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Radial boundary values of Poisson integrals on infinite-dimensional balls
Boundary Value Problems volume 2016, Article number: 29 (2016)
Abstract
We consider a Gelfand triple \(E'\rightarrow H\rightarrow E\), so that E is a separable complex Banach space with dual \(E'\), and H is its dense Hilbert subspace. We investigate the problem of analytic extensions on an open ball \(\mathcal{Q}\subset E'\) and their radial boundary values in the Hardy spaces \(\mathcal{H}_{\mu}^{p}\) (\(1\le p\le\infty\)) using the Poisson integrals on the unitary group \(U(\infty)\) over H endowed with an invariant probability measure μ. For this purpose, we construct a Poisson-type kernel with the help of the symmetric Fock space Γ generated by H and prove that the set of radial boundary values of these analytic functions entirely coincides with \(\mathcal{H}_{\mu}^{p}\).
1 Introduction
A goal of the current work is to describe a certain type of complex-valued Poisson kernels generated by symmetric Fock spaces and associated Poisson integrals in the case of Hardy spaces in infinite-dimensional settings. This allows us to get a solution of the radial boundary problem for the corresponding analytic extensions.
The main results of the paper are as follows. We consider a Gelfand triple \(E'\rightarrow H\rightarrow E\) consisting of a separable complex Banach space E with dual \(E'\) and a densely embedded Hilbert subspace H. In Section 2 we investigate the space \(\mathcal{H}^{2}\) of analytic functions on an open ball \(\mathcal{Q}\) in \(E'\), which is conjugate-linearly isometric to the symmetric Fock space Γ generated by H. Its orthogonal polynomial basis is described in Section 3.
In Section 4 we introduce an invariant probability Wiener-type measure μ on the infinite-dimensional unitary group \(U(\infty)=\bigcup U(j)\), irreducibly acting in H, where \(U(j)\) are subgroups of unitary \({(j\times j)}\)-matrices. This measure is defined as the projective limit of probability Haar measures \(\mu_{j}\) on \(U(j)\) and is a group analog of probability Wiener measures on Banach spaces, which were introduced by Gross [1]. Its description substantially uses the theory of invariant measures over infinite-dimensional unitary groups developed by Neretin [2] and Olshanski [3].
Using the known Prokhorov criterion and the Schwartz theorem, we show in Theorem 4.1 that μ is invariant under the right actions of \(U^{2}(\infty)\) over \(U(\infty)\) and that μ is a weak limit of a subsequence \((\mu_{j_{k}})\). In Theorem 4.3 a concentration property of the sequence \((\mu_{j})\) is established.
The Hardy spaces \(\mathcal{H}_{\mu}^{p}\) (\(1\le p\le\infty\)) of \(L^{p}_{\mu}\)-integrable complex-valued functions are described in Section 5. An orthogonal polynomial basis in the Hilbert space \(\mathcal{H}^{2}_{\mu}\) is given by Theorem 5.1. Integral formulas for analytic extensions to the open ball \({\mathcal {Q}\subset E'}\) by means of a group generalization of the Paley-Wiener map associated with μ are established in Theorems 6.2 and 8.1.
The tools are applied in Section 8 to describe the radial boundary values of functions defined by the integral Poisson formula. In the space \(\mathcal{H}_{\mu}^{p}\) with \({1\le p<\infty}\) this problem is described by Theorem 8.3. The existence of weak radial boundary values in \(\mathcal{H}_{\mu}^{\infty}\) is established in Theorem 8.4.
Note that the Hardy spaces \(\mathcal{H}^{p}_{\mu}\) of analytic functions on infinite-dimensional polydiscs were considered in the works of Cole and Gamelin [4] and Ørted and Neeb [5]. Similar spaces on more general infinite-dimensional domains that are not necessarily polydiscs were investigated by Pinasco and Zalduendo [6], Carando et al. [7], and others.
2 On analyticity associated with Gelfand triples
Let \((E,\|\cdot\|)\) be a complex separable Banach space, and \(E'\) be its normed dual. Consider a complex separable Hilbert space H with scalar product \({\langle\cdot\mid\cdot\rangle}\) and norm \(\|\cdot\| _{H}=\langle\cdot\mid\cdot\rangle^{1/2}\) such that the sequence of linear mappings \(E'\rightarrow H\stackrel {J}{\looparrowright}E\) forms a Gelfand triple with a continuous dense embedding J.
Denote \(B:= \{h\in{H}\colon\|h\|_{H}<1 \}\) and \(S:= \{h\in {H}\colon\|h\|_{H}=1 \}\). The Hermitian dual \(H^{*}\) of H is identified with H via the conjugate-linear isomorphism \({{}^{*}\colon H^{*}\rightarrow H^{**}=H}\) such that \(\eta(h)={\langle h\mid\eta^{*}\rangle}\) for all \({h\in H}\), \({\eta\in H^{*}}\).
Since the embedding J is dense and H is reflexive, the transpose mapping \({J^{t} \colon E'\rightarrow H^{*}}\) is injective continuous and has the dense range \(\mathscr{R}(J^{t})\).
Fix an orthonormal basis \((e_{j})_{j\in\mathbb{N}}\) in H so that every functional \(e_{j}^{*}={\langle\cdot\mid e_{j}\rangle}\) belongs to \(\mathscr{R}(J^{t})\). Following [6], we define the involution \({}^{\dagger}\colon h\mapsto h^{\dagger}:=\sum\bar{e}_{j}^{*}(h)e_{j}\) for any \(h={\sum e_{j}^{*}(h)e_{j}\in H}\). If \({\eta\in H^{*}}\), then \(\eta^{\dagger}\) is defined so that \((\eta^{\dagger})^{*}=(\eta^{*})^{\dagger}\), that is, \(\eta(h^{\dagger})=\bar{\eta}^{\dagger}(h)\). These involutions in H and \(H^{*}\) are isometric and depend on the basis chosen.
