On the Riesz transforms for Gaussian measures (Q1328259): Difference between revisions

Let \(B\) be an \(n\times n\) positive-definite symmetric matrix, and \(L_ B\) the second order partial differential operator in \(\mathbb{R}^ n\) defined by \(L_ Bu= {1\over 2}\Delta- Bx\cdot \nabla u\). The operator \(L_ B\) is selfadjoint with respect to the Gaussian probability measure \(\gamma_ n^ B(x)dx\), where \(\gamma_ n^ B(x)= C_{n,B} \exp(- Bx\cdot x)\). The author studies a class of Riesz's transforms naturally associated with \(L_ B\). He shows that these transformations are bounded in the spaces \(L^ p_{\gamma^ B_ n} (\mathbb{R}^ n)\), \(p>1\), with a constant independent of the dimension and depending only on \(p\) and the number of different eigenvalues of the matrix \(B\). The proof of this result is analytic and uses appropriate square-functions defined in terms of semigroups of operators related to \(L_ B\) and the Littlewood-Paley- Stein theory. The result contains as a particular case some inequalities proved by Meyer and Gundy using probabilistic methods.