On a Certain Operator Related to Blackwell’s Markov Chain

We present an example of a densely defined, linear operator on the $$l^{1}$$ l 1 space with the property that each basis vector of the standard Schauder basis of $$l^{1}$$ l 1 does not belong to its domain. Our example is based on the construction of a Markov chain with all states instantaneous given by D. Blackwell in 1958. In addition, it turns out that the closure of this operator is the generator of a strongly continuous semigroup of Markov operators associated with Blackwell’s chain.

On Copula-Itô processes

We study the dynamics of the family of copulas {Ct}t≥0 of a pair of stochastic processes given by stochastic differential equations (SDE). We associate to it a parabolic partial differential equation (PDE). Having embedded the set of bivariate copulas in a dual of a Sobolev Hilbert space H1 (ℝ2)* we calculate the derivative with respect to t and the *weak topology i.e. the tangent vector field to the image of the curve t → Ct. Furthermore we show that the family {Ct}t≥0 is an orbit of a strongly continuous semigroup of transformations and provide the infinitesimal generator of this semigroup.

Exponential Asymptotic Stability of a Repairable System with Two Identical Components

The repairable system solution’s exponential asymptotic stability was discussed in this paper, First we prove that the positive contraction strongly continuous semigroup which is generated by the operator corresponding to these equations describing a system with two identical components is a quasi-compact operator. Following the result that 0 is an eigenvalue of the operator with algebraic index one and the strongly continuous semi-group is contraction, we deduce that the spectral bound of the operator is zero. By the above results we obtain easily the exponential asymptotic stability of the solution of the repairable system.

On the Adjoint of a Strongly Continuous Semigroup

Using some techniques from vector integration, we prove the weak measurability of the adjoint of strongly continuous semigroups which factor through Banach spaces without isomorphic copy ofl1; we also prove the strong continuity away from zero of the adjoint if the semigroup factors through Grothendieck spaces. These results are used, in particular, to characterize the space of strong continuity of{T**(t)}t≥0, which, in addition, is also characterized for abstractL- andM-spaces. As a corollary, it is proven that abstractL-spaces with no copy ofl1are finite-dimensional.

Common fixed points of one-parameter nonexpansive semigroups in strictly convex Banach spaces

One of our main results is the following convergence theorem for one-parameter nonexpansive semigroups: letCbe a bounded closed convex subset of a Hilbert spaceE, and let{T(t):t∈ℝ+}be a strongly continuous semigroup of nonexpansive mappings onC. Fixu∈Candt1,t2∈ℝ+witht1<t2. Define a sequence{xn}inCbyxn=(1−αn)/(t2−t1)∫t1t2T(s)xnds+αnuforn∈ℕ, where{αn}is a sequence in(0,1)converging to0. Then{xn}converges strongly to a common fixed point of{T(t):t∈ℝ+}.