We introduce the notion of an ACF space, that is, a space for which a generalized version of M. Riesz's theorem for conjugate functions with values in the Banach space is bounded. We use transference to prove that spaces for which the Hilbert transform is bounded, iė\. $X\in\text{HT}$, are ACF spaces. We then show that Bourgain's proof of $X\in\text{HT}\implies X\in\text{UMD}$ is a consequence of this result.
We prove a transference principle for general (i.e., not necessarily bounded) strongly continuous groups on Banach spaces. If the Banach space has the UMD property, the transference principle leads to estimates for the functional calculus of the group generator. In the Hilbert space case, the results cover classical theorems of McIntosh and Boyadzhiev-de Laubenfels; in the UMD case they are analogues of classical results by Hieber and Pruess. By using functional calculus methods, consequences for sectorial operators are derived. For instance it is proved, that every generator of a cosine funct…
It is shown that if A generates a bounded cosine operator function on a UMD space X, then i(-A)^{1/2} generates a bounded C_0-group. The proof uses a transference principle for cosine functions.
We prove an extension of Pisier's inequality (1986) with a dimension independent constant for vector valued functions whose target spaces satisfy a relaxation of the UMD property.
The natural BMO (bounded mean oscillation) conditions suggested by scalar-valued results are known to be insufficient for the boundedness of operator-valued paraproducts. Accordingly, the boundedness of operator-valued singular integrals has only been available under versions of the classical ``$T(1)\in BMO$'' assumptions that are not easily checkable. Recently, Hong, Liu and Mei (J. Funct. Anal. 2020) observed that the situation improves remarkably for singular integrals with a symmetry assumption, so that a classical $T(1)$ criterion still guarantees their $L^2$-boundedness on Hilbert space …
We extend the local non-homogeneous Tb theorem of Nazarov, Treil and Volberg to the setting of singular integrals with operator-valued kernel that act on vector-valued functions. Here, `vector-valued' means `taking values in a function lattice with the UMD (unconditional martingale differences) property'. A similar extension (but for general UMD spaces rather than UMD lattices) of Nazarov-Treil-Volberg's global non-homogeneous Tb theorem was achieved earlier by the first author, and it has found applications in the work of Mayboroda and Volberg on square-functions and rectifiability. Our local…
We consider operators acting on a UMD Banach lattice $X$ that have the same algebraic structure as the position and momentum operators associated with the harmonic oscillator $-\frac12Δ+ \frac12|x|^{2} $ acting on $L^{2}(\mathbb{R}^{d})$. More precisely, we consider abstract harmonic oscillators of the form $\frac12 \sum _{j=1} ^{d}(A_{j}^{2}+B_{j}^{2})$ for tuples of operators $A=(A_{j})_{j=1} ^{d}$ and $B=(B_{k})_{k=1} ^{d}$, where $iA_j$ and $iB_k$ are assumed to generate $C_{0}$ groups and to satisfy the canonical commutator relations. We prove functional calculus results for these abstrac…
In this work we study the vector-valued Hardy spaces H p (D; F) (1 \leq p \leq \infty) and their relationship with RNP, ARNP and the UMDP properties. By following the approach of Taylor in the scalar-valued case, we prove that, when F and F have the ARNP property, then H p (D; F) and H q (D; F) are canonically topologically isomorphic (for p, q \in (1, \infty) conjugate indices) if and only if F has the UMDP.
The UMD property of a Banach space is one of the most useful properties when one thinks about possible applications. This is in particular due to the boundedness of the vector-valued Hilbert transform for functions with values in such a space. Looking at operators instead of at spaces, it is easy to check that the summation operator does not have the UMD property. The actual asymptotic behavior however of the UMD constants computed with martingales of length n is unknown. We explain, why it would be important to know this behavior, rephrase the problem of finding these UMD constants and give s…
We prove that the class of trilinear multiplier forms with singularity over a one dimensional subspace, including the bilinear Hilbert transform, admit bounded $L^p$-extension to triples of intermediate $\mathrm{UMD}$ spaces. No other assumption, for instance of Rademacher maximal function type, is made on the triple of $\mathrm{UMD}$ spaces. Among the novelties in our analysis is an extension of the phase-space projection technique to the $\mathrm{UMD}$-valued setting. This is then employed to obtain appropriate single tree estimates by appealing to the $\mathrm{UMD}$-valued bound for bilinea…
We prove $L^p$-boundedness of variational Carleson operators for functions valued in intermediate UMD spaces. This provides quantitative information on the rate of convergence of partial Fourier integrals of vector-valued functions. Our proof relies on bounds on wave packet embeddings into outer Lebesgue spaces on the time-frequency-scale space $\mathbb{R}^3_+$, which are the focus of this paper.
