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20:00
@tb It should perhaps be a site feature, no?
In any case, it's not like all the activity in that thread should be routed through the bounty-setter or something =)
By the way, @tb, this question reminds me of mine about Carathéodory's construction.
The Ornstein-Uhlenbeck operator will be my pet peeve. Too bad nobody wants to know something about it.
@Srivatsan I don't see a direct relation, but yes. It is related in that it's a reverse problem. JDH's answer reminded me of some constructions of topologies on (nice) measure spaces, but there the existence of a measure is quite essential. I think what he considers is called the canonical density topology, but I need to check. (I'm somewhat dubious that two people have already checked the details of the answer, though)
@tb Well, it reminded me of that question because this was one more thing I was wondering about, but I ended up not posting somehow. I think it turned out well, because Borel somehow strays into regions I understand even less.
@Srivatsan I was somewhat disappointed that I only earned one vote due to your recent bump (I was somehow hoping for a badge :))
@tb Why do you think I bumped it up? =)
20:08
:)
I think the vote count stayed at 6 for a long time, which bothered me. 9 is an improvement but it can of course be better.
@Srivatsan At some point there will come some money for jam :)
And now someone had pity on the two of us, thanks @whomever!
At some point last week, I was thinking of giving a small bounty just to attract attention. I was thinking of these two posts for bounties (Mike's and your answers). =) [Mike's post got 6 more votes since the bounty, which is encouraging.]
@tb You got your money now: that thread just got three upvotes. =)
(seen my last comment?)
@Srivatsan That's very kind of you, but I think Mike's question is much more worthy of a bounty. By the way: would you be interested in seeing the generalization I spoke of, i.e., localizable measure spaces?
(not that your question wouldn't deserve a bounty, but there's more interesting stuff to be expected from a bounty on Mike's question)
@tb I would like to, of course. [I didn't push it because I honestly don't know how to push these things.]
@tb No, you misunderstood. I don't know what's to be gained by a bounty to my question. =) There's a provision to give a bounty for nice answers.
20:18
@Srivatsan Push this = ask for what I alluded to? You just ask in a comment: would you mind expanding on this, or could you give a good reference?
Sorry, forget what I said. :)
One second, I am still searching for the bounty thing.
@Asaf: Set theory calling
This is the category I was thinking of for the bounty: "One or more of the answers is exemplary and worthy of an additional bounty."
@tb You know, I'm obsessed enough with the website already :-)
@AsafKaragila I wasn't sure you were around...
Now run, run, before JDH answers. He's lurking around.
@Srivatsan Thanks, I sincerely appreciate that you tought of this.
20:25
@tb Btw where is this comment? I cannot seem to find this.
@Srivatsan Do you want to know something about the Ornstein-Uhlenbeck operator?
@JonasTeuwen Why me in particular? I know nothing about it; what will you do if I reply yes to your question?
Then I will explain some of it to you and feel less bored 8-).
Although the operator came and went when I was reading Tao's Random Matrix Theory.
@Srivatsan Nowhere. I guess I misunderstood you. I interpreted your "push this" as you didn't know how to ask for further explanations after having received an (apparently) satisfactory answer... :)
@JonasTeuwen Okay, shoot, I'll listen.
20:31
Can I tell you something about it that you don't know already?
@tb Well, I meant like push myself to understand... I don't have the big picture to tell myself this will be useful and that won't be.
@JonasTeuwen If you assume no or little prior knowledge, I will be interested. =)
@Srivatsan It's a bit specialized. Localizable measure spaces are quite useful. Let me think of something that might be interesting and somewhat on-topic.
@JonasTeuwen assume no or little prior knowledge, I will be interested =)
I'm all eyes.
3
So, let's think of the hypothetical situation where you would want to consider the space $L^2$ with the Gaussian measure $\mathrm{d}\gamma(x) = \pi^{-d/2} e^{-|x|^2} \, \mathrm{d}x$.
20:35
$\mathbb{R}^n$ or $\mathbb{C}^n$, I guess.
So, you know that for $L^2(\mathbf R^d)$ that the Laplacian $\Delta$ is a symmetric operator. So you think: Great! I can use that operator and do all my usual harmonic analysis arguments.
