Related papers: Matrix-valued Bessel processes

Matrix weights satisfying a Muckenhoupt $A_p$-condition relative to a family of anisotropic balls in $\mathbb{R}^d$ defined by a pseudo-metric are studied. It is shown that such matrix weights satisfy a doubling condition and a reverse…

This article is the second one of three successive articles of the authors on the matrix-weighted Besov-type and Triebel--Lizorkin-type spaces. In this article, we obtain the sharp boundedness of almost diagonal operators on matrix-weighted…

Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…

Given a matrix-weight $W$ in the Muckenhoupt class $\mathbf{A}_p(\mathbb{R}^n)$, $1\leq p<\infty$, we introduce corresponding vector-valued continuous and discrete $\alpha$-modulation spaces $M^{s,\alpha}_{p,q}(W)$ and…

We develop a comprehensive theory for a general class of multi-parameter function spaces of Besov-Triebel-Lizorkin type, with a matrix weight. We prove the equivalence of different quasi-norms, the identification of function and sequence…

Let $s\in{\mathbb R}$, $q\in (0,\infty]$, and $\tau\in[0,\infty)$. It is well known that Besov-type spaces $\dot B^{s,\tau}_{p,q}$ with $p\in (0,\infty]$ and Triebel--Lizorkin-type spaces $\dot F^{s,\tau}_{p,q}$ with $p\in (0,\infty)$ when…

Introduced by A. Volberg, matrix $A_{p,\infty}$ weights provide a suitable generalization of Muckenhoupt $A_\infty$ weights from the classical theory. In our previous work, we established new characterizations of these weights. Here, we use…

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…

Recently, D. Wang has devised a new contour integral based method to simplify certain matrix integrals. Capitalizing on that approach, we derive a new expression for the probability density function (p.d.f.) of the joint eigenvalues of a…

We determine the classical and the non-central Wallach sets $W_0$ and $W$ by classical probabilistic methods. We prove the Mayerhofer conjecture on $W$. We exploit the fact that $(x_0,\beta)\in W$ if and only if $x_0$ is the starting point…

Let $X$ be a metric space equipped with a doubling measure. We consider weights $w(x)=\operatorname{dist}(x,E)^{-\alpha}$, where $E$ is a closed set in $X$ and $\alpha\in\mathbb R$. We establish sharp conditions, based on the Assouad…

Let $\alpha\in\mathbb{R}$, $p\in[1,\infty)$, $q\in(0,\infty]$, $\mathbf{W}$ be a matrix weight, and $A$ be an expansive dilation on $\mathbb{R}^d$. In this paper, the authors firstly investigate and develop some aspects of homogeneous…

Suppose that P_{\theta}(g) is a linear functional of a Dirichlet process with shape \theta H, where \theta >0 is the total mass and H is a fixed probability measure. This paper describes how one can use the well-known Bayesian prior to…

This monograph presents a comprehensive treatment of second order divergence form elliptic operators with bounded measurable t-independent coefficients in spaces of fractional smoothness, in Besov and weighted Sobolev classes. We establish…

In this article, using growth functions we introduce generalized matrix-weighted Besov-Triebel-Lizorkin-type spaces with matrix $\mathcal{A}_{\infty}$ weights. We first characterize these spaces, respectively, in terms of the…

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…

We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…

We obtain a general concept of triplet of Hilbert spaces with closed (unbounded) embeddings instead of continuous (bounded) ones. The construction starts with a positive selfadjoint operator $H$, that is called the Hamiltonian of the…

Frames and Bessel sequences in Fr\'echet spaces and their duals are defined and studied. Their relation with Schauder frames and representing systems is analyzed. The abstract results presented here, when applied to concrete spaces of…

We consider function spaces of Besov, Triebel-Lizorkin, Bessel-potential and Sobolev type on $\R^d$, equipped with power weights $w(x) = |x|^\gamma$, $\gamma>-d$. We prove two-weight Sobolev embeddings for these spaces. Moreover, we…