We develop a general theory of multilinear singular integrals with operator-valued kernels, acting on tuples of UMD Banach spaces. This, in particular, involves investigating multilinear variants of the $\mathcal R$-boundedness condition naturally arising in operator-valued theory. We proceed by establishing a suitable representation of multilinear, operator-valued singular integrals in terms of operator-valued dyadic shifts and paraproducts, and studying the boundedness of these model operators via dyadic-probabilistic Banach space-valued analysis. In the bilinear case, we obtain a $T(1)$-typ…
The standard proof of the equivalence of Fourier type on R^d and on the torus T^d is usually stated in terms of an implicit constant, defined as the minimum of a sum of powers of sinc functions. In this note we compute this minimum explicitly.
We study conical square function estimates for Banach-valued functions, and introduce a vector-valued analogue of the Coifman-Meyer-Stein tent spaces. Following recent work of Auscher-McIntosh-Russ, the tent spaces in turn are used to construct a scale of vector-valued Hardy spaces associated with a given bisectorial operator (A) with certain off-diagonal bounds, such that (A) always has a bounded (H^{\infty})-functional calculus on these spaces. This provides a new way of proving functional calculus of (A) on the Bochner spaces (L^p(\R^n;X)) by checking appropriate conical square function est…
In this paper we consider Meyer-Yoeurp decompositions for UMD Banach space-valued martingales. Namely, we prove that $X$ is a UMD Banach space if and only if for any fixed $p\in (1,\infty)$, any $X$-valued $L^p$-martingale $M$ has a unique decomposition $M = M^d + M^c$ such that $M^d$ is a purely discontinuous martingale, $M^c$ is a continuous martingale, $M^c_0=0$ and \[ \mathbb E \|M^d_{\infty}\|^p + \mathbb E \|M^c_{\infty}\|^p\leq c_{p,X} \mathbb E \|M_{\infty}\|^p. \] An analogous assertion is shown for the Yoeurp decomposition of a purely discontinuous martingales into a sum of a quasi-l…
In this article we apply a recently established transference principle in order to obtain the boundedness of certain functional calculi for semigroup generators. In particular, it is proved that if $-A$ generates a $C_0$-semigroup on a Hilbert space, then for each $τ>0$ the operator $A$ has a bounded calculus for the closed ideal of bounded holomorphic functions on a (sufficiently large) right half-plane that satisfy $f(z)=O(e^{-τ\textrm{Re}(z)})$ as $|z|\rightarrow \infty$. The bound of this calculus grows at most logarithmically as $τ\searrow 0$. As a consequence, $f(A)$ is a bounded operato…
We prove $L^p$-bounds for the bilinear Hilbert transform acting on functions valued in intermediate UMD spaces. Such bounds were previously unknown for UMD spaces that are not Banach lattices. Our proof relies on bounds on embeddings from Bochner spaces $L^p(\mathbb{R};X)$ into outer Lebesgue spaces on the time-frequency-scale space $\mathbb{R}^3_+$.
We extend Rubio de Francia's extrapolation theorem for functions valued in UMD Banach function spaces, leading to short proofs of some new and known results. In particular we prove Littlewood-Paley-Rubio de Francia-type estimates and boundedness of variational Carleson operators for Banach function spaces with UMD concavifications.
The paper studies Banach spaces satisfying the Littlewood-Paley-Rubio de Francia property LPR_p, 2 \leq p < \infty. The paper shows that every Banach lattice whose 2-concavification is a UMD Banach lattice has this property. The paper also shows that every space having LPR_q also has LPR_p with q \leq p < \infty.