$\mathbf R^d$, yes.
Alas! The Laplacian is not symmetric in $L^2(\gamma)$!
@tb How do you breath without lungs?
Possibly elementary question: How do you define the Laplacian in $L^{2}({\gamma})$?
So we could try to find something that looks like the Laplacian and that is symmetric in $L^2(\gamma)$. It seems obvious to try something like $\sum \partial_i^* \partial i$ where $\partial_i^* = -\partial_i + 2 x_i$ is the formal adjoint in $L^2(\gamma)$ of $\partial_i$.
@Srivatsan We are not interested in the Laplacian since it is not symmetric.
Well, this operator is obviously symmetric. We tack on $-\frac12$ to get $L := -\frac12 \sum_{i = 1}^d \partial_i^* \partial_i$.
We call this: The Ornstein-Uhlenbeck operator (on $\mathbf R^d$).
Why?
I believe this comes from the Ornstein-Uhlenbeck process from SDEs.
Wait. You're defining it on $C_{c}^{\infty}(\mathbf{R}^d)$ and using integration by parts we see that $\langle Lf,g \rangle_{L^2(\gamma)} = \langle f,Lg \rangle_{L^2(\gamma)}$ for all $f,g \in C_{c}^\infty$. (this would also answer @Srivatsan's question, as non-symmetry of the Laplacian can be seen by the failure of this equation).
20:40
This is the SDE $\mathrm{d}X_t = -\alpha X_t \mathrm{d}t + \sigma \mathrm{d}B_t$ with $X_0 = x_0$, but that is not important.
Yes, I am. I should have mentioned that.
We could now take the closure of that operator and still call it $L$ and then we have one defined on the whole of $L^2(\gamma)$.
Wait, what? You are saying this operator is bounded?
No, it is an unbounded operator.
So how can it be defined on all of $L^2(\gamma)$?
Did I mess up the correct name? Let me check.
Euh. On $\mathcal D(L)$.
The domain of $L$. Oops, $e^{tL}$ is defined on $L^2$.
In harmonic analysis we are interested in semigroups like $e^{t^2 \Delta}$ where $\Delta$ is our Laplacian.
Okay, I'm with you again. Is the domain $\mathcal{D}(L)$ something (well-)known?
20:44
Not that I am aware of.
Glen Morangie, yum yum yum.
@AsafKaragila Which one?
No ice, since it's relatively chilled in the house.
The Quinta Ruban I have.
Hah!
20:45
I usually add a tiny piece of ice during the summer. You see, the whisky gets to a temperature of nearly 30 C, which is about 12 degrees higher than its intended drinking temperature.
So one has to add a small bit of ice.
We could now use the Hille-Yosida theorem to prove the existence of the semigroup $e^{tL}$ on $L^2(\gamma)$.
Yes. Right
@AsafKaragila You should add that disclaimer to us Europeans, you see? :)
Well, one very cute thing about this semigroup that we do have an explicit form of the integral kernel!
@tb Seems that way. I should switch to Sake, this one is drank at 38 degrees...
The normalized Hermite polynomials form an orthonormal basis of eigenfunctions, from this we can deduce what the form of the kernel must be.
20:47
If I weren't that tired, I could probably guess that from the SDE you gave.
Oh, neat!
It is actually the Mehler kernel. So we have $$e^{tL} f(x) = \int_{\mathbf R^d} M_t(x, y) f(y) \, \mathrm{d}y.$$
Someone tell me if that answer I wrote about higher $\aleph$ numbers make any sense.
Where we have that $$M_t(x, y) = \pi^{-d/2} (1 - e^{-2t})^{-d/2} \exp \left (- \frac{|e^{-t} x - y|^2}{1 - e^{-2t}} \right )$$ is the Mehler kernel.
Now you can probably also see where my last question comes from... That Mehler kernel is a bitch to analyse but we do have an explicit form.
From this fact we can easily deduce that the Ornstein-Uhlenbeck semigroup is bounded on $L^\infty$ and is self-adjoint.
Where does that $(1-e^{-2t})$ come from? the rest isn't too surprising.
