Browse by: Author name - Classification - Keywords - Nature

7 matches found
X: 10, 125-183, LNM 511 (1976)
MEYER, Paul-André
Démonstration probabiliste de certaines inégalités de Littlewood-Paley (4 talks) (Applications of martingale theory, Markov processes)
This long paper consists of four talks, suggested by E.M.~Stein's book Topics in Harmonic Analysis related to the Littlewood-Paley theory, Princeton 1970. The classical Littlewood-Paley theory shows that the $L^p$ norm ($1<p<\infty$) of a function $f$ on $R^n$ is equivalent to that of several kinds of non-linear functionals of $f$ called Littlewood-Paley functions, which are square roots of quadratic expressions involving the harmonic extension of $f$ to the half-space $R^n\times R_+$, and its derivatives. Using these equivalences, it is easy to prove that the Riesz transforms are bounded in~$L^p$. The classical theory is given a probabilistic interpretation, the L-P functions appearing as conditional expectations of functionals of a Brownian motion on the half-space, given its final position on the limit hyperplane, and then the L-P inequalities follow from the Burkholder inequalities of martingale theory. The original L-P theory concerned the unit disk; Stein had extended it to $R^n$ and had started extending it to symmetric semigroups. Here a new tool is introduced, the squared-field operator (carré du champ) introduced by J.P.~Roth (CRAS Paris, 278A, 1974, p.1103) in potential theory and by Kunita (Nagoya M. J., 36, 1969) in probability. This paper consists of 4 talks, and in the last one theorems 1' and 3 are false
Comment: This paper was rediscovered by Varopoulos (J. Funct. Anal., 38, 1980), and was then rewritten by Meyer in 1510 in a simpler form. Its main application has been to the Ornstein-Uhlenbeck semigroup in 1816. It has been superseded by the theory of $\Gamma_2$ due to Bakry 1910, see also Bakry-Émery 1912, and Meyer 1908 reporting on Cowling's extension of Stein's work. An erratum is given in 1253
Keywords: Littlewood-Paley theory, Riesz transforms, Brownian motion, Inequalities, Harmonic functions, Singular integrals, Carré du champ, Infinitesimal generators, Semigroup theory
Nature: Original
Retrieve article from Numdam
XI: 12, 132-195, LNM 581 (1977)
MEYER, Paul-André
Le dual de $H^1({\bf R}^\nu)$~: démonstrations probabilistes (Potential theory, Applications of martingale theory)
This is a self-contained exposition and proof of the celebrated (Fefferman-Stein) result that the dual of $H^1(R^n)$ is $BMO$, using methods adapted from the probabilistic Littlewood-Paley theory (of which this is a kind of limiting case). Some details of the proof are interesting in their own right
Comment: Though the proof is complete, it misses an essential point in the Fefferman-Stein theorem, namely, it depends on the Cauchy (Poisson) semigroup while the original result the convolution with quite general smooth functions in its definition of $H^1$. Similar methods were used by Bakry in the case of spheres, see 1818. The reasoning around (3.1) p.178 needs to be corrected
Keywords: Harmonic functions, Hardy spaces, Poisson kernel, Carleson measures, $BMO$, Riesz transforms
Nature: Exposition, Original additions
Retrieve article from Numdam
XII: 53, 741-741, LNM 649 (1978)
MEYER, Paul-André
Correction à ``Inégalités de Littlewood-Paley'' (Applications of martingale theory, Markov processes)
This is an erratum to 1010
Keywords: Littlewood-Paley theory, Carré du champ, Infinitesimal generators, Semigroup theory
Nature: Correction
Retrieve article from Numdam
XV: 10, 151-166, LNM 850 (1981)
MEYER, Paul-André
Retour sur la théorie de Littlewood-Paley (Applications of martingale theory, Markov processes)
The word ``original'' may be considered misleading, since this paper is essentially a re-issue of 1010 (see the corresponding review), with a slightly better pedagogy, and the correction of a mistake. Meanwhile, Varopoulos had independently rediscovered the subject (J. Funct. Anal., 38, 1980)
