Function Spaces as Dirichlet Spaces (About a Paper by Maz'ya and ...
Function Spaces as Dirichlet Spaces (About a Paper by Maz'ya and ...
Function Spaces as Dirichlet Spaces (About a Paper by Maz'ya and ...
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12 N. Jacob <strong>and</strong> R. L. Schilling<br />
Analogously, we have<br />
∫ ∞<br />
1<br />
g(s)<br />
s<br />
ds<br />
s = ∫ ∞<br />
=<br />
1<br />
∫ 1<br />
0+<br />
( ∫ ∞<br />
0+<br />
log(1 + r)<br />
r<br />
)<br />
ρ(dr) ds<br />
s + r s<br />
ρ(dr) +<br />
∫ ∞<br />
1<br />
log(1 + r)<br />
r<br />
Now we use that log(1 + r) r, i.e., ∫ 1<br />
log(1 + r)/r ρ(dr) ∫ 1<br />
0+<br />
is finite <strong>by</strong> <strong>as</strong>sumption. Thus,<br />
∫ ∞<br />
1<br />
g(s)<br />
s<br />
Lemma 3.7. Let g(s) = ∫ ∞<br />
0+<br />
that G = ∫ 1<br />
0 g(s)/s ds + ∫ ∞<br />
ds<br />
s < ∞ if, <strong>and</strong> only if, ∫ ∞<br />
µ(t) =<br />
1<br />
log(1 + r)<br />
r<br />
ρ(dr).<br />
0+<br />
ρ(dr) < ∞.<br />
1 ρ(dr) which<br />
s<br />
ρ(dr) be a complete Bernstein function such<br />
s+r<br />
g(s)/s 2 ds < ∞. Then the function<br />
1<br />
∫ t<br />
0<br />
( ∫ ∞<br />
is also a complete Bernstein function with representation<br />
µ(t) =<br />
where the me<strong>as</strong>ure ν is given <strong>by</strong><br />
ν(A) =<br />
∫ 1<br />
0<br />
r<br />
∫ ∞<br />
0+<br />
( ∫ ∞<br />
0<br />
g(s) ds<br />
s 2 )<br />
dr, t > 0, (22)<br />
t<br />
ν(ds) , (23)<br />
s + t<br />
ρ(xy · A) dy<br />
y 2 ) dx<br />
x<br />
for all Borel sets A ⊂ (0, ∞). Alternatively,<br />
∫ ∞<br />
( ∫ 1 ∞<br />
µ(t) = (1 − e −λt 1 − e −λz<br />
)<br />
λ 2 z<br />
0<br />
0+<br />
)<br />
ρ(dz) dλ .<br />
(24)<br />
Proof. Using the fact that all integr<strong>and</strong>s are nonnegative, a straightforward<br />
calculation gives<br />
µ(t) =<br />
=<br />
= t<br />
=<br />
=<br />
∫ t ∫ ∞<br />
0<br />
∫ t<br />
g(s) ds<br />
r s dr<br />
( ∫ 2 ∞<br />
g(ry) dy<br />
1 y y<br />
( ∫ ∞<br />
g(txy)<br />
1 txy<br />
( ∫ ∞<br />
[ ∫ ∞<br />
0<br />
∫ 1<br />
0<br />
∫ 1<br />
0<br />
∫ 1<br />
0<br />
1<br />
0+<br />
( ∫ ∞<br />
[ ∫ ∞<br />
1<br />
0+<br />
) dr<br />
dy<br />
y<br />
r<br />
)<br />
dx<br />
]<br />
t dy<br />
z + txy ρ(dz) y<br />
)<br />
dx<br />
t<br />
s + t ρ(xy · ds) ] dy<br />
y 2 ) dx<br />
x ,