We could use this to prove using Riesz-Thorin (using the duality as well) that the semigroup is bounded on $L^p(\gamma)$ for $1 \leq p \leq \infty$.
Uh, let me think.
20:51
Wait a second. I need to refresh my memory.
I guessing that when x=y, we would want it to look like a gaussian, hence the weird normalisation. [What I said seems coincidental, but it's not an explanation of anything, I guess.]
Well, it is the same constant as in the definition of the Gaussian measure.
Okay. I'm with you again. So now you have these semigroups, but somehow you're not happy with $L^p(\gamma)$.
Ta-Dah, in comes the Hardy space, no?
Hmm, that factor comes from an infinite sum involving $e^{-t}$.
Exactly.
But we could also prove the boundedness using Jensen's inequality, something I only figured out a bit later.
In the usual case we only have weak-$L^1$ boundedness of the Calderón-Zygmund integral operators (such as the Riesz transform).
So why is $L^p(\gamma)$ not good enough?
20:56
Who is this Jensen?
But that isn't a cool Banach space.
One of the analysts here have a friend Jensen that comes to visit very often.
I believe that is the guy that proved Hölder's inequality for the first time.
But we do have boundedness on the Hardy space $H^1$!
@AsafKaragila Johan Jensen
(which is a proper subspace of $L^1$) and is a Banach space.
20:57
@tb That's clearly a different Jensen then :-)
We can also have $H^p$ for $p$ down to $0$ (not a Banach space then) so that can be useful for interpolation.
These are very cute results, I should say. So now we are trying to find analogues with a different measure.
One (very large) obstacle is that the Gaussian measure isn't doubling.
@AsafKaragila Danish people called Jensen are about as rare as English-speaking people called Miller.
Many arguments in harmonic analysis rely on stuff like decompositions of open sets into cubes, blow up the cubes and control their measure.
So that won't work 8-).
@tb Do the Danish have a watered down draft beer called Jensen too?
Jonas you're a bit too fast, let me catch up.
20:59
Okay.
@Asaf I'll get a Glenmorangie too.
Now.
Cheers!
Move up, up to the Islays!
@AsafKaragila Googling for Jensen beer yields Luhr Jensen Beer can lake trolls. Not what we're looking for.
So fruity...
@Jonas: Okay. I think I'm with you again: we now pass to the Hardy space and the semigroup turns out to be bounded there. Now Gaussian measure is not doubling, which is of course annoying.
21:05
@JonasTeuwen Which Glenmorangie is it?
Yes, so we need to adapt all arguments.
@AsafKaragila Lasanta.
@JonasTeuwen Lasagna?
So, the idea now is to restrict the class of balls so that on those balls the measure is doubling.
What does that mean?
This is an observation by Mauceri and Meda.
Well, we restrict the definition to a certain set of balls.
21:06
@JonasTeuwen The merry sister of my Quinta.
In particular the balls $B(x, r)$ with $r \leq a \min(1, |x|^{-1})$.
Where $a$ is our so-called admissibility parameter.
but if you restrict the radii what does it mean for a measure to be doubling?
Let's call that set of balls $\mathcal B_a$. The admissible balls with admissibility parameter $a$.
So now we do have $\gamma(B(x, 2r)) \leqslant C_{a, d} \gamma(B(x, r))$.
Oh, you just require that you can cover the ball of radius r by a controlled number of balls of radius $r/2$.
No, apparently not.
We take one of those balls in that set, blow up the radius a factor $b \geqslant 1$ and control its measure with measure of the original ball.
I haven't done covering arguments yet, we have adapted the definition of the cones in harmonic analysis to "admissible cones", that is we cut of the top with $m(x) = \min(1, |x|^{-1})$ where $x$ is our base point of the cone.
@AsafKaragila "if we have maths question we can ask here.. but even for this simple question you are not ready to answer means then what kind of mind you're having to do the research on maths.. nothing in this world started as big from the beginning itself. Little drops of water makes the ocean.. try understand the little drops first.. thanks."
Then we estimate that part and then the other :-). I'll try now to find an atomic decomposition for that space.
@JonasTeuwen Okay, got that. I'm still a bit lost with the admissibility condition. So if $x$ is large you don't want the ball to come too close to where the Gaussian measure is concentrated, right?
