, 2, 30] as a point of departure.
Convergence of martingales in the classical theory of stochastic processes has many
applications in mathematics and related areas.
Operator theoretic approaches to the classical theory of stochastic processes and
martingale theory in particular, can be found in, for example, [4, 5, 6, 7, 13, 15,
26, 27]. The classical theory of stochastic processes for scalar-valued measurable
functions on a probability space (
,#6;, μ) utilizes the measure space (
,#6;, μ), the
norm structure of the associated Lp(μ)-spaces as well as the order structure of these
spaces.
Motivated by the existing operator theoretic approaches to classical stochastic processes,
a theory of discrete-time stochastic processes has been developed in [16, 19,
20, 17, 18] on Dedekind complete Riesz spaces with weak order units. This approach
is measure-free and utilizes only the order structure of the given Riesz space. Martingale
convergence in the Riesz space setting is considered in [18]. It was shown there
that the spaces of order bounded martingales and order convergent martingales, on
a Dedekind complete Riesz space with a weak order unit, coincide.
A measure-free approach to martingale theory on Banach lattices with quasi-interior
points has been given in [2]. Here, the groundwork was done to generalize the notion
of a filtration on a vector-valued Lp-space to the M-tensor product of a Banach space
and a Banach lattice (see [1]).
In [30], a measure-free approaches to martingale theory on Banach lattices is given.
The main results in [30] show that the space of regular norm bounded martingales
and the space of norm bounded martingales on a Banach lattice E are Banach
lattices in a natural way provided that, for the former, E is an order continuous
Banach lattice, and for the latter, E is a KB-space.
The definition of a ”martingale” defined on a particular space depends on the type
of space under consideration and on the ”filtration,” which is a sequence of operators
defined on the space. Throughout this dissertation, we shall consider Riesz
spaces, Riesz spaces with order units, Banach spaces, Banach lattices and Banach
lattices with quasi-interior points. Our definition of a ”filtration” will, therefore, be
determined by the type of space under consideration and will be adapted to suit the
case at hand.
In Chapter 2, we consider convergent martingale theory on Riesz spaces. This
chapter is based on the theory of martingales and their properties on Dedekind
complete Riesz spaces with weak order units, as can be found in [19, 20, 17, 18].
The notion of a ”filtration” in this setting is generalized to Riesz spaces. The space
of martingales with respect to a given filtration on a Riesz space is introduced and
an ordering defined on this space. The spaces of regular, order bounded, order
convergent and generated martingales are introduced and properties of these spaces
are considered. In particular, we show that the space of regular martingales defined
on a Dedekind complete Riesz space is again a Riesz space. This result, in this
context, we believe is new.
The contents of Chapter 3 is convergent martingale theory on Banach lattices. We
consider the spaces of norm bounded, norm convergent and regular norm bounded
martingales on Banach lattices. In [30], filtrations (Tn) on the Banach lattice E
which satisfy the condition
1[n=1
R(Tn) = E,
where R(Tn) denotes the range of the filtration, are considered. We do not make this
assumption in our definition of a filtration (Tn) on a Banach lattice. Our definition
yields equality (in fact, a Riesz and isometric isomorphism) between the space of
norm convergent martingales and
1Sn=1R(Tn). The aforementioned main results in
[30] are also considered in this chapter. All the results pertaining to martingales on
Banach spaces in subsections 3.1.1, 3.1.2 and 3.1.3 we believe are new.
Chapter 4 is based on the theory of martingales on vector-valued Lp-spaces (cf. [4]),
on its extension to the M-tensor product of a Banach space and a Banach lattice
as introduced by Chaney in [1] (see also [29]) and on [2]. We consider filtrations on
tensor products of Banach lattices and Banach spaces as can be found in [2]. We
show that if (Sn) is a filtration on a Banach lattice F and (Tn) is a filtration on a
Banach space X, then
1[n=1
R(Tn
Sn) =
1[n=1
R(Tn) e
M
1[n=1
R(Sn).
This yields a distributive property for the space of convergent martingales on the M-tensor product of X and F. We consider the continuous dual of the space of martingales
and apply our results to characterize dual Banach spaces with the Radon-
Nikod´ym property.
We use standard notation and terminology as can be found in standard works on
Riesz spaces, Banach spaces and vector-valued Lp-spaces (see [4, 23, 29, 31]). However,
for the convenience of the reader, notation and terminology used are included
in the Appendix at the end of this work. We hope that this will enhance the pace
of readability for those familiar with these standard notions.
