English

Multidimensional Tauberian theorems for vector-valued distributions

Functional Analysis 2014-07-25 v1 Classical Analysis and ODEs

Abstract

We prove several Tauberian theorems for regularizing transforms of vector-valued distributions. The regularizing transform of ff is given by the integral transform Mφf(x,y)=(fφy)(x),M^{f}_{\varphi}(x,y)=(f\ast\varphi_{y})(x), (x,y)Rn×R+(x,y)\in\mathbb{R}^{n}\times\mathbb{R}_{+}, with kernel φy(t)=ynφ(t/y)\varphi_{y}(t)=y^{-n}\varphi(t/y). We apply our results to the analysis of asymptotic stability for a class of Cauchy problems, Tauberian theorems for the Laplace transform, the comparison of quasiasymptotics in distribution spaces, and we give a necessary and sufficient condition for the existence of the trace of a distribution on {x0}×Rm\left\{x_0\right\}\times \mathbb R^m. In addition, we present a new proof of Littlewood's Tauberian theorem.

Keywords

Cite

@article{arxiv.1304.4291,
  title  = {Multidimensional Tauberian theorems for vector-valued distributions},
  author = {Stevan Pilipovic and Jasson Vindas},
  journal= {arXiv preprint arXiv:1304.4291},
  year   = {2014}
}

Comments

28 pages. arXiv admin note: substantial text overlap with arXiv:1012.5090

R2 v1 2026-06-22T00:00:11.179Z