21:11
For $x$ very large we have only very small balls.
That is why things like Whitney covering won't work.
They require the radius of the balls to be proportional to their distance from the boundary of the set.
@JonasTeuwen Does $x$ take steroids?
@AsafKaragila Slightly.
@JonasTeuwen Would explain why it is very large, but have very small balls.
@AsafKaragila It's funny that the OP is [almost] accusing the reader of not understanding the "beginning itself".
@AsafKaragila Haha.
21:16
@AsafKaragila wasn't that one already a dead giveaway when steroids were mentioned?
@Srivatsan How are you doing? :)
@JonasTeuwen Okay. Back to your admissible balls.
@Sivaraman Balakrishnan?
@Srivatsan Yes sir.
21:19
@Sivaraman I am doing well, thank you.
Alright, coffee/dinner today?
@Srivatsan Alright, coffee/dinner today?
@tb Well, right. Now we can have the admissible cone. $\Gamma_x^a(\gamma) := \{(y, t) \in \mathbf R^d_+ \colon |x - y| < t < a m(x)\}$.
(that is the positive half plane).
where does the $a$ come in?
@Sivaraman Well, this is certainly awkward. Dinner invite over this chat. :) Not tonight. How about tomorrow?
There it does.
21:21
Okay, let me digest that.
@Srivatsan Sounds good. Will be at your office at 7pm. You're a difficult man to catch usually ;-)
Sorry, what's $m(x)$?
Lebesgue measure of $x$?
@JonasTeuwen Ah, I found it.
@Sivaraman :) Tomorrow at 7?
21:23
We now have the following two operators $T_a u(x) = \sup_{(y, t) \in \Gamma_x^a(\gamma)} |e^{t^2 L} u(y)|^2$, the maximal operator and the conical square function operator $$S_a u(x) = \left ( \int_{\Gamma_x^a} \frac1{\gamma(B(y, t))} |t \nabla e^{t^2 L} u(y)|^2 \, \textrm{d}\gamma(y) \, \frac{\textrm{d} t}{t}\right )^{\frac12}.$$
@Srivatsan Yes, tomorrow at 7 :)
You guys know where to find me, so why not pull that trick once again. =)
@JonasTeuwen wait, wait! I'm still trying to figure out what $\Gamma_{x}^a(\gamma)$ looks like.
Okay :-).
@Srivatsan Office? Well I figured this would be less "intrusive", but I could be wrong.
21:24
No, I mean $\mathbf R^d_+ = \mathbf R^d \times (0, \infty)$.
@Sivaraman Ok, fair enough.
Might be a misnomer.
@Srivatsan Ok see you tomorrow.
Can I also see you tomorrow?
@AsafKaragila You will need to fly across the Atlantic for that.
Not sure it's worth it. =)
21:26
@JonasTeuwen No that's fine. But why do you call $\Gamma_{x}^a(\gamma)$ an admissible cone?
Which uni?
Because it is cut off depending on $a$.
@AsafKaragila Carnegie Mellon. I thought I mentioned it in my profile, but apparently I haven't.
The normal cone does not have the condition $< a m(x)$.
In the definitions of the operators we are actually only averaging (in the second one) over admissible balls.
Where is it?
21:27
Okay, right. so you have a cone in that half space and you cut its height off depending on $am(x)$
@AsafKaragila Pittsburgh, Pennsylvania.
@tb Right.
Oh.
Do you know Dana Scott?
I thought I have sung the beauties of Pittsburgh often enough in this chat. Apparently I am wrong again.
Does Dracula live there?
21:30
@JonasTeuwen Okay. The maximal operator seems fine, but the square function operator needs a bit more of staring at $$S_a u(x) = \left ( \int_{\Gamma_x^a} \frac1{\gamma(B(y, t))} |t \nabla e^{t^2 L} u(y)|^2 \, \textrm{d}\gamma(y) \, \frac{\textrm{d} t}{t}\right )^{\frac12}.$$
(for my own convenience)
@AsafKaragila I know of him. Have not seen him. I think he is Emeritus.
And my type systems professor was all praise for Scott's work. Well-deserved, I assume.
