Compactness properties of certain integral operators related to fractional integration (Q818582)

Motivated by investigations of stochastic processes, the authors study the compactness properties of the operator \[ (S_\alpha f)(x):= \int_0^1 (x+t)^{\alpha-1}f(t)\,dt \] and some other fractional type operators. The main result is the following statement on the asymptotical behaviour of the Kolmogorov numbers \(d_n(S_\alpha)\) of the operator \(S_\alpha\) in \(L_p\to L_q\)-setting: \[ d_n(S_\alpha : L_p\to L_q)\preccurlyeq e^{-c_\alpha\sqrt n} \] under the assumption that \(\alpha>(1/p-1/q)_+\), which partially generalizes a similar statement obtained by \textit{A.~A.\ Laptev} [Mat.\ Zametki 16, 741--750 (1974; Zbl 0306.45003); English translation in Math.\ Notes 16 (1974), No.~5, 1038--1043 (1975; Zbl 0322.45003)] for singular values of this operator in the \(L_2\to L_2\)-setting (Laptev considered a weighted version of the operator \(S_\alpha\)). This main result is used to study compactness properties of the Riemann--Liouville and Weyl fractional integration operators and some others, motivated in particular by the relation between Brownian motions and Riemann--Liouville processes.