On the sharpness of embeddings of H\"older spaces into Gaussian Besov spaces

Publication date 29 September 2020

Fractional derivatives and integrals (26A33) Interpolation between normed linear spaces (46B70) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: For an interpolation pair

(E_{0}, E_{1})

of Banach spaces with

E_{1} h o o k r i g h t a r r o w E_{0}

we use vectors

b_{1}, b_{2}, l d o t s i n E_{1}

that satisfy an extremal property with respect to the

J

- and

K

-functional to construct sub-spaces that are isometric to

e l l_{q}^{(h e t a)}

. The construction is based on a randomisation using independent Rademacher variables. We verify that systems obtained by re-scaling a function with a certain periodicity property share this extreme property. This implies the sharpness of natural embeddings of H"older spaces obtained by the real interpolation into the corresponding Gaussian Besov spaces.

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