We prove the $\ell^s$-boundedness of a family of integral operators with an operator-valued kernel on UMD Banach function spaces. This generalizes and simplifies earlier work by Gallarati, Veraar and the author, where the $\ell^s$-boundedness of this family of integral operators was shown on Lebesgue spaces. The proof is based on a characterization of $\ell^s$-boundedness as weighted boundedness by Rubio de Francia.
We consider self-adjoint semigroups $T_t = \exp(-tA)$ acting on $L^2(Ω)$ and satisfying (generalised) Gaussian estimates, where $Ω$ is a metric measure space of homogeneous type of dimension $d$. The aim of the article is to show that $A \otimes \mathrm{Id}_Y$ admits a Hörmander type $\mathcal{H}^β_2$ functional calculus on $L^p(Ω;Y)$ where $Y$ is a UMD lattice, thus extending the well-known Hörmander calculus of $A$ on $L^p(Ω)$. We show that if $T_t$ is lattice positive (or merely admits an $H^\infty$ calculus on $L^p(Ω;Y)$) then this is indeed the case. Here the derivation exponent has to sa…
In this paper we prove Burkholder-Davis-Gundy inequalities for a general martingale $M$ with values in a UMD Banach space $X$. Assuming that $M_0=0$, we show that the following two-sided inequality holds for all $1\leq p<\infty$: \begin{align}\label{eq:main}\tag{$\star$} \mathbb E \sup_{0\leq s\leq t} \|M_s\|^p \eqsim_{p, X} \mathbb E γ([\![M]\!]_t)^p ,\;\;\; t\geq 0. \end{align} Here $ γ([\![M]\!]_t) $ is the $L^2$-norm of the unique Gaussian measure on $X$ having $[\![M]\!]_t(x^*,y^*):= [\langle M,x^*\rangle, \langle M,y^*\rangle]_t$ as its covariance bilinear form. This extends to general U…
We prove a vector-valued version of Carleson's theorem: Let Y=[X,H]_t be a complex interpolation space between a UMD space X and a Hilbert space H. For p\in(1,\infty) and f\in L^p(T;Y), the partial sums of the Fourier series of f converge to f pointwise almost everywhere. Apparently, all known examples of UMD spaces are of this intermediate form Y=[X,H]_t. In particular, we answer affirmatively a question of Rubio de Francia on the pointwise convergence of Fourier series of Schatten class valued functions.
In this paper, we establish UMD lattice-valued variational inequalities for differential operators, ergodic averages and analytic semigroups. These results generalize, on the one hand some scalar-valued variational inequalities in ergodic theory, on the other hand Xu's very recent result on UMD lattice-valued maximal inequality. As a consequence, we deduce the jump estimates and obtain quantitative information on the rate of the pointwise convergence.
In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $p\in (1,\infty)$ and all purely discontinuous $X$-valued martingales $M$ and $N$ such that $N$ is weakly differentially subordinated to $M$, one has the estimate $\mathbb E \|N_{\infty}\|^p \leq C_p\mathbb E \|M_{\infty}\|^p$. As a corollary we derive the sharp estimate for the norms of a broad class of even Fourier multipliers, which includes e.g. the second order Riesz transforms.
We prove various extensions of the Coifman-Rubio de Francia-Semmes multiplier theorem to operator-valued multipliers on Banach function spaces. Our results involve a new boundedness condition on sets of operators which we call $\ell^{r}(\ell^{s})$-boundedness, which implies $\mathcal{R}$-boundedness in many cases. The proofs are based on new Littlewood-Paley-Rubio de Francia-type estimates in Banach function spaces which were recently obtained by the authors.
In this paper we prove a randomized difference norm characterization for Bessel potential spaces with values in UMD Banach spaces. The main ingredients are $\mathcal{R}$-boundedness results for Fourier multiplier operators, which are of independent interest. As an application we characterize the pointwise multiplier property of the indicator function of the half-space on these spaces. All results are proved in the setting of weighted spaces.
In this paper, We study dimension-free $L^p$ estimates for UMD lattice-valued $q$-variations of Hardy-Littlewood averaging operators associated with the Euclidean balls.