(It is a quite common operator in harmonic analysis)
@JonasTeuwen That doesn't help me :)
Heh :-).
21:32
Quite.
@JonasTeuwen Can you say a few words about it? you have $\gamma \times (\text{Haar measure on } \mathbf{R}_+)$ you take a weighted $L^2$-norm for that and you average over the cone $\Gamma_{x}^a$, but I don't quite see how the weight $\gamma(B(y,t))$ comes in.
Well, in the Euclidean case we would have the measure $\displaystyle \frac{\mathrm{d}t}{t^{d + 1}}$.
Ooooh, right.
Now it starts making sense.
I'm fine. Sorry for the delay.
Good :-).
Lol. What is this all about :?
21:39
So now we can define our Hardy spaces with norm $\|u\|_{H^1} = \|F u\|_1 + \|u\|_1$ where $F$ is either $S_a$ or $M_a$.
These are analogues for the normal Hardy space where we have the Laplacian instead of the Ornstein-Uhlenbeck operator. We would now like to prove that $\|T_a u\|_1 \simeq \|S_a u\|_1$.
(Actually we define those norms on $C_c^\infty(\mathbf R^d)$ and take the completion.)
[scratch that question, tb]
(Equivalently we could pick the $L^1(\gamma)$ functions with finite "Hardy norm" and then prove that this is a complete space)
@Srivatsan If he will scratch that he might bleed.
@Jonas: I'm with you.
Okay, a part of this was the subject of my MSc thesis.
(The other direction is known)
21:42
which directions?
@AsafKaragila No, this is more like scratching in the lottery.
The direction to the pub.
The proof is very involved full of cute estimates!
It was known that $\|S_{a'} u\|_1 \lesssim \|T_a u\|_1$.
(for some $a', a > 0$.)
That part uses some covering arguments.
Okay.
So part of your M.Sc. was the other direction?
Well, part of the other direction was my MSc thesis :-).
(the proof is now complete)
21:45
So you completed the argument in the past month?
No, no, from the beginning of the summer.
I wrote everything down the past month.
I see.
So now we would like an atomic decomposition as well!
Right. That's missing so far.
(I looked Hardy spaces ages ago)
Yes, some dudes have tried to define one of those spaces but then the Riesz transform was not bounded on their space :-).
21:51
Any progress on that front?
(that was written before your last comment)
No.
I'm now finishing a physics paper I've started a year ago, after that I'll pick it up again.
@JonasTeuwen And I'm waiting here for the great punchline :) So I guess that's the topic of your Ph.D.?
(I think you mentioned that at some point)
Oh right. Yes it is! :-).
Among other things, like the boundedness of the Calderón-Zygmund operators but first we'll see how far I get with this thing.
Looks nice. There's definitely a bit of work in front of you :)
Yeah :-).
22:01
In any case, thanks a lot for this introduction! I hope I wasn't too slow and helped you a little against your boredom.
Yes it helped. Thanks! :-).
@Jonas, What notation do you propose for this question? math.stackexchange.com/questions/89338.
@Srivatsan $\|x \mapsto x f(x) \|$.
@Srivatsan what was that question I involuntarily had to scratch because I missed it?
Aw man. Come on, you seriously think that's better than ||x f(x)||? =)
I am just kidding. But I don't like either notation that very much, to be frank. :)
22:08
@tb Drop it for now, tb. It's some elementary question on sigma-algebras.
"I'm sorry I tried to contribute here." -- what does that mean?
I'm not sure.
@Srivatsan feel free to shoot.
@Srivatsan I think it also has to do with this thread where there was a clash between P. and MH. I hope it doesn't mean he leaves the site.
Oh yes, that thread.
Can you explain GE's answer here: math.stackexchange.com/a/89367/13425?
Are you asking how the product $\sigma$-algebra is defined?
First, what's the algebra on {0,1}? Trivial or power set?
22:15
Power set of course.
Oops, I seem to have stumbled into a real math chatroom! There are all these math equations floating about.
Ok, in that case, explain what product means.
yessir!
@robjohn That's your own doing. =)
@robjohn If you follow my "I'm all eyes" remark on the right, you have an intro to Jonas's work for dummies like me.
