Vector-valued extensions for fractional integrals of Laguerre expansions

Vector-valued integrals

Quasi-complete, locally convex topological vector spaces V have the useful property that continuous compactly-supported V -valued functions have integrals with respect to finite Borel measures. Rather than constructing integrals as limits following [Bochner 1935], [Birkhoff 1935], et alia, we use the [Gelfand 1936][Pettis 1938] characterization of integrals, which has good functorial properties...

Preview of vector-valued integrals

In contrast to construction of integrals as limits of Riemann sums, the Gelfand-Pettis characterization is a property no reasonable notion of integral would lack. Since this property is an irreducible minimum, this definition of integral is called a weak integral. Uniqueness of the integral is immediate when the dual V ∗ separates points, meaning that for v 6 v′ in V there is λ ∈ V ∗ with λv 6=...

Vector-valued Optimal Lipschitz Extensions

Consider a bounded open set U ⊂ Rn and a Lipschitz function g : ∂U → Rm. Does this function always have a canonical optimal Lipschitz extension to all of U? We propose a notion of optimal Lipschitz extension and address existence and uniqueness in some special cases. In the case n = m = 2, we show that smooth solutions have two phases: in one they are conformal and in the other they are variant...

Gaussian limits for vector-valued multiple stochastic integrals

We establish necessary and sufficient conditions for a sequence of d-dimensional vectors of multiple stochastic integrals Fd = ` F k 1 , ..., F k d ́ , k ≥ 1, to converge in distribution to a d-dimensional Gaussian vector Nd = (N1, ..., Nd). In particular, we show that if the covariance structure of F k d converges to that of Nd, then componentwise convergence implies joint convergence. These re...

Asymptotic Expansions for Integrals