Let H be a separable real Hilbert space and let F = (F_t)_{t\in [0,T]} be the augmented filtration generated by an H-cylindrical Brownian motion W_H on [0,T]. We prove that if E is a UMD Banach space, 1\leq p<\infty, and f\in D^{1,p}(E) is F_T-measurable, then f = \E f + \int_0^T P_F(Df) dW_H where D is the Malliavin derivative and P_F is the projection onto the F-adapted elements in a suitable Banach space of L^p-stochastically integrable L(H,E)-valued processes.
In this paper we study the Malliavin derivatives and Skorohod integrals for processes taking values in an infinite dimensional space. Such results are motivated by their applications to SPDEs and in particular financial mathematics. Vector-valued Malliavin theory in Banach space E is naturally restricted to spaces E which have the so-called UMD property, which arises in harmonic analysis and stochastic integration theory. We provide several new results and tools for the Malliavin derivatives and Skorohod integrals in an infinite dimensional setting. In particular, we prove weak characterizatio…
Given any Banach space $X$, let $L_2^X$ denote the Banach space of all measurable functions $f:[0,1]\to X$ for which ||f||_2:=(int_0^1 ||f(t)||^2 dt)^{1/2} is finite. We show that $X$ is a UMD--space (see \cite{BUR:1986}) if and only if \lim_n||f-S_n(f)||_2=0 for all $f\in L_2^X$, where S_n(f):=sum_{i=0}^{n-1} (f,w_i)w_i is the $n$--th partial sum associated with the Walsh system $(w_i)$.
Let X be a UMD space with type t and cotype q, and let T be a Fourier multiplier operator with a scalar-valued symbol m. If the Mihlin multiplier estimate holds for all partial derivatives of m up to the order n/max(t,q')+1, then T is bounded on the X-valued Bochner spaces. For scalar-valued multipliers, this improves the theorem of Girardi and Weis (J. Funct. Anal., 2003) who required similar assumptions for derivatives up to the order n/r+1, where r is a Fourier-type of X. However, the present method does not apply to operator-valued multipliers, which are also covered by the Girardi-Weis th…
Let X be a Banach space. We prove p-independence of the one-sided decoupling inequality for X-valued tangent martingales as introduced by Kwapien and Woyczynski. It is known that a Banach space X satisfies the two-sided decoupling inequality if and only if X is a UMD Banach space. The one-sided decoupling inequality is a weaker property, including e.g. the space L^1. We provide information on the optimal constants for various spaces, and give a upper estimate of order p in general. In the second part of our paper we derive Burkholder-Davis-Gundy type estimates for p-th moments, p in (0,infty),…
In this paper we extend dyadic shifts and the dyadic representation theorem to an operator-valued setting: We first define operator-valued dyadic shifts and prove that they are bounded. We then extend the dyadic representation theorem, which states that every scalar-valued Calderón-Zygmund operator can be represented as a series of dyadic shifts and paraproducts averaged over randomized dyadic systems, to operator-valued Calderón-Zygmund operators. As a corollary, we obtain another proof of the operator-valued, global T(1) theorem. We work in the setting of integral operators that have R-bound…
We prove in this paper that a sequence $M:\mathbb{Z}^{n}\to\mathcal{L}(E)$ of bounded variation is a Fourier multiplier on the Besov space $B_{p,q}^{s}(\mathbb{T}^{n},E)$ for $s\in\mathbb{R}$, $1<p<\infty$, $1\leq q\leq\infty$ and $E$ a Banach space, if and only if $E$ is a UMD-space. This extends in some sense the Theorem 4.2 in [AB04] to the $n-$dimensional case. The result is used to obtain existence and uniqueness of solution for some Cauchy problems with periodic boundary conditions.
