The maximal operator associated to a nonsymmetric Ornstein-Uhlenbeck semigroup (Q1027731): Difference between revisions

Let \(B\neq 0\) be a real \(d\times d\) matrix whose eigenvalues have negative real part and \(A\,{=}\,\Delta + Bx\cdot \nabla\) denotes the generator of the Ornstein-Uhlenbeck semigroup \(\left({\mathcal H}_t\right)_{t\geq 0}\) on the space \(L^p({\mathbb R}^d,\gamma_\infty)\) with respect to its invariant measure \(\gamma_\infty\). In this paper the authors investigate the Ornstein-Uhlenbeck semigroup with drift matrix \(B = \lambda(I - R)\), where \(\lambda > 0\) and \(R\) is a nonzero real \(d\times d\) skew-adjoint matrix. It is proved that after a change of variables, any normal Ornstein-Uhlenbeck semigroup can be written as the product of commuting semigroups of this form. For these particular semigroups they prove that if the matrix \(R\) generates a one-parameter group of periodic rotations, then the maximal operator \({\mathcal H}_{*} f(x)=\sup _{t\geq 0 }|{\mathcal H}_{t } f(x)|\) is of weak type 1 with respect to the invariant measure \(\gamma _{\infty }\). Moreover, the maximal operator associated to an arbitrary normal Ornstein-Uhlenbeck semigroup is bounded on \(L^{p}({\mathbb R}^d,\gamma _{\infty })\) if and only if \(1<p\leq \infty \).