Article

# Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

Journal of Multivariate Analysis (Impact Factor: 0.94). 11/2003; 87(2):219-240. DOI: 10.1016/S0047-259X(03)00052-6
Source: RePEc

ABSTRACT A new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.

1 Bookmark
·
121 Views
• Source
##### Article: Regularity theory for general stable operators
[Hide abstract]
ABSTRACT: We establish sharp regularity estimates for solutions to $Lu=f$ in $\Omega\subset\mathbb R^n$, being $L$ the generator of any stable and symmetric L\'evy process. Such nonlocal operators $L$ depend on a finite measure on $S^{n-1}$, called the spectral measure. First, we study the interior regularity of solutions to $Lu=f$ in $B_1$. We prove that if $f$ is $C^\alpha$ then $u$ belong to $C^{\alpha+2s}$ whenever $\alpha+2s$ is not an integer. In case $f\in L^\infty$, we show that the solution $u$ is $C^{2s}$ when $s\neq1/2$, and $C^{2s-\epsilon}$ for all $\epsilon>0$ when $s=1/2$. Then, we study the boundary regularity of solutions to $Lu=f$ in $\Omega$, $u=0$ in $\mathbb R^n\setminus\Omega$, in $C^{1,1}$ domains $\Omega$. We show that solutions $u$ satisfy $u/d^s\in C^{s-\epsilon}(\overline\Omega)$ for all $\epsilon>0$, where $d$ is the distance to $\partial\Omega$. Finally, we show that our results are sharp by constructing two counterexamples.
12/2014;
• Source
##### Article: Boundary regularity for fully nonlinear integro-differential equations
[Hide abstract]
ABSTRACT: We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order $2s$, with $s\in(0,1)$. We consider the class of nonlocal operators $\mathcal L_*\subset \mathcal L_0$, which consists of all the infinitesimal generators of stable L\'evy processes belonging to the class $\mathcal L_0$ of Caffarelli-Silvestre. For fully nonlinear operators $I$ elliptic with respect to $\mathcal L_*$, we prove that solutions to $I u=f$ in $\Omega$, $u=0$ in $\mathbb R^n\setminus\Omega$, satisfy $u/d^s\in C^{s-\epsilon}(\overline\Omega)$ for all $\epsilon>0$, where $d$ is the distance to $\partial\Omega$ and $f\in L^\infty$. We expect the H\"older exponent $s-\epsilon$ to be optimal (or almost optimal) for general right hand sides $f\in L^\infty$. Moreover, we also expect the class $\mathcal L_*$ to be the largest scale invariant subclass of $\mathcal L_0$ for which this result is true. In this direction, we show that the class $\mathcal L_0$ is too large for all solutions to behave like $d^s$. The constants in all the estimates in this paper remain bounded as the order of the equation approaches 2.
04/2014;
• Source
##### Article: Pohozaev identities for anisotropic integro-differential operators
[Hide abstract]
ABSTRACT: We establish Pohozaev identities and integration by parts type formulas for anisotropic integro-differential operators of order $2s$, with $s\in(0,1)$. These identities involve local boundary terms, in which the quantity $u/d^s|_{\partial\Omega}$ plays the role that $\partial u/\partial\nu$ plays in the second order case. Here, $u$ is any solution to $Lu=f(x,u)$ in $\Omega$, with $u=0$ in $\mathbb R^n\setminus\Omega$, and $d$ is the distance to $\partial\Omega$.
02/2015;