If Q is a real, symmetric and positive definite nxn matrix, and B a real nxn matrix whose eigenvalues have negative real parts, we consider the Ornstein--Uhlenbeck semigroup on R^n with covariance Q and drift matrix B. Our main result is that the associated maximal operator is of weak type (1,1) with respect to the invariant measure. The proof has a geometric gist and hinges on the ``forbidden zones method'' previously introduced by the third author. For large values of the time parameter, we also prove a refinement of this result, in the spirit of a conjecture due to Talagrand.
On the maximal operator of a general Ornstein--Uhlenbeck semigroup
Casarino V.
;Ciatti P.;SJOGREN, STEN OLOF PETER
2022
Abstract
If Q is a real, symmetric and positive definite nxn matrix, and B a real nxn matrix whose eigenvalues have negative real parts, we consider the Ornstein--Uhlenbeck semigroup on R^n with covariance Q and drift matrix B. Our main result is that the associated maximal operator is of weak type (1,1) with respect to the invariant measure. The proof has a geometric gist and hinges on the ``forbidden zones method'' previously introduced by the third author. For large values of the time parameter, we also prove a refinement of this result, in the spirit of a conjecture due to Talagrand.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
CCS_MathZ.pdf
accesso aperto
Tipologia:
Published (publisher's version)
Licenza:
Creative commons
Dimensione
369.57 kB
Formato
Adobe PDF
|
369.57 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.