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Sur des inégalités dans Lp pour les polynômes et les polynômes trigonométriquesAyoub, Nabil January 2007 (has links)
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
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Problém realizace von Neumannovsky regulárních okruhů / Problém realizace von Neumannovsky regulárních okruhůMokriš, Samuel January 2015 (has links)
Title: The realization problem for von Neumann regular rings Author: Samuel Mokriš Department: Department of Algebra Supervisor of the master thesis: Mgr. Pavel Růžička, Ph.D., Department of Algebra Abstract: With every unital ring R, one can associate the abelian monoid V (R) of isomor- phism classes of finitely generated projective right R-modules. Said monoid is a conical monoid with order-unit. Moreover, for von Neumann regular rings, it satisfies the Riesz refinement property. In the thesis, we deal with the question, under what conditions an abelian conical re- finement monoid with order-unit can be realized as V (R) for some unital von Neumann regular ring or algebra, with emphasis on countable monoids. Two generalizations of the construction of V (R) to the context of nonunital rings are presented and their interrelation is analyzed. To that end, necessary properties of rings with local units and modules over such rings are devel- oped. Further, the construction of Leavitt path algebras over quivers is presented, as well as the construction of a monoid associated with a quiver that is isomorphic to V (R) of the Leavitt path algebra over the same quiver. These methods are then used to realize directed unions of finitely generated free abelian monoids as V (R) of algebras over any given field. A method...
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Extremal sextic truncated moment problemsYoo, Seonguk 01 May 2011 (has links)
Inverse problems naturally occur in many branches of science and mathematics. An inverse problem entails finding the values of one or more parameters using the values obtained from observed data. A typical example of an inverse problem is the inversion of the Radon transform. Here a function (for example of two variables) is deduced from its integrals along all possible lines. This problem is intimately connected with image reconstruction for X-ray computerized tomography.
Moment problems are a special class of inverse problems. While the classical theory of moments dates back to the beginning of the 20th century, the systematic study of truncated moment problems began only a few years ago. In this dissertation we will first survey the elementary theory of truncated moment problems, and then focus on those problems with cubic column relations.
For a degree 2n real d-dimensional multisequence β ≡ β (2n) ={β i}i∈Zd+,|i|≤2n to have a representing measure μ, it is necessary for the associated moment matrix Μ(n) to be positive semidefinite, and for the algebraic variety associated to β, Vβ, to satisfy rank Μ(n)≤ card Vβ as well as the following consistency condition: if a polynomial p(x)≡ ∑|i|≤2naixi vanishes on Vβ, then Λ(p):=∑|i|≤2naiβi=0. In 2005, Professor Raúl Curto collaborated with L. Fialkow and M. Möller to prove that for the extremal case (Μ(n)= Vβ), positivity and consistency are sufficient for the existence of a (unique, rank Μ(n)-atomic) representing measure.
In joint work with Professor Raúl Curto we have considered cubic column relations in M(3) of the form (in complex notation) Z3=itZ+ubar Z, where u and t are real numbers. For (u,t) in the interior of a real cone, we prove that the algebraic variety Vβ consists of exactly 7 points, and we then apply the above mentioned solution of the extremal moment problem to obtain a necessary and sufficient condition for the existence of a representing measure. This requires a new representation theorem for sextic polynomials in Z and bar Z which vanish in the 7-point set Vβ. Our proof of this representation theorem relies on two successive applications of the Fundamental Theorem of Linear Algebra. Finally, we use the Division Algorithm from algebraic geometry to extend this result to other situations involving cubic column relations.
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The method of Fischer-Riesz equations for elliptic boundary value problemsAlsaedy, Ammar, Tarkhanov, Nikolai January 2012 (has links)
We develop the method of Fischer-Riesz equations for general boundary value problems elliptic in the sense of Douglis-Nirenberg. To this end we reduce them to a boundary problem for a (possibly overdetermined) first order system whose classical symbol has a left inverse. For such a problem there is a uniquely determined boundary value problem which is adjoint to the given one with respect to the Green formula. On using a well elaborated theory of approximation by solutions of the adjoint problem, we find the Cauchy data of solutions of our problem.
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Operators defined by conditional expectations and random measures / Daniel Thanyani RambaneRambane, Daniel Thanyani January 2004 (has links)
This study revolves around operators defined by conditional expectations
and operators generated by random measures.