Thus, we have the Gelfand triple \(E'\stackrel{J^{*}}{\rightarrow}H\stackrel {J}{\looparrowright}E\) with an injective covariance operator \({J\circ{J}^{*} \in\mathscr {L}(E',E)}\) such that \({J}^{*}:={{}^{*}\circ{}^{\dagger}\circ{J}^{t}}\), where the injective mapping \(J^{*}\) is continuous and has the dense range \(\mathscr{R}(J^{*})\). The unbounded inverse \(A=({J}\circ{J}^{*})^{-1}\) is defined on the dense domain \(\mathscr{D}(A)=H\) in E. Denote by
the inverse image of the open unit ball B with respect to the injective mapping \({J^{*}\colon E'\rightarrow H}\). Clearly, the set \(\mathcal{Q}\) is the open unit ball in the dual space \(E'\) endowed with the norm \(\|z\|_{J^{*}}:=\|{J}^{*}z\|_{H}\) induced from H.
It is important to note that the set \(\mathcal{Q}\) is also open with respect to the norm topology in \(E'\) because this topology is stronger than that induced by \(J^{*}\), so it contains all open sets induced from H.
Let \(H^{\otimes n}\) be the complete nth tensor power of H endowed with the scalar product \({\langle\psi_{n}\mid\psi'_{n}\rangle} ={\langle h_{1}\mid h'_{1}\rangle\cdots\langle h_{n}\mid h'_{n}\rangle}\) for all \(\psi_{n}={h_{1}\otimes\cdots\otimes h_{n}}\), \(\psi'_{n}={h_{1}'\otimes\cdots \otimes h_{n}'}\in H^{\otimes n}\) and \({h_{i}, h'_{i}\in{H}}\) (\(i=1,\ldots,n\)).
As \(\sigma\colon\{1,\ldots,n\}\mapsto\{\sigma(1),\ldots,\sigma(n)\}\) runs through all n-element permutations, the complete symmetric nth tensor power \(H^{\odot n}\) is defined as the range of \(H^{\otimes n}\) under the orthogonal projector \(S_{n}\colon\psi_{n}\mapsto {h_{1}\odot\cdots\odot h_{n}}:=(n!)^{-1}\sum_{\sigma}{h_{\sigma(1)}\otimes \cdots\otimes h_{\sigma(n)}}\).
As usual, the symmetric Fock space is defined to be the orthogonal sum
of all series \(\psi=\bigoplus_{n}\psi_{n}\) convergent with respect to the norm \(\Vert \cdot \Vert _{\varGamma}= \langle\cdot\mid\cdot \rangle^{1/2}\) defined by the scalar product \(\langle\psi\mid\psi'\rangle=\sum\langle\psi_{n}\mid \psi_{n}'\rangle\).
The set of elements \(h^{\otimes n}:={h\otimes\cdots\otimes h}={h\odot \cdots\odot h}:=h^{\odot n}\) with any \({h\in H}\) is total in \({H}^{\odot n}\) by virtue of the polarization formula for symmetric tensor products \({h_{1}\odot\cdots\odot h_{n}}=(2^{n}n!)^{-1}\sum_{\theta_{1},\ldots,\theta _{n}=\pm1} {\theta_{1}\cdots\theta_{n} h^{\otimes n}}\) with \(h=\sum_{k=1}^{n}\theta_{k} h_{k}\) for any \({h_{1},\ldots, h_{n}\in H}\) (see, e.g., [8], Section 1.5).
Let us consider the Γ-valued function with a total range
which is analytic because \({\|(1-h)^{-\otimes1}\|^{2}_{\varGamma}}={\sum\| h\|^{2n}_{H}}={(1-\|h\|^{2}_{H})^{-1}<\infty}\). Using this function, we define the Hilbert space of analytic complex-valued functions in the variable \({z\in\mathcal{Q}}\), associated with the symmetric Fock space Γ, as
The space \(\mathcal{H}^{2}\) is endowed with the Hilbertian norm \(\Vert \psi^{\star} \Vert _{\mathcal{H}^{2}}:=\Vert \psi \Vert _{\varGamma}\). Note that \(\psi^{\star}(z)=(\psi^{\star}\circ A)(h)\) for all \({h={J}^{*}z\in B }\). The mapping \(\psi\mapsto\psi^{\star}\) is a conjugate-linear isometry from Γ on \(\mathcal{H}^{2}\).
Functions \(\psi^{\star}\in\mathcal{H}^{2}\) are analytic in the variable \(z\in\mathcal{Q}\), as a composition of the analytic Γ-valued function \(z\mapsto (1-{J}^{*}z )^{-\otimes1}\) and the linear continuous functional \({\psi^{*}= \langle\cdot\mid\psi \rangle}\) (see, e.g., [9], Proposition 2.4.2).
3 Orthogonal homogenous polynomials
Denote by \(\lambda=(\lambda_{1},\ldots,\lambda_{j})\in\mathbb{N}^{j}\) with \({\lambda _{1}\ge\lambda_{2}\ge\cdots\ge\lambda_{j}>0}\) a partition of \({n\in\mathbb{N}}\), that is, \(n=|\lambda|:={\lambda _{1}+\cdots+\lambda_{j}}\). Any λ may be identified with a Young diagram of length \(\ell (\lambda)=j\). Let \(\mathbb{Y}\) denote all Young diagrams, and \(\mathbb{Y}_{n}:= \{ \lambda\in\mathbb{Y}\colon|\lambda|=n \}\). Assume that \(\mathbb{Y}\) includes the empty partition \(\emptyset= (0, 0, \ldots)\).
Let \(\mathbb{N}^{\ell(\lambda)}_{*}:= \{\imath= ({\imath_{1}},\ldots,{\imath_{\ell(\lambda)}} )\in \mathbb{N}^{\ell(\lambda)}\colon\imath_{j}\neq \imath_{k}, \forall j\neq k \}\). An orthogonal basis in \(H^{\odot n}\) is formed by the system of symmetric tensor products
with the norm (see [10], Section 2.2.2)
Then \(e^{\odot\mathbb{Y}}:=\bigcup \{e^{\odot\mathbb{Y}_{n}}\colon {n}\in\mathbb{Z}_{+} \}\) forms an orthogonal basis in Γ.
