Riesz transforms for a non-symmetric Ornstein--Uhlenbeck semigroup

DOI10.1007/S00233-007-9028-2MaRDI QIDQ1006327zbMATH OpenOpenAlexFDO

Authors Giancarlo Mauceri, Luana Noselli

Publication date 20 March 2009

Published in Semigroup Forum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00233-007-9028-2

Gaussian measure Ornstein-Uhlenbeck semigroup Riesz transforms singular integrals

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Integrated semigroups (47D62) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Characteristic functions; other transforms (60E10) Gaussian processes (60G15)

Review text

Let \(({\mathcal H}_t)_{t\geq 0}\) be the Ornstein--Uhlenbeck semigroup on \(\mathbb{R}^d\) with covariance matrix \(Q\) and drift \(B\), where \(B\) is any real matrix whose eigenvalues have a negative real part, and let \(\gamma_\infty\) be the invariant measure. The corresponding Riesz transform \({\mathcal R}_\alpha\) of order \(\alpha\), where \(\alpha\) is a \(d\)-dimensional multi-index, is defined by \[ {\mathcal R}_\alpha f:= (1/\Gamma(|\alpha|/2))\,\partial^\alpha\int^\infty_0 t^{|\alpha|/2- 1}{\mathcal H}_t f\,dt \] for \(f\in L^p_0(\gamma_\infty)\), where \(L^p_0(\gamma_\infty)\) is the subspace of all functions with \(\gamma_\infty\)-mean \(0\) in \(L^p(\gamma_\infty)\). For \(1<p<\infty\), the Riesz transforms of any order are bounded as mappings from \(L^p_0(\gamma_\infty)\) to \(L^p(\gamma_\infty)\). If \(Q= I\) and \(B= -\lambda(I+ R)\), where \(\lambda> 0\) and \(R\) is a skew adjoint matrix generating a one-parameter group of periodic rotations, then the first-order Riesz transforms are of weak type 1 with respect to \(\gamma_\infty\), i.e., there exists a constant \(C\) such that \[ \gamma_\infty\{x\in \mathbb{R}^d:|{\mathcal R}_\alpha f(x)|> s\}\leq C\| f\|_1/s \] for each a with \(|\alpha|= 1\), every \(f\in L^2_0(\gamma_\infty)\), and all \(s>0\).

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