In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are unconditional). The integrator is an $H$-cylindrical Brownian motion. Our approach is based on a two-sided $L^p$-decoupling inequality for UMD spaces due to Garling, which is combined with the theory of stochastic integration of $\mathcal{L}(H,E)$-valued functions introduced recently by two of the authors. We obtain various characterizations of the stochastic integral…
We study the operator space UMD property, introduced by Pisier in the context of noncommutative vector-valued Lp-spaces. It is unknown whether the property is independent of p in this setting. We prove that for 1<p,q<\infty, the Schatten q-classes Sq are OUMDp. The proof relies on properties of the Haagerup tensor product and complex interpolation. Using ultraproduct techniques, we extend this result to a large class of noncommutative Lq-spaces. Namely, we show that if M is a QWEP von Neumann algebra (i.e., a quotient of a C^*-algebra with Lance's weak expectation property) equipped with a nor…
In the first part we show that a vector-valued almost separably valued function $f$ is holomorphic (harmonic) if and only if it is dominated by an $L^1_\mathrm{loc}$ function and there exists a separating set $W\subset X'$ such that $\langle f,x'\rangle$ is holomorphic (harmonic) for all $x'\in W$. This improves a known result which requires $f$ to be locally bounded. In the second part we consider classical results in the $L^p$ theory for elliptic differential operators of second order. In the vector-valued setting these results are shown to be equivalent to the UMD property.
In the present paper we introduce the notion of strongly orthogonal martingales. Moreover, we show that for any UMD Banach space $X$ and for any $X$-valued strongly orthogonal martingales $M$ and $N$ such that $N$ is weakly differentially subordinate to $M$ one has that for any $1<p<\infty$ \[ \mathbb E \|N_t\|^p \leq χ_{p, X}^p \mathbb E \|M_t\|^p,\;\;\; t\geq 0, \] with the sharp constant $χ_{p, X}$ being the norm of a decoupling-type martingale transform and being within the range \[ \max\Bigl\{\sqrt{β_{p, X}}, \sqrt{\hbar_{p,X}}\Bigr\} \leq \max\{β_{p, X}^{γ,+}, β_{p, X}^{γ, -}\} \leq χ_{p…
We define a scale of L^q Carleson norms, all of which characterize the membership of a function in BMO. The phenomenon is analogous to the John-Nirenberg inequality, but on the level of Carleson measures. The classical Carleson condition corresponds to the L^2 case in our theory. The result is applied to give a new proof for the L^p-boundedness of paraproducts with a BMO symbol. A novel feature of the argument is that all p are covered at once in a completely interpolation-free manner. This is achieved by using the L^1 Carleson norm, and indicates the usefulness of this notion. Our approach is…
We show that the canonical decomposition (comprising both the Meyer-Yoeurp and the Yoeurp decompositions) of a general $X$-valued local martingale is possible if and only if $X$ has the UMD property. More precisely, $X$ is a UMD Banach space if and only if for any $X$-valued local martingale $M$ there exist a continuous local martingale $M^c$, a purely discontinuous quasi-left continuous local martingale $M^q$, and a purely discontinuous local martingale $M^a$ with accessible jumps such that $M = M^c + M^q + M^a$. The corresponding weak $L^1$-estimates are provided. Important tools used in the…
The vector-valued $T(1)$ theorem due to Figiel, and a certain square function estimate of Bourgain for translations of functions with a limited frequency spectrum, are two cornerstones of harmonic analysis in UMD spaces. In this paper, a simplified approach to these results is presented, exploiting Nazarov, Treil and Volberg's method of random dyadic cubes, which allows to circumvent the most subtle parts of the original arguments.