Studies of operators in function spaces defined by conditional expectations
first appeared in the mid 1950's by S-T.C. Moy [22] and S. Sidak [26].
N. Kalton studied them in the setting of Lp-spaces 0 < p < 1 in [15, 131 and
in L1-spaces, [14], while W. Arveson [5] studied them in L2-spaces. Their
averaging properties were studied by P.G. Dodds and C.B. Huijsmans and
B. de Pagter in [7] and C.B. Huijsmans and B. de Pagter in [lo]. A. Lambert
[17] studied their relationship with multiplication operators in C*-modules.
It was shown by J.J. Grobler and B. de Pagter [8] that partial integral operators
that were studied A.S. Kalitvin et a1 in [2, 4, 3, 11, 121 and the special
cases of kernel operators that were, inter alia, studied by A.R. Schep in [25]
were special cases of conditional expectation operators.
On the other hand, operators generated by random measures or pseudo-integral
operators were studied by A. Sourour [28, 271 and L.W. Weis [29,30],
building on the studies of W. Arveson [5] and N. Kalton [14, 151, in the late
1970's and early 1980's.
In this thesis we extend the work of J.J. Grobler and B. de Pagter [8] on
Multiplication Conditional Expectation-representable (MCE-representable)
operators. We also generalize the result of A. Sourour [27] and show that
order continuous linear maps between ideals of almost everywhere finite
measurable functions on u-finite measure spaces are MCE-representable.
This fact enables us to easily deduce that sums and compositions of MCE-representable
operators are again MCE-representable operators. We also
show that operators generated by random measures are MCE-representable.
The first chapter gathers the definitions and introduces notions and concepts
that are used throughout. In particular, we introduce Riesz spaces and
operators therein, Riesz and Boolean homomorphisms, conditional expectation
operators, kernel and absolute T-kernel operators.
In Chapter 2 we look at MCE-operators where we give a definition different
from that given by J.J. Grobler and B. de Pagter in [8], but which we
show to be equivalent.
Chapter 3 involves random measures and operators generated by random
measures. We solve the problem (positively) that was posed by A. Sourour
in [28] about the relationship of the lattice properties of operators generated
by random measures and the lattice properties of their generating random
measures. We show that the total variation of a random signed measure
representing an order bounded operator T, it being the difference of two
random measures, is again a random measure and represents ITI.
We also show that the set of all operators generated by a random measure
is a band in the Riesz space of all order bounded operators.
In Chapter 4 we investigate the relationship between operators generated
by random measures and MCE-representable operators. It was shown by
A. Sourour in [28, 271 that every order bounded order continuous linear
operator acting between ideals of almost everywhere measurable functions is
generated by a random measure, provided that the measure spaces involved
are standard measure spaces. We prove an analogue of this theorem for
the general case where the underlying measure spaces are a-finite. We also,
in this general setting, prove that every order continuous linear operator is
MCE-representable. This rather surprising result enables us to easily show
that sums, products and compositions of MCE-representable operator are
again MCE-representable.
Key words: Riesz spaces, conditional expectations, multiplication conditional
expectation-representable operators, random measures. / Thesis (Ph.D. (Mathematics))--North-West University, Potchefstroom Campus, 2004.
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On the Lebesgue IntegralKastine, Jeremiah D 18 March 2011 (has links)
We look from a new point of view at the definition and basic properties of the Lebesgue measure and integral on Euclidean spaces, on abstract spaces, and on locally compact Hausdorff spaces. We use mini sums to give all of them a unified treatment that is more efficient than the standard ones. We also give Fubini's theorem a proof that is nicer and uses much lighter technical baggage than the usual treatments.
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Opérateurs de Schrödinger et transformée de Riesz sur les variétés complètes non-compactesDevyver, Baptiste 01 July 2011 (has links) (PDF)
Dans une première partie, on donne une condition nécessaire et suffisante à ce qu'un opérateur de Schrödinger sur une variété complète non-compacte ait un nombre fini de valeurs propres négatives. Dans une deuxième partie, on s'intéresse à la transformée de Riesz sur une classe de variétés complètes non-compactes vérifiant une inégalité de Sobolev. On montre d'abord une estimée gaussienne pour le noyau de la chaleur d'opérateurs de Schrödinger généralisés, comme par exemple le Laplacien de Hodge agissant sur les formes différentielles, puis on utilise ceci pour montrer que la transformée de Riesz est bornée sur les espaces $L^p$ si $p$ est compris entre $1$ et la dimension de Sobolev. Enfin, on montre un résultat de perturbation pour la transformée de Riesz.