22:17
Oh, by the way, great work, whoever figured this chat thing.
@Srivatsan And Zhen Lin, and...
@tb The real dummies like me dropped out of the class. =)
Let's say you were distracted by a friend :)
@robjohn :-).
I guess I figured it out myself, tb.
22:19
@Srivatsan It's similar to the definition of the product topology. You look at the $\sigma$-algebra generated by cylinder sets. These are of the form $\prod_{a \in A} C_a$ where $C_a \neq \{0,1\}$ only for countably many $a \in A$. Now you take the $\sigma$-algebra generated by that.
Sure, thanks for refershing.
Why is the product nonempty?
We assume that $A$ is a well-ordered index set.
So what?
Why isn't $\prod_{a \in A} \{0,1\}$ already in the product?
22:23
@AsafKaragila I rejoined a nonsensical question by a nonsensical remark.
@Srivatsan by definition.
@tb I don't know no question!
@tb Sorry. That was supposed to be a reply to Asaf's question. And I made a mistake there.
My inequality needs to be cracked :-).
Cracked like WinZip or cracked like a skull?
Like a skull.
22:33
Okay.
Question: do the suggested edits show how old the post is?
@AsafKaragila I see. Thanks.
There is one now :-D
@Srivatsan bottom left
22:36
I need a new bottle.
I clicked on Improve, and made more edits. Now I see Paul's edits, followed by mine. Is it because someone else approved it? This is the question I am talking about: math.stackexchange.com/questions/89397/…
When you "improve" you automatically approve.
It used to be that improving would show only his edit and not yours.
Ok, that kind of sucks.
One feature request would be view the latex source of the old and edited post. Sometimes it's impossible to figure out what edit was made. Has this ever happened to you?
Yeah. I begged and begged, it didn't help.
I once defaced an edit by Didier because the LaTeX was unreadable.
@AsafKaragila Aw, you reviewed Didier's edit?
22:42
I don't know if this helps. But here's an edit where it's almost indiscernible that a minus sign got lost.
@Srivatsan Of course not. Someone suggested an edit which literally defaced Didier's.
Oh, that makes more sense. =)
@tb How are you able to pull this out so quickly? You have shown me this before, but I don't think I'll be able to locate it.
He is like Shelah with his papers.
Shelah wrote like a thousand papers, but he can tell you which results appear in which paper. It's amazing.
You can actually forget these things? I guess you can, but I am not sure. My advisor has good recall.
@Srivatsan Oh yes, even Fields medalists can
22:47
@Srivatsan Most people write like what? 50-100 papers? 300 if you're really productive. Shelah wrote over a thousand!
@AsafKaragila Do you think he'll catch up with Erdős? But honestly: the few papers I've looked at could have profited from some rewriting.
Most of Shelah's results are difficult to understand. He's on a whole other level as a person too.
I discussed Shelah's papers once with a former postdoc in our department. He suggested that refereeing a paper by Shelah is equivalent to co-authoring it.
What does that mean? Sometimes co-authors do not do much work, either. =)
@tb LOL.
@JonasTeuwen what's that referring to?
22:51
(Vaughan Jones)
@Srivatsan That reading his paper for the first time and giving notes is as hard as writing the paper.
Also, from what I know co-authors of Shelah usually work hard.
This is one of the reasons I don't want to work with him, even though he's doing choiceless PCF nowadays.
@AsafKaragila I see.
@JonasTeuwen yeah, that's a classic.
The other, and more relevant reason is that he's doing PCF without choice, whereas I know only very little about PCF with choice.
I wonder how I would respond to such a thing @tb 8-).
22:53
I do consider investigating the strength of his choice-assumptions, though. That could be useful to others people as well.
@JonasTeuwen well, Jonas M. also showed some cojones by posting that first comment to his answer :)
I would've posted it prominently. Different tastes, I guess =)
@Asaf What do you mean: investigate PCF (with or without choice)?
Any sample question that might be considered interesting?
Shelah developed a whole theory of cardinal exponentiation in ZFC. It's really interesting and whatnot.
Nowadays he's trying to prove some of his classical theorems in a choiceless context.
The PCF Theorem should be an interesting result to anyone that knows about Easton's theorem.

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