Throughout the paper we assume that there exists a unique sequence \((z_{j}) \subset E'\) such that the elements \({{J}^{*}z_{j}=e_{j}}\) form an orthonormal basis of \(H^{*}\) dual to \((e_{j})\). To any index pair \((\lambda,\imath)\in\mathbb{Y}_{n}\times\mathbb{N}^{\ell (\lambda)}_{\ast}\), we uniquely assign the n-homogenous polynomial
considered as a function in the variable \({z\in E'}\) and defined via the Fourier coefficients \(\zeta_{j}(z):={\langle{J}^{*}z\mid {e}_{j}\rangle}\) of an element \({h={J}^{*}z\in H}\). In other words, \(\zeta^{\lambda}_{\imath}(z)=(\zeta^{\lambda}_{\imath}\circ A)(h)\) where \(\zeta_{j}(z)={\langle{h}\mid{e}_{j}\rangle}\).
Lemma 3.1
The system of n-homogeneous polynomials in the variable \({z\in E'}\),
with norms \(\|\zeta^{\lambda}_{\imath}\|_{\mathcal{H}^{2}}=\|e^{\odot\lambda }_{\imath}\|_{\varGamma}\) forms an orthonormal basis in \(\mathcal{H}^{2}\). Every function \({\psi^{\star}\in\mathcal{H}^{2}}\) for any \({z\in\mathcal{Q}}\) has the following Fourier expansion with respect to \(\zeta^{\mathbb{Y}}\):
Proof
It suffices to observe that the following orthogonality relation holds:
□
Taking into account that \({J}^{*}z=\sum\zeta_{j}(z)e_{j}\) and using the tensor multinomial theorem and (3.1), we obtain the following Fourier decomposition with respect to the basis \({e}^{\odot \mathbb{Y}}\) in Γ:
for all \({z\in\mathcal{Q}}\). Applying this, we conclude that every analytic function \(\psi^{\star}\in \mathcal{H}^{2}\) with \(\psi=\bigoplus_{n}\psi_{n}\in\varGamma\) (\(\psi_{n}\in{H}^{\odot n}\)) has the Taylor expansion at zero
where
are Hilbert-Schmidt polynomials in the variable \({h={J}^{*}z\in H}\) with any \({z\in E'}\).
Lemma 3.2
Each analytic function \(\psi^{\star}\in\mathcal {H}^{2}\) can be uniquely written as
where \(\mathcal{C}(z',z)= \langle (1-{J}^{*}z' )^{-\otimes1}\mid (1-{J}^{*}z )^{-\otimes1} \rangle\) and \(\mathcal{P}(z',z)=\vert \mathcal{C}(z',z)\vert ^{2}/\mathcal{C}(z,z)\).
Proof
From (3.3) it follows that the complex-valued function \(\mathcal{C}(z',z)\) in the variable \({z\in\mathcal{Q}}\) with fixed \({z'\in\mathcal{Q}}\) belongs to \(\mathcal{H}^{2}\). Using that \({J}^{*}z=\sum\zeta_{j}(z)e_{j}\), we obtain
Expanding any \(\psi^{\star}\in\mathcal{H}^{2}\) in the orthogonal series with respect to \(\zeta^{\mathbb{Y}}\), we obtain (3.2). Substituting (3.2) into formula (3.4) and applying Lemma 3.1, we get
So, the first equality in (3.4) holds. If \(\omega^{\star}(z'):= \langle\psi^{\star}(\cdot)\mid\mathcal{C}(z',\cdot)[\mathcal {C}(z',z')]^{-1}\mathcal{C}(\cdot,z') \rangle_{\mathcal{H}^{2}}\), then \(\omega^{\star}(z)=\psi^{\star}(z)\) for all \({z\in\mathcal{Q}}\). As a result, we obtain
Hence, the second equality in (3.4) holds. Finally, the totality in Γ of elements \((1-{J}^{*}z )^{-\otimes1}\) with any \({z\in\mathcal{Q}}\) yields the uniqueness of these representations. □
4 Invariant Wiener measures on \(U(\infty)\)
We still assume that the orthonormal basis \((e_{j})\) of H lies in the range of \({{J}^{*}\colon E'\rightarrow H}\), that is, there exist \((z_{j}) \subset E'\) such that \({{J}^{*}z_{j}=e_{j}}\).
Let \(U(\infty)=\bigcup U(j)\) be the infinite-dimensional unitary matrix group with unit \(\mathbb {1}\). The group \(U(\infty)\) acts irreducibly on H. Denote \(U^{2}(\infty):= {U(\infty)\times U(\infty)}\) and \(U^{2}(j):= U(j)\times U(j)\). The right action on \(U(\infty)\) (similarly, on \(U(j)\)) is defined as
Following [2, 3], we write every \(u_{j}\in U(j)\) with \(j>1\) in the block matrix form \(u_{j}=\bigl [ {\scriptsize\begin{matrix}{} v_{j-1} & a \cr b & t\end{matrix}} \bigr ] \) with \(t\in\mathbb{C}\) corresponding to the partition \(j=(j-1)+1\) so that \(v_{j-1}\) is a \((j-1)\times(j-1)\)-matrix. Consider the projective limit \(\varprojlim U(j)\) taken with respect to the Livšic-type mapping (which is not a group homomorphism)
from \(U(j)\) on \(U(j-1)\), which is Borel and surjective and is commuted with the right action of \(U^{2}(j-1)\) (see [2], Proposition 0.1, [3], Lemma 3.1). In particular, it follows that \(\pi^{j}_{j-1}\colon \bigl [{\scriptsize\begin{matrix}{} v_{j-1} & 0\cr 0 &1 \end{matrix}} \bigr ] \mapsto v_{j-1}\) for all \(v_{j-1}\in U(j-1)\).
Let \(\pi_{j}\colon\varprojlim U(j)\ni(u_{j})\mapsto u_{j}\in U(j)\) be the projection, so that \(\pi_{j-1}={\pi_{j-1}^{j}\circ\pi_{j}}\).