Let $G$ be a locally compact unimodular group, and let $ϕ$ be some function of $n$ variables on $G$. To such a $ϕ$, one can associate a multilinear Fourier multiplier, which acts on some $n$-fold product of the non-commutative $L_p$-spaces of the group von Neumann algebra. One may also define an associated Schur multiplier, which acts on an $n$-fold product of Schatten classes $S_p(L_2(G))$. We generalize well-known transference results from the linear case to the multilinear case. In particular, we show that the so-called `multiplicatively bounded $(p_1,\ldots,p_n)$-norm' of a multilinear Sch…
Let E be a type 2 UMD Banach space, H a Hilbert space and let p be in [1,\infty). Consider the following stochastic delay equation in E: dX(t) = AX(t) + CX_t + b(X(t),X_t)dW_H(t), t>0; X(0) = x_0; X_0 = f_0. Here A : D(A) -> E is the generator of a C_0-semigroup, the operator C is given by a Riemann-Stieltjes integral, B : E x L^p(-1,0;E) -> γ(H,E) is a Lipschitz function and W_H is an H-cylindrical Brownian motion. We prove that a solution to \eqref{SDE1} is equivalent to a solution to the corresponding stochastic Cauchy problem, and use this to prove the existence, uniqueness and continuity …
It is shown here that if $(Y,\|\cdot\|_Y)$ is a Banach space in which martingale differences are unconditional (a UMD Banach space) then there exists $c=c(Y)\in (0,\infty)$ with the following property. For every $n\in \mathbb{N}$ and $\varepsilon\in (0,1/2]$, if $(X,\|\cdot\|_X)$ is an $n$-dimensional normed space with unit ball $B_X$ and $f:B_X\to Y$ is a $1$-Lipschitz function then there exists an affine mapping $Λ:X\to Y$ and a sub-ball $B^*=y+ρB_X\subseteq B_X$ of radius $ρ\ge \exp(-(1/\varepsilon)^{cn})$ such that $\|f(x)-Λ(x)\|_Y\le \varepsilon ρ$ for all $x\in B^*$. This estimate on the…
Let $A$ be a generator of an analytic semigroup having a H{ö}rmander functional calculus on $X = L^p(Ω,Y)$, where $Y$ is a UMD lattice. Using methods from Banach space geometry in connection with functional calculus, we show that for H{ö}rmander spectral multipliers decaying sufficiently fast at $\infty$, there holds a maximal estimate $\| \sup_{t \geq 0} |m(tA)f|\, \|_{L^p(Ω,Y)} \lesssim \|f\|_{L^p(Ω,Y)}$. We also show square function estimates $\left\| \left( \sum_k \sup _{t \geq 0} |m_k(tA)f_k|^2 \right)^{\frac12} \right\|_{L^p(Ω,Y)} \lesssim \left\| \left( \sum _k |f_k|^2 \right)^{\frac12}…
In this article, Fefferman-Stein inequalities in $L^p(\mathbb R^d;\ell^q)$ withbounds independent of the dimension $d$ are proved, for all $1 \textless{} p, q \textless{} + \infty.$This result generalizes in a vector-valued setting the famous one by Steinfor the standard Hardy-Littlewood maximal operator. We then extendour result by replacing $\ell^q$ with an arbitrary UMD Banach lattice. Finally,we prove similar dimensionless inequalities in the setting of the Grushinoperators.
We prove modulation invariant embedding bounds from Bochner spaces $L^p(\mathbb{W};X)$ on the Walsh group to outer-$L^p$ spaces on the Walsh extended phase plane. The Banach space $X$ is assumed to be UMD and sufficiently close to a Hilbert space in an interpolative sense. Our embedding bounds imply $L^p$ bounds and sparse domination for the Banach-valued tritile operator, a discrete model of the Banach-valued bilinear Hilbert transform.
Let X be a Banach space and $1\le p<\infty$. We prove interpolation inequalities of Marcinkiewicz-Zygmund type for X-valued polynomials g of degree $\le n$ on $R$, \[c_p (\sum\limits_{i=1}^{n+1} μ_i \| g(t_i)e^{-t_i^2 /2} \|^p)^{1/p} \le (\int\limits_{\RR}^{} \|g(t)e^{-t^2 /2} \|^p dt)^{1/p} \le d_p (\sum\limits_{i=1}^{n+1} μ_i \|g(t_i)e^{-t_i^2 /2} \|^p)^{1/p}\;\;,\] where $(t_i)_1^{n+1}$ are the zeros of the Hermite polynomial $H_{n+1}$ and $(μ_i)_1^{n+1}$ are suitable weights. The validity of the right inequality requires $1<p<4$ and X being a UMD-space. This implies a mean convergence theo…
This paper is devoted to tangent martingales in Banach spaces. We provide the definition of tangency through local characteristics, basic $L^p$- and $ϕ$-estimates, a precise construction of a decoupled tangent martingale, new estimates for vector-valued stochastic integrals, and several other claims concerning tangent martingales and local characteristics in infinite dimensions. This work extends various real-valued and vector-valued results in this direction e.g. due to Grigelionis, Hitczenko, Jacod, Kallenberg, Kwapień, McConnell, and Woyczyński. The vast majority of the assertions presented…