Comment: See an application to the Ornstein-Uhlenbeck semigroup 1816, see 1818 for a related topic, and the report 1908 on Cowling's extension of Stein's work. Bouleau-Lamberton 2013 replace the auxiliary Brownian motion by a stable process to obtain further inequalities. In another direction, the subject is developed in the theory of $\Gamma_2$ due to Bakry 1910, see also Bakry-Émery 1912; a general account of this point of view in semigroup theory is given by Bakry in his 1992 Saint-Flour lectures (LN 1581)
Keywords: Littlewood-Paley theory, Semigroup theory, Riesz transforms, Brownian motion, Inequalities, Harmonic functions, Singular integrals, Carré du champ
Nature: Original
Retrieve article from Numdam
XVI: 09, 138-150, LNM 920 (1982)
BAKRY, Dominique; MEYER, Paul-André
Sur les inégalités de Sobolev logarithmiques (two parts) (Applications of martingale theory)
These two papers are variations on a paper of G.F. Feissner (Trans. Amer Math. Soc., 210, 1965). Let $\mu$ be a Gaussian measure, $P_t$ be the corresponding Ornstein-Uhlenbeck semigroup. Nelson's hypercontractivity theorem states (roughly) that $P_t$ is bounded from $L^p(\mu)$ to some $L^q(\mu)$ with $q\ge p$. In another celebrated paper, Gross showed this to be equivalent to a logarithmic Sobolev inequality, meaning that if a function $f$ is in $L^2$ as well as $Af$, where $A$ is the Ornstein-Uhlenbeck generator, then $f$ belongs to the Orlicz space $L^2Log_+L$. The starting point of Feissner was to translate this again as a result on the ``Riesz potentials'' of the semi-group (defined whenever $f\in L^2$ has integral $0$) $$R^{\alpha}={1\over \Gamma(\alpha)}\int_0^\infty t^{\alpha-1}P_t\,dt\;.$$ Note that $R^{\alpha}R^{\beta}=R^{\alpha+\beta}$. Then the theorem of Gross implies that $R^{1/2}$ is bounded from $L^2$ to $L^2Log_+L$. This suggests the following question: which are in general the smoothing properties of $R^\alpha$? (Feissner in fact considers a slightly different family of potentials).\par The complete result then is the following : for $\alpha$ complex, with real part $\ge0$, $R^\alpha$ is bounded from $L^pLog^r_+L$ to $L^pLog^{r+p\alpha}_+L$. The method uses complex interpolation between two cases: a generalization to Orlicz spaces of a result of Stein, when $\alpha$ is purely imaginary, and the case already known where $\alpha$ has real part $1/2$. The first of these two results, proved by martingale theory, is of a quite general nature
Keywords: Logarithmic Sobolev inequalities, Hypercontractivity, Gaussian measures, Riesz potentials
Nature: Original
Retrieve article from Numdam
XVI: 10, 151-152, LNM 920 (1982)
MEYER, Paul-André
Sur une inégalité de Stein (Applications of martingale theory)
In his book Topics in harmonic analysis related to the Littlewood-Paley theory (1970) Stein uses interpolation between two results, one of which is a discrete martingale inequality deduced from the Burkholder inequalities, whose precise statement we omit. This note states and proves directly the continuous time analogue of this inequality---a mere exercise in translation
Keywords: Littlewood-Paley theory, Martingale inequalities
Nature: Exposition, Original additions
Retrieve article from Numdam
XX: 13, 162-185, LNM 1204 (1986)
BOULEAU, Nicolas; LAMBERTON, Damien
Théorie de Littlewood-Paley et processus stables (Applications of martingale theory, Markov processes)
Meyer' probabilistic approach to Littlewood-Paley inequalities (1010, 1510) is extended by replacing the underlying Brownian motion with a stable process. The following spectral multiplicator theorem is obtained: If $(P_t)_{t\geq 0}$ is a symmetric Markov semigroup with spectral representation $P_t=\int_{[0,\infty)}e^{-t\lambda} dE_{\lambda}$, and if $M$ is a function on $R_+$ defined by $M(\lambda)=\lambda\int_0^\infty r(y)e^{-y\lambda}dy,$ where $r(y)$ is bounded and Borel on $R_+$, then the operator $T_M=\int_{[0,\infty)}M(\lambda)dE_{\lambda},$ which is obviously bounded on $L^2$, is actually bounded on all $L^p$ spaces of the invariant measure, $1<p<\infty$. The method also leads to new Littlewood-Paley inequalities for semigroups admitting a carré du champ operator
Keywords: Littlewood-Paley theory, Semigroup theory, Riesz transforms, Stable processes, Inequalities, Singular integrals, Carré du champ
Nature: Original
Retrieve article from Numdam