In what follows, every \(U(j)\) is identified with its range under the natural inclusion \(U(j)\looparrowright U(\infty)\) that assigns to any \(u_{j}\in U(j)\) the block matrix \(\bigl [{\scriptsize\begin{matrix}{} u_{j} & 0\cr 0 &\mathbb {1} \end{matrix}} \bigr ] \in U(\infty)\), and let \(U(\infty)\) be endowed with the topology of inductive limit under the natural inclusions \(U(j-1)\looparrowright U(j)\). Accordingly, \(\pi^{j}_{j-1}\) are defined over \(U(\infty)\) as block matrices transformations. Let \(\pi^{k}_{j}:=\pi^{j+1}_{j}\circ\cdots\circ\pi^{k}_{k-1}\) for \({j< k}\) and \(\pi^{k}_{j}\) for \({j= k}\) be the identical mapping over \(U(\infty)\).
Let us consider the dense injective mapping \(\tau\colon U(\infty )\looparrowright\varprojlim U(j)\) that to any \({u_{k}\in U(k)}\) assigns the unique stabilized sequence \((u_{j})\) such that (see [3], n. 4)
Denote by \(U_{\tau}(\infty)\) the group \(U(\infty)\) endowed with the induced topology under the mapping \(\tau\colon U(\infty )\looparrowright\varprojlim U(j)\). From (4.2) it follows that the identical mapping \(U(\infty )\mapsto U_{\tau}(\infty)\) is continuous.
We equip every group \(U(j)\) with the probability Haar measure \(\mu_{j}\). As is well known [2], Theorem 1.6, the image measure \(\pi _{j-1}^{j}(\mu_{j})\) is equal to \(\mu_{j-1}\). In other words, \(\mu_{j-1}(\Omega)={[\mu_{j}\circ(\pi _{j-1}^{j})^{-1}](\Omega)}\) for all Borel sets Ω in \(U(j-1)\). Following [3], Lemma 4.8 and [2], n. 3.1, with the help of the Kolmogorov consistency theorem, we uniquely define on \(\varprojlim U(j)\) the probability Radon measure \(\overleftarrow{\mu}\) as the projective limit of the sequence \((\mu_{j})\) under the mappings \(\pi^{j}_{j-1}\):
where the image \(\pi_{j}(\overleftarrow{\mu})\) is such that \(\mu_{j}(\Omega)=(\overleftarrow{\mu}\circ\pi_{j}^{-1})(\Omega)\) for all Borel sets Ω in \(U(j)\).
Theorem 4.1
There exists a unique probability Radon measure μ on \(U(\infty)\) such that \(\overleftarrow{\mu}(\Omega)=(\mu\circ\tau^{-1})(\Omega)\) for all Borel sets \(\Omega\subset\varprojlim U(j)\) and
where \(C_{b} (U(\infty) )\) is the algebra of bounded continuous complex-valued functions on \(U(\infty)\). Moreover, there exists a subsequence of Haar measures \((\mu_{j_{k}})\) that weakly converges to μ in the sense that
where \(C_{b} (U_{\tau}(\infty) )\) is the subalgebra in \(C_{b} (U(\infty) )\) of continuous functions on \(U_{\tau}(\infty)\).
Proof
Let \(\check{U}(j)\subset U(j)\) be the set of matrices for which \(\{-1\} \) is not an eigenvalue. As is known [3], n. 3, \(\check{U}(j)\) is open in \(U(j)\), and \({\mu_{j}(U(j)\setminus\check{U}(j))}=0\). In virtue of [3], Lemma 3.11, the restrictions \(\pi_{j-1}^{j}\colon\check{U}(j)\rightarrow\check {U}(j-1)\) are continuous and surjective. Define the projective limit \(\varprojlim\check{U}(j)\) under these continuous mappings. Note that \(\pi_{j}\colon\varprojlim\check{U}(j)\rightarrow\check{U}(j)\) are also continuous and surjective.
As is well known (see, e.g., [11], Theorem 6), by the Prokhorov criterion there exists a Radon probability measure μ̌ on \(\varprojlim\check{U}(j)\) such that \(\pi_{j}(\check{\mu})=\mu_{j}\) for all \({j\in\mathbb{N}}\) iff for every \(\varepsilon>0\), there exists a compact set \(\mathcal{K}\) in \(\varprojlim\check{U}(j)\) such that \({(\mu_{j}\circ\pi_{j})(\mathcal{K})}\ge{1-\varepsilon}\) for all \({j\in\mathbb{N}}\). In this case, μ̌ is uniquely determined by the formula
Apply this criterion. Since \(\mu_{k}({U(k)\setminus\check{U}(k)})=0\), \({\sup_{K_{k}\subset\check{U}(k)}\mu_{k}(K_{k})=1}\) as \(K_{k}\) runs over all compact sets in \(\check{U}(k)\). It follows that for every \(\varepsilon>0\), there exists a compact set \({K_{k}\subset \check{U}(k)}\) such that
In accordance with (4.2), we put \(K_{j}:=\pi_{j}^{k}(K_{k})\) for \({j< k}\) and \(K_{j}:= \bigl [ {\scriptsize\begin{matrix}{}K_{k} & 0\cr 0 &\mathbb {1} \end{matrix}} \bigr ]\) for \({j\ge k}\). Taking into account the definition of image measures, we have
Thus, for any compact set \(\mathcal{K}=(K_{j})\subset\varprojlim\check {U}(j)\) such that condition (4.5) for \(K_{k}=\pi_{k}(\mathcal {K})\) with fixed k is satisfied and \(K_{j}=\pi_{j}(\mathcal{K})\) for all other \(j\neq k\) are defined in accordance with (4.2), the following condition holds:
So, the necessary and sufficient conditions of Prokhorov’s criterion are satisfied. Thus, there exists a unique Radon probability measure μ̌ on \(\varprojlim\check{U}(j)\) such that \(\pi_{j}(\check{\mu })=\mu_{j}\) for all \({j\in\mathbb{N}}\) and
because of equalities (4.6). This measure μ̌ can be extended to \(\varprojlim{U}(j)\setminus\varprojlim\check{U}(j)\) as zero since \(\mu_{k}\) is zero on \(U(k)\setminus\check{U}(k)\). Consequently, \(\check{\mu}(\mathcal{K}\cdot g)=\inf_{j}\mu_{j}(K_{j}\cdot g)=\mu_{k}(K_{k}\cdot g)\) for all \({g\in U^{2}(k)}\). The invariance property of the Haar measures \(\mu_{k}\) yields
Hence, μ̌ is invariant under the right actions (see also [2], Proposition 3.2). It remains to note that the uniqueness property of the projective limit \(\varprojlim\mu_{j}\) implies that \(\check{\mu}=\overleftarrow{\mu}\).