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Operators defined by conditional expectations and random measures / Daniel Thanyani RambaneRambane, Daniel Thanyani January 2004 (has links)
This study revolves around operators defined by conditional expectations
and operators generated by random measures.
Studies of operators in function spaces defined by conditional expectations
first appeared in the mid 1950's by S-T.C. Moy [22] and S. Sidak [26].
N. Kalton studied them in the setting of Lp-spaces 0 < p < 1 in [15, 131 and
in L1-spaces, [14], while W. Arveson [5] studied them in L2-spaces. Their
averaging properties were studied by P.G. Dodds and C.B. Huijsmans and
B. de Pagter in [7] and C.B. Huijsmans and B. de Pagter in [lo]. A. Lambert
[17] studied their relationship with multiplication operators in C*-modules.
It was shown by J.J. Grobler and B. de Pagter [8] that partial integral operators
that were studied A.S. Kalitvin et a1 in [2, 4, 3, 11, 121 and the special
cases of kernel operators that were, inter alia, studied by A.R. Schep in [25]
were special cases of conditional expectation operators.
On the other hand, operators generated by random measures or pseudo-integral
operators were studied by A. Sourour [28, 271 and L.W. Weis [29,30],
building on the studies of W. Arveson [5] and N. Kalton [14, 151, in the late
1970's and early 1980's.
In this thesis we extend the work of J.J. Grobler and B. de Pagter [8] on
Multiplication Conditional Expectation-representable (MCE-representable)
operators. We also generalize the result of A. Sourour [27] and show that
order continuous linear maps between ideals of almost everywhere finite
measurable functions on u-finite measure spaces are MCE-representable.
This fact enables us to easily deduce that sums and compositions of MCE-representable
operators are again MCE-representable operators. We also
show that operators generated by random measures are MCE-representable.
The first chapter gathers the definitions and introduces notions and concepts
that are used throughout. In particular, we introduce Riesz spaces and
operators therein, Riesz and Boolean homomorphisms, conditional expectation
operators, kernel and absolute T-kernel operators.
In Chapter 2 we look at MCE-operators where we give a definition different
from that given by J.J. Grobler and B. de Pagter in [8], but which we
show to be equivalent.
Chapter 3 involves random measures and operators generated by random
measures. We solve the problem (positively) that was posed by A. Sourour
in [28] about the relationship of the lattice properties of operators generated
by random measures and the lattice properties of their generating random
measures. We show that the total variation of a random signed measure
representing an order bounded operator T, it being the difference of two
random measures, is again a random measure and represents ITI.
We also show that the set of all operators generated by a random measure
is a band in the Riesz space of all order bounded operators.
In Chapter 4 we investigate the relationship between operators generated
by random measures and MCE-representable operators. It was shown by
A. Sourour in [28, 271 that every order bounded order continuous linear
operator acting between ideals of almost everywhere measurable functions is
generated by a random measure, provided that the measure spaces involved
are standard measure spaces. We prove an analogue of this theorem for
the general case where the underlying measure spaces are a-finite. We also,
in this general setting, prove that every order continuous linear operator is
MCE-representable. This rather surprising result enables us to easily show
that sums, products and compositions of MCE-representable operator are
again MCE-representable.
Key words: Riesz spaces, conditional expectations, multiplication conditional
expectation-representable operators, random measures. / Thesis (Ph.D. (Mathematics))--North-West University, Potchefstroom Campus, 2004.
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Invariant Subspaces Of Positive Operators On Riesz Spaces And Observations On Cd0(k)-spacesCaglar, Mert 01 August 2005 (has links) (PDF)
The present work consists of two main parts. In the first part, invariant subspaces of positive operators or operator families on locally convex solid Riesz spaces are examined. The concept of a weakly-quasinilpotent operator on a locally convex solid Riesz space has been introduced and several results that are known for a single operator on Banach lattices have been generalized to families of positive or close-to-them operators on these spaces.
In the second part, the so-called generalized Alexandroff duplicates are studied and CDsigma, gamma(K, E)-type spaces are investigated. It has then been shown that the space CDsigma, gamma(K, E) can be represented as the space of E-valued continuous functions on the generalized Alexandroff duplicate of K.
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