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One of the basic questions in harmonic analysis is to study the decay properties of the Fourier transform of measures or distributions supported on thin sets in Rn. When the support is a smooth enough manifold, an almost complete picture is available. One of the early results in this direction is the following: Let f in Cc∞(dσ), where dσ is the surface measure on the sphere Sn-1 Rn.Then the modulus of the Fourier transform of fdσ is bounded above by (1+|x|)(n-1)/2. Also fdσ in Lp(Rn) for all p > 2n/(n-1) . This result can be extended to compactly supported measure on (n-1)-dimensional manifolds with appropriate assumptions on the curvature. Similar results are known for measures supported in lower dimensional manifolds in Rn under appropriate curvature conditions. However, the picture for fractal measures is far from complete. This thesis is a contribution to the study of asymptotic properties of the Fourier transform of measures supported in sets of fractal dimension 0 < α < n for p ≤ 2n/α. In 2004, Agranovsky and Narayanan proved that if μ is a measure supported in a C1-manifold of dimension d < n, then the Fourier transform of μ is not in Lp(Rn) for 1 ≤ p ≤ 2n/d. We prove that the Fourier transform of a measure μ supported in a set E of fractal dimension α does not belong to Lp(Rn) for p≤ 2n/α. As an application we obtain Wiener-Tauberian type theorems on Rn and M(2). We also study Lp-asymptotics of the Fourier transform of fractal measures μ under appropriate conditions and give quantitative versions of the above statement by obtaining lower and upper bounds for the following limsup L∞ L-k∫|x|≤L|(fdµ)^(x)|pdx

In this dissertation we study the Laplace operator acting on functions on a smooth, compact Riemannian manifold. Our approach is based on the study of the spectrum of the aforementioned operator. The main objects of our interest are the counting function of the Laplacian and its Riesz means. We discuss the asymptotics of aforementioned functions when the argument approaches infinity.

In 1943 R. C. Buck showed that a sequence x is convergent if some regular matrix sums every subsequence of x. Thus, for example, if every subsequence of x is Cesaro summable, then x is actually convergent. Buck's result was quite surprising, since research in summability theory up to that time gave no hint of such a remarkable theorem. The appearance of Buck's result in the Bulletin of the American Mathematical Society (3) created immediate interest and has prompted considerable research which has taken the following directions: (i) to study regular matrix transformations in order to shed light on Buck's theorem, (ii) to extend Buck's theorem, (iii) to obtain analogs of Buck's theorem for sequence spaces other than the space of convergent sequences, and (iv) to obtain analogs of Buck's theorem involving processes other than subsequencing, such as stretching. The purpose of the present paper is to contribute to all facets of the problem, particularly to (i), (iii), and (iv).

Na primeira parte desta tese nós estudamos os operadores de convolução Tµ que são tauberianos agindo nas álgebras de grupo L1(G), onde G é um grupo abeliano localmente compacto e µ é uma medida de Borel complexa sobre G. Nós mostramos que esses operadores são invertíveis se o grupo G não é compacto e que eles são de Fredholm quando têm imagem fechada e G é compacto. Além disso, se G é compacto nós provamos que Tµ é de Fredholm se a parte singular contínua de µ respeito à medida de Haar de G é zero. Na segunda parte nós estudamos os operadores de convolução Tµ que são cotauberianos em L1(G). Nós mostramos que esses operadores são tauberianos e são de Fredholm (de índice zero). Além disso, mostramos que Tµ é tauberiano se, e somente se, sua extensão natural à álgebra de medidas M(G) é tauberiano. Mostramos alguns resultados obtidos por dualidade de espaços de Banach para os operadores de convolução tauberianos e cotauberianos agindo sobre C0(G), o espaço de Banach das funções complexas que se anulam no infinito, e L&#8734(G), o espaço de Banach das funções mensuráveis essencialmente limitadas. Finalmente estendemos alguns dos resultados obtidos para álgebras de Banach que possuem uma identidade aproximada limitada. / In the first part of this thesis we study the convolution operators Tµwhich are tauberian as operators acting on the group algebras L1(G), where G is a locally compact abelian group and µ is a complex Borel measure on G. We show that these operators are invertible when G is non-compact, and that they are Fredholm when they have closed range and G is compact. Moreover, if G is compact, we prove that Tµ is Fredholm when the singular continuous part of µ with respect to the Haar measure on G is zero. In the second part we study the convolution operators Tµ which are cotauberian as operators acting on L1(G). We show that these operators are tauberian and Fredholm of index zero. Moreover, we show that Tµ is tauberian as an operator on L1(G) if and only if so is its natural extension to the algebra of measures M(G). We show some results, obtained by duality, about tauberian and cotauberian convolution operators on the Banach spaces L&#8734(G) of equivalence classes of essentially bounded mesurable functions on Gand C0(G) of complex valued continuous functions on Gwhich vanish at infinity. Finally, we extend some results obtained to Banach algebras with a bounded identity approximate.

Na primeira parte desta tese nós estudamos os operadores de convolução Tµ que são tauberianos agindo nas álgebras de grupo L1(G), onde G é um grupo abeliano localmente compacto e µ é uma medida de Borel complexa sobre G. Nós mostramos que esses operadores são invertíveis se o grupo G não é compacto e que eles são de Fredholm quando têm imagem fechada e G é compacto. Além disso, se G é compacto nós provamos que Tµ é de Fredholm se a parte singular contínua de µ respeito à medida de Haar de G é zero. Na segunda parte nós estudamos os operadores de convolução Tµ que são cotauberianos em L1(G). Nós mostramos que esses operadores são tauberianos e são de Fredholm (de índice zero). Além disso, mostramos que Tµ é tauberiano se, e somente se, sua extensão natural à álgebra de medidas M(G) é tauberiano. Mostramos alguns resultados obtidos por dualidade de espaços de Banach para os operadores de convolução tauberianos e cotauberianos agindo sobre C0(G), o espaço de Banach das funções complexas que se anulam no infinito, e L&#8734(G), o espaço de Banach das funções mensuráveis essencialmente limitadas. Finalmente estendemos alguns dos resultados obtidos para álgebras de Banach que possuem uma identidade aproximada limitada. / In the first part of this thesis we study the convolution operators Tµwhich are tauberian as operators acting on the group algebras L1(G), where G is a locally compact abelian group and µ is a complex Borel measure on G. We show that these operators are invertible when G is non-compact, and that they are Fredholm when they have closed range and G is compact. Moreover, if G is compact, we prove that Tµ is Fredholm when the singular continuous part of µ with respect to the Haar measure on G is zero. In the second part we study the convolution operators Tµ which are cotauberian as operators acting on L1(G). We show that these operators are tauberian and Fredholm of index zero. Moreover, we show that Tµ is tauberian as an operator on L1(G) if and only if so is its natural extension to the algebra of measures M(G). We show some results, obtained by duality, about tauberian and cotauberian convolution operators on the Banach spaces L&#8734(G) of equivalence classes of essentially bounded mesurable functions on Gand C0(G) of complex valued continuous functions on Gwhich vanish at infinity. Finally, we extend some results obtained to Banach algebras with a bounded identity approximate.

L'objectif de ma thèse est d'étudier mathématiquement un indicateur de rupture de volatilité très utilisé par les praticiens en salle de marché. L'indicateur bandes de Bollinger appartient à la famille des méthodes dites d'analyse technique et donc repose exclusivement sur l'historique récente du cours considéré et un principe déduit des observations passées des marchés, indépendamment de tout modèle mathématique. Mon travail consiste à étudier les performances de cet indicateur dans un univers qui serait gouverné par des équations différentielles stochastiques (Black -Scholes) dont le coefficient de diffusion change sa valeur à un temps aléatoire inconnu et inobservable, pour un praticien désirant maximiser une fonction objectif (par exemple, une certaine utilité espérée de la valeur du portefeuille à une certaine maturité). Dans le cadre du modèle, l'indicateur de Bollinger peut s'interpréter comme un estimateur de l'instant de la prochaine rupture. On montre dans le cas des petites volatilités, que le comportement de la densité de l'indicateur dépend de la volatilité, ce qui permet pour un ratio de volatilité assez grand, de détecter via l'estimation de la distribution de l'indicateur dans quel régime de volatilité on se situe. Aussi, dans le cas des grandes volatilités, on montre par une approche via la transformée de Laplace, que le comportement asymptotique des queues de distribution de l'indicateur dépend de la volatilité. Ce qui permet de détecter le changement des grandes volatilités. Ensuite, on s'intéresse à une étude comparative entre l'indicateur de Bollinger et l'estimateur classique de la variation quadratique pour la détection de changement de la volatilité. Enfin, on étudie la gestion optimale de portefeuille qui est décrite par un problème stochastique non standard en ce sens que les contrôles admissibles sont contraints à être des fonctionnelles des prix observés. On résout ce problème de contrôle en s'inspirant de travaux de Pham and Jiao pour décomposer le problème initial d'allocation de portefeuille en un problème de gestion après la rupture et un problème avant la rupture, et chacun de ces problèmes est résolu par la méthode de la programmation dynamique . Ainsi, un théorème de verification est prouvé pour ce problème de contrôle stochastique. / The aim of my thesis is to study mathematically an indicator widely used by the practitioners in the trading market, and designed to detect changes in the volatility term . The Bollinger Bands indicator belongs to the family of methods known as technical analysis which consist in looking t the past price movement in order to predict its future price movements independently of any mathematical model. We study the performance of this indicator in a universe that is governed by a stochastic differential equations (Black-Scholes) such that the volatility changes at an unknown and unobservable random time, for a practitioner seeking to maximize an objective function (for instance, the expected utility of the wealth at a certain maturity). Within the framework of the model, Bollinger indicator can be interpreted as an estimator of the time at which the volatility changes its value. We show that in the case of small volatilities, the density behavior of the indicator depends on the value of the volatility, which allows that for large ratio of volatility, to detect via the distribution estimation in which regime of volatility we are. Also , for the case of large volatilities, we show by an approach via the Laplace transform that the asymptotic tails behavior of the indictor depends on the volatility value. This allows to detect a change for large volatilities. Next, we compare two indicators designed to detect a volatility change: the Bollinger bands and the quadratic variation indicators. Finally, we study the optimal portfolio allocation which is described by a non-standard stochastic problem in view of that the admissible controls need to be adapted to the filtration generated by the prices. We resolve this control problem by an approach used by Pham and Jiao to separate the initial allocation problem into an allocation problem after the rupture and an problem before the rupture, and each one of these problems is resolved by the dynamic programming method. Also, a verification theorem is proved for this stochastic control problem.

<p>U disertaciji je opisan život i rad Jovana Karamate. Analizirani su njegovi najznačajniji rezultati iz teorije funkcija Tauberove prirode i teorije sporo promeljivih i regularno promenljivih funkcija, kao i manje poznati rezultati iz drugih oblasti matematike. Dat je spisak svih objavljenih radova Jovana Karamate, kao i spisak svih citiranih radova u njima &scaron;ro je medjusobno umreženo.</p> / <p>In thesis is described the life and work of Jovan Karamata. His most significant results in theory of Tauberian functions and theory of regularly and slowly varying functions are analysed, as well as some less known results from other fields of mathematics.</p>

Dans le cadre de ma thèse, je me suis intéressée à analyser mathématiquement un indicateur de rupture de volatilité très utilisé par les praticiens en salle de marché. L'indicateur Bandes de Bollinger appartient à la famille des méthodes dites d'analyse technique et donc repose exclusivement sur l'historique récente du cours considéré et un principe déduit des observations passées des marchés, indépendamment de tout modèle mathématique. Mon travail consiste à étudier les performances de cet indicateur dans un univers qui serait gouverné par des équations différentielles stochastiques (Black -Scholes) dont le coefficient de diffusion change sa valeur à un temps aléatoire inconnu et inobservable, pour un praticien désirant maximiser une fonction objectif (par exemple, une certaine utilité espérée de la valeur du portefeuille à une certaine maturité).

This thesis is an account of our study of two branches of dynamical systems theory, namely the mean and pointwise ergodic theory. In our work on mean ergodic theorems, we investigate the spectral theory of integrable actions of a locally compact abelian group on a locally convex vector space. We start with an analysis of various spectral subspaces induced by the action of the group. This is applied to analyse the spectral theory of operators on the space generated by measures on the group. We apply these results to derive general Tauberian theorems that apply to arbitrary locally compact abelian groups acting on a large class of locally convex vector spaces which includes Fr echet spaces. We show how these theorems simplify the derivation of Mean Ergodic theorems. Next we turn to the topic of pointwise ergodic theorems. We analyse the Transfer Principle, which is used to generate weak type maximal inequalities for ergodic operators, and extend it to the general case of -compact locally compact Hausdor groups acting measure-preservingly on - nite measure spaces. We show how the techniques developed here generate various weak type maximal inequalities on di erent Banach function spaces, and how the properties of these function spaces in- uence the weak type inequalities that can be obtained. Finally, we demonstrate how the techniques developed imply almost sure pointwise convergence of a wide class of ergodic averages. Our investigations of these two parts of ergodic theory are uni ed by the techniques used - locally convex vector spaces, harmonic analysis, measure theory - and by the strong interaction of the nal results, which are obtained in greater generality than hitherto achieved. / PhD (Mathematics), North-West University, Potchefstroom Campus, 2014