The inductive limit \(U_{\tau}(\infty)\) is regular because inclusions \(U(j)\looparrowright U(j+1)\) are compact. Hence, any compact subset of \(U_{\tau}(\infty)\) is contained in a subgroup \(U(k)\) with fixed k. In virtue of (4.7) and the equality \(\check{\mu}=\overleftarrow{\mu}\), we obtain
where the supremum is taken over all compact sets \(\mathcal{K}=(K_{j})\) in \(\varprojlim{U}(j)\) such that \(\tau^{-1}(\mathcal{K})\) coincides with \(K_{k}=\pi_{k}(\mathcal{K})\). By the known Schwartz theorem (see, e.g., [11], Theorem 5) condition (4.9) is necessary and sufficient for the existence of a unique probability Radon measure μ on \(U_{\tau}(\infty)\) such that \(\overleftarrow{\mu}(\Omega)=(\mu\circ\tau^{-1})(\Omega)\) for all Borel sets \(\Omega\subset\varprojlim U(j)\). In other words, the measure \(\overleftarrow{\mu}\) coincides with the image of μ under τ, that is, \(\overleftarrow{\mu}=\tau(\mu)\). By (4.8) and the equality \(\check{\mu}=\overleftarrow{\mu}\),
which directly yields (4.3).
Let \(C_{b} (U_{\tau}(\infty) )\) be endowed with the uniform norm. Since \(U_{\tau}(\infty)\) is metric, the Prokhorov criterion provides the relative compactness property of the sequence \((\mu_{j})\) in the dual space \(C_{b}' (U_{\tau}(\infty) )\) endowed with the weak topology. This gives the equality (4.4) since it holds over the dense subspace \(C_{0} (U_{\tau}(\infty) )\) of functions with compact supports. □
Corollary 4.2
The following integral formulas hold:
Proof
Applying the invariance property (4.3) and the Fubini theorem, similarly to [12], Lemma 2, we get the integral formulas (4.10)-(4.11). □
Consider a concentration property of a relatively compact sequence of Haar measures \((\mu_{j})\) in the case where the corresponding group \(U(j)\) is endowed with the normalized Hilbert-Schmidt metric
This metric is a standard \(\ell^{2}\)-distance between matrices \(u,v\in U(j)\), viewed as elements of a \(j^{2}\)-dimensional Hilbert space, which is normalized so as to make the identity \({(j\times j)}\)-matrix have norm one. The bi-invariance \(d_{HS}(u,v)=d_{HS}(u\cdot g,v\cdot g)\) for all \({g\in U^{2}(j)}\) is a consequence of the trace property \(\mathsf{tr}(uv) = \mathsf{tr}(vu)\). We define the ε-neighborhood of \({K_{j}\subset U(j)}\) by
Theorem 4.3
For every \(\varepsilon>0\) and closed set \(K\subset{U}(\infty)\) such that \(\mu_{j}(K_{j})\ge1/2\) where \(K_{j}:=K\cap U(j)\) for all \({j\in\mathbb{N}}\), the following equalities hold:
Proof
As is well known (see [13]), \((U(j),d_{HS},\mu_{j} )\) forms the Lévy sequence, that is, \({\lim_{j\to\infty}\mu_{j} [(K_{j})_{\varepsilon}]=1}\) for any \(\varepsilon>0\) and any closed set \(K\subset{U}(\infty)\) such that \(\mu_{j}(K_{j})\ge1/2\) for all \({j\in\mathbb{N}}\). The topological space \(U_{\tau}(\infty)\) is completely regular. Hence, the closed set \(K_{\varepsilon}=\overline{\bigcup(K_{j})}_{\varepsilon}\) can be separated by a continuous function. Taking in (4.4) a function \({f\in C_{b} (U_{\tau}(\infty) )}\) such that \({0\le f\le 1}\) where \({f|_{K_{\varepsilon}}\equiv1}\) and \({f|_{U(\infty)\setminus{K}_{\varepsilon+\eta}}\equiv0}\), we obtain
for a weakly convergent subsequence \((\mu_{j_{k}})\). It follows that \(\mu(K_{\varepsilon+\eta})=1\) because \(1=\mu (U(\infty) )\ge\mu(K_{\varepsilon+\eta})\). □
5 Hardy spaces \(\mathcal{H}_{\mu}^{p}\) (\(1\le p\le\infty\))
In what follows, the space of complex functions f on \(U(\infty)\) endowed with the norm
is denoted by \(L^{p}_{\mu}\). It is clear that \(L^{\infty}_{\mu}\looparrowright L^{p}_{\mu}\) and \(\|f\|_{L^{p}_{\mu}}\le\|f\|_{L^{\infty}_{\mu}}\) for all \(f\in{L}^{\infty}_{\mu}\).
We still assume that for any basis element \(e_{j}\) in H, there exist \(z_{j}\in E'\) such that \({{J}^{*}z_{j}=e_{j}}\). By transitivity the orbits \(\{u(e)\colon{u}\in U(\infty) \} \subset S\) do not depend on the choice of \({e\in S\cap\mathscr{R}({J}^{*})}\). Fix an arbitrary \({e\in S\cap\mathscr {R}({J}^{*})}\).
To a pair \((\lambda,\imath)\in\mathbb{Y}\times\mathbb{N}^{\ell(\lambda )}_{\ast}\), we assign the \(\ell(\lambda)\)-dimensional complex subspace \(H_{\imath}= \mathsf{span} \{e_{\imath_{1}},\ldots,e_{\imath_{\ell (\lambda)}} \}\). On the dense subspace \(\bigcup H_{\imath}\) in H there is well defined the \(C_{b} (U(\infty) )\)-valued linear mapping
It can be shown that ϕ may be isometrically extended onto H as an \(L^{2}_{\mu}\)-valued mapping, which is still defined on \(E'\) as \(\phi\circ A\).
Remark 5.1
Note that in the case of a Gaussian measure μ on E there exists a unique extension \(\phi\colon h\mapsto \langle\cdot\mid h \rangle\) from \(\mathscr{R}({J}^{*})\) to the isometric embedding \({H\looparrowright L^{2}_{\mu}}\), which is called the Paley-Wiener map (see, e.g., [14]).
By the polarization formula for symmetric tensor products, to every \(e^{\odot\lambda}_{\imath}\in{e}^{\odot\mathbb{Y}}\) there uniquely corresponds the function
belonging to \(C_{b} (U(\infty) )\) in the variable \({u\in U(\infty )}\), where \(\phi_{\imath_{k}}:=\phi_{e_{\imath_{k}}}\).
We define the Hardy space \(\mathcal{H}_{\mu}^{p}\) (\(1\le p\le\infty\)) with respect to the Wiener measure μ associated with the covariance operator \({J}\circ{J}^{*}\) (resp., its subspace \(\mathcal{H}_{\mu}^{p,n}\) with a fixed \({n\in\mathbb {Z}_{+}}\)) to be the \(L^{p}_{\mu}\)-closed complex linear span of the system
where \(\phi^{\emptyset}_{\imath}\equiv1\). The following theorem for a different case is proved in [12], Theorem 6.
Theorem 5.1
The system \(\phi^{\mathbb{Y}}\) is orthogonal in \(L_{\mu}^{2}\), and
Proof
The orthogonal property \({\phi^{\lambda'}_{\jmath}\perp\phi^{\lambda}_{\imath}}\) with \({|\lambda'|\neq|\lambda|}\) follows from (4.11) since
for any \(\lambda',\lambda\in\mathbb{Y}\setminus\{\emptyset\}\). Let \(|\lambda'|=|\lambda|\) and \(\ell(\lambda')>\ell(\lambda)\) for definiteness. Then there exists an index k with an appropriate nonzero integer \(\lambda'_{k}\) in the diagram \(\lambda'= (\lambda '_{1},\ldots,\lambda'_{k},\ldots,\lambda'_{\ell(\lambda')} )\in\mathbb {Y}\setminus\{\emptyset\}\) such that \(\ell(\lambda)< k\le\ell(\lambda')\). In this case, we have \({\phi^{\lambda'}_{\jmath}\perp\phi^{\lambda}_{\imath}}\) because formula (4.11) implies
Consider the case \(|\lambda'|=|\lambda|\) and \(\ell(\lambda')=\ell (\lambda)\). If \({\phi^{\lambda'}_{\jmath}\neq\phi^{\lambda}_{\imath}}\), then \(\lambda'\neq \lambda\). There exists an index \(0< k\le\ell(\lambda)\) such that \(\lambda'_{k}\neq \lambda_{k}\). Similarly as before, \({\phi^{\lambda'}_{\jmath}\perp\phi^{\lambda}_{\imath}}\) because
Let \(H_{\imath}\) with \(\imath= (\imath_{1},\ldots,\imath_{\ell(\lambda )} )\in\mathbb{N}^{\ell(\lambda)}_{\ast}\) be the \({\ell(\lambda)}\)-dimensional subspace in H spanned by \(\{e_{\imath_{1}},\ldots,e_{\imath_{\ell(\lambda)}} \}\), and \(U(\imath)\) be the unitary subgroup of \(U(\infty)\) acting in \(H_{\imath}\). Let \(g_{\imath}= (\mathbb {1}_{\imath},w_{\imath})\in U^{2}(\imath)\). Using (4.10) with \(U(\imath)\) instead of \(U(j)\) recursively by \({k=1,\ldots,\ell(\lambda)}\), we get
Integrals with the Haar measures \(\mu_{\imath}\) are independent of \(u\in U(\infty)\). Hence,
by the well-known integral formula for unitary groups [15], n. 1.4.9. It remains to note that the last formulas immediately yield (5.3) because \(\int d\mu=1\). □
Theorem 5.1 directly implies that ϕ has an isometric extension onto H and that the following orthogonal expansion holds:
Remark 5.2
In the case of a Gaussian measure μ on E, decomposition (5.4) is called the Wiener-Itô chaos expansion.
6 Inverse integral formulas
The correspondence \(e^{\odot\lambda}_{\imath}\mapsto\phi^{\lambda}_{\imath}\) allows us to define a conjugate-linear isomorphism \(\varGamma\rightarrow\mathcal{H}^{2}_{\mu}\). As a result, the linear isometry \(\varPhi\colon\mathcal{H}^{2}\rightarrow\mathcal{H}^{2}_{\mu}\) and its adjoint \({\varPhi^{*}\colon\mathcal{H}^{2}_{\mu}\rightarrow\mathcal {H}^{2}}\) can be uniquely defined by the change of orthonormal bases
Clearly, \(\varPhi^{*}\colon\phi^{\lambda}_{\imath} \Vert \phi^{\lambda}_{\imath} \Vert ^{-1}_{L^{2}_{\mu}} \mapsto\zeta^{\lambda}_{\imath} \Vert {e}^{\odot\lambda}_{\imath} \Vert ^{-1}_{\varGamma}\) since \(\langle\varPhi\zeta^{\lambda}_{\imath}\mid f \rangle_{{L^{2}_{\mu}}}= \langle\zeta^{\lambda}_{\imath}\mid\varPhi^{*}f \rangle_{\mathcal {H}^{2}}\) for all \({f\in\mathcal{H}^{2}_{\mu}}\). Hence, for any \({\psi^{\star}\in\mathcal{H}^{2}}\) with the Fourier coefficients \(\tilde{\psi}^{\star}{(\lambda,\imath)}\) defined in (3.2), we obtain
In particular, \(\phi_{{J}^{*}z}=\sum\bar{\zeta}_{j}(z)\phi_{e_{j}}\) and \(\|\phi_{{J}^{*}z}\|_{L^{2}_{\mu}}^{2}=\sum|\zeta_{j}(z)|^{2}=\|z\|_{J^{*}}^{2}\) for any \({z\in E'}\). Hence, if \(E'\) is endowed with the norm \(\|\cdot\|_{J^{*}}\), then the embedding
is the isometric extension of (5.1), and its image coincides with the subspace \(\mathcal{H}_{\mu}^{2,1}\).
We call the isometric embedding (6.1) the Paley-Wiener map corresponding to μ.
Thus, the mapping Φ is an isometric extension of the Paley-Wiener map \({\phi\circ A}\) since \(\varPhi|_{E'}={\phi\circ A}\).
Lemma 6.1
The vector-valued functions with respect to the variable \({u\in U(\infty)}\), \(\mathcal{Q}\ni z\mapsto(\varPhi\circ\mathcal{C})(u,z)\) and \(\mathcal{Q}\ni z\mapsto(\varPhi\circ\mathcal{P})(u,z)\), take values in the space \(L_{\mu}^{\infty}\) and may be written as follows:
Proof
Let \({h=J^{*}z}\). The Fourier decomposition \(h=\sum\zeta_{j}(z)e_{j}\) yields \(\phi_{h}=\sum\bar{\zeta}_{j}(z)\phi_{e_{j}}\). Applying Φ to the Fourier decomposition of \(\mathcal{C}(z',z)\) under the variable \({z'\in\mathcal{Q}}\), we obtain
because \(\|e^{\odot\lambda}_{\imath}\|_{\varGamma}^{-2}=n!/\lambda!\) coincide with multinomial coefficients. It follows that \(|(\varPhi\circ\mathcal{C})(u,z)|\le(1-|\phi _{h}|)^{-1}<\infty\) for all \({z\in\mathcal{Q}}\).
Similarly, applying Φ to the Fourier decomposition of \(\mathcal {P}(\cdot,z)\), we obtain
Again using Theorem 5.1, we get
As a result, \((\varPhi\circ\mathcal{C})(\cdot,z)\) and \((\varPhi\circ \mathcal{P})(\cdot,z)\) with \({z\in\mathcal{Q}}\) take values in \(L_{\mu}^{\infty}\). □
Theorem 6.2
For any \({f\in\mathcal{H}^{2}_{\mu}}\), the function
belongs to the space of analytic functions \(\mathcal{H}^{2}\) and has the integral representations
The mapping \(f\mapsto\mathcal{C}[f]\) generated by \(\varPhi^{*}\) produces the isometry \({\mathcal{H}^{2}_{\mu}\simeq\mathcal{H}^{2}}\).
Proof
Consider the orthogonal decomposition with respect to \(\phi^{\mathbb{Y}}\) and its \(\varPhi^{*}\)-image
respectively, where \(\tilde{f}{(\lambda,\imath)}:=\|\phi^{\lambda }_{\imath}\|^{-2}_{L^{2}_{\mu}}\int{f} \bar{\phi}^{\lambda}_{\imath}\,d\mu\) are the Fourier coefficients. Substituting their to \(\mathcal{C}[f]\) and taking into account Lemma 6.1 together with orthogonal properties, we get the first equality in (6.3)
To check the second equality in (6.3), we also apply Lemma 6.1. As a result,
Hence, both integral representations in (6.3) hold. Since \(\mathscr{R}(\varPhi^{*})=\mathcal{H}^{2}\), Lemma 3.2 implies that the mapping \(\varPhi^{*}\colon\mathcal{H}^{2}_{\mu}\ni f\mapsto\mathcal{C}[f]\in\mathcal {H}^{2}\) is surjective. □
Remark 6.1
The \(L_{\mu}^{\infty}\)-valued function \(\mathcal{Q}\ni z\mapsto(\varPhi\circ \mathcal{P})(\cdot,z)\) is a Poisson-type kernel for the infinite-dimensional ball \(\mathcal {Q}\). The second integral formula in (6.3) is a Poisson-type formula over the Hardy space \(\mathcal{H}^{2}_{\mu}\).
Remark 6.2
Since \(\varPhi^{*}\colon\mathcal{H}^{2}_{\mu}\ni f\mapsto\mathcal{C}[f]\in \mathcal{H}^{2}\) is isometric and surjective, the integral formulas (6.3) are inverse to the transform Φ, which is an isometric extension of the Paley-Wiener map \({\phi\circ A}\).
7 Directional derivatives
Now we calculate the directional derivatives of an analytic function \(\psi^{\star}\in\mathcal{H}^{2}\) at any point \({z\in\mathcal{Q}}\):
Consider the projector \(S_{1}\otimes{S}_{n-1}\colon{H}^{\otimes n}\rightarrow{H}\otimes{H}^{\odot(n- 1)}\) and its restriction \(S_{n/1}:=S_{n}|_{H\otimes{H}^{\odot(n- 1)}}\) defined as \(\eta\odot\psi_{n-1}={S}_{n/1}(\eta\otimes\psi_{n-1})\in{H}^{\odot n}\) for all \(\eta\in{H}\) and \(\psi_{n-1}\in{H}^{\odot(n-1)}\). The projector \({S}_{n}\) possesses the decomposition \({S}_{n}={{S}_{n/1}\circ ({S}_{1}\otimes{S}_{n-1})}\). For any \(\lambda\in\mathbb{Y}\) such that \(|\lambda|=n-1\) and \({\imath\in \mathbb{N}^{\ell(\lambda)}}\),
In fact, it suffices to decompose an element of \({H\otimes{H}^{\odot(n- 1)}}\) with respect to the basis elements \(e_{m}\otimes{e}^{\odot\lambda}_{\imath}\).
Define the operator \(\delta_{a,n}\colon{H}^{\odot(n- 1)}\rightarrow {H}^{\odot n}\) for a nonzero \({a\in\mathcal{Q}}\) as
where the last equality is a consequence of the well-known tensor binomial formula \((x+ty)^{\otimes n}=\sum_{m=0}^{n}\binom{m}{n}(ty)^{\otimes m}\odot x^{\otimes(n-m)}\) with any \({x,y\in H}\). Summing over \(n\ge1\), we define
Taking into account that \(\|S_{n/1}\|=n^{-1}\), we obtain
Inequality (7.1) and the totality of \({ \{(1-{J}^{*}z)^{-\otimes1}\colon z\in\mathcal{Q} \}}\) in Γ imply that the adjoint operator \(\delta_{z}^{*}\) of \(\delta_{z}\) on Γ can be defined as \(\delta_{z}^{*}\psi=\bigoplus_{n\ge1}\delta_{z,n}^{*}\psi_{n}\). Here \(\delta_{z,n}^{*}\colon{H}^{\odot n}\ni\psi_{n}\rightarrow\delta_{z,n}^{*}\psi _{n}\in{H}^{\odot(n- 1)}\) is defined as the adjoint operator \(\delta_{z,n}^{*}\) of \(\delta_{z,n}\) on \({H}^{\otimes n}\) via the equality
In fact, the image of \({J}^{*}\) contains all elements \((e_{m})\); hence, \({ \{({J}^{*}z)^{\otimes(n-1)}\colon z\in\mathcal{Q} \}}\) is total in \({H}^{\odot(n- 1)}\). So, by Riesz’s theorem there exists unique \({\delta_{z,n}^{*}\psi_{n}\in {H}^{\odot(n- 1)}}\), and \(\delta_{z,n}^{*}\) is well defined.
As a consequence, from (7.1) we get \(\|\delta_{a}^{*}\psi\|_{\varGamma}\le\|a\|_{{J}^{*}}\|\psi\|_{\varGamma}\) for all \({a\in\mathcal{Q}}\) and \(\psi\in\varGamma\), which means that \({\delta_{a}^{*}\psi\in\varGamma}\). So we have proved the following statement.
Lemma 7.1
For any function \(\psi^{\star}\in\mathcal{H}^{2}\) associated with an element \({\psi\in\varGamma}\), we have that \(\mathfrak{d}_{a}\psi^{\star}\in \mathcal{H}^{2}\) and \(\mathfrak{d}_{a}\psi^{\star}(z)= \langle (1-{J}^{*}z )^{-\otimes 1}\mid\delta_{a}^{*}\psi \rangle\) for all \(a,z\in\mathcal{Q}\).
Theorem 7.2
For any function \(f\in\mathcal{H}^{2}_{\mu}\), we have \(\mathfrak {d}_{a}\mathcal{C}[f]\in\mathcal{H}^{2}\), and the following formula holds:
Proof
First, note that \(f\phi_{{J}^{*}a}\in\mathcal{H}^{2}_{\mu}\) for all \({a\in \mathcal{Q}}\) because \(\phi_{{J}^{*}a}\in\mathcal{H}^{\infty}_{\mu}\). Moreover, \(\mathfrak{d}_{a}\mathcal{C}[f]\in\mathcal{H}^{2}\) by Lemma 7.1. Using the first integral formula (6.3), we can write that
Now we need to prove that, as \(t\to0\),
For a fixed \({z\in\mathcal{Q}}\), we put \(\alpha:=\min\{|1-\bar{\phi}_{{J}^{*}z}(u)|\colon u\in U(\infty)\}\), so \(|1-\bar{\phi}_{{J}^{*}z}(u)|^{2}>\alpha^{2}\),
This yields \(|1-\bar{\phi}_{{J}^{*}(z+ta)}(u)|\ge\alpha-|t\bar{\phi} _{{J}^{*}a}(u)|\ge\alpha/2\) for \(|t\bar{\phi}_{{J}^{*}a}(u)|\le\alpha/2\). It follows that
as \(t\to0\). Hence, the integral formula (7.2) holds. □
8 Radial boundary values
Set \(J^{*}z=rv(e)\) with \({z\in\mathcal{Q}}\), \({0\le r<1}\), and \({v\in U(\infty)}\), where \({e\in S\cap\mathscr{R}(J^{*})}\) is a fixed element. Note that the corresponding complex-valued function
satisfies the equalities \({\phi_{J^{*}z}(u)}={\phi_{rv(e)}(u)}={r\phi _{v(e)}(u)}=r\phi_{e}(v^{-1}u)\) where \(v^{-1}u=u\cdot g\) is defined as the right action with \(g=(\mathbb {1},v)\in U^{2}(\infty)\). In particular, \(\phi_{e}(\mathbb {1})=1\).
We define the Poisson kernel as follows:
The Poisson integral is defined for any function \(f\in\mathcal {H}^{p}_{\mu}\) (\(1\le p\le\infty\)) as
It is easy to see that \(\mathcal{P}_{r}[ \mathsf{Re}\, f]= \mathsf{Re}\,\mathcal{P}_{r}[f]\) for all \(f\in\mathcal{H}^{p}_{\mu}\). The following statement is an extension of Theorem 6.2 to the Hardy space \(\mathcal{H}^{p}_{\mu}\) with an arbitrary \({1\le p\le\infty}\).
Theorem 8.1
For every function \(f\in\mathcal{H}^{p}_{\mu}\) (\(1\le p\le\infty\)), the equalities
hold, where the integrals are analytic in the variable \({z\in\mathcal{Q}}\).
Proof
The space \(\mathcal{H}_{\mu}^{p}\) is defined as the \(L^{p}_{\mu}\)-closed linear span of the orthogonal system \(\phi^{\mathbb{Y}}\). On the other hand, the kernel \(\mathcal{P}_{r}\) is related to the kernel \(\varPhi\circ \mathcal{P}\) in (6.2) by the equalities
where \(\varPhi\circ\mathcal{P}\) is an \(L^{\infty}_{\mu}\)-valued function in the variable z via Lemma 6.1. Therefore, equalities (8.1) hold for any \(f\in\mathcal{H}_{\mu}^{p}\) by orthogonality. The \(L_{\mu}^{\infty}\)-valued function \(\mathcal{Q}\ni z\mapsto(1-\bar{\phi}_{J^{*}z})^{-1}\) is analytic. Hence, the first integral in (8.1) is a complex-valued analytic function in the variable \({z\in\mathcal{Q}}\) as the composition of this \(L_{\mu}^{\infty}\)-valued function and the bounded linear functional \(L_{\mu}^{\infty}\ni g\mapsto\int g f \,d\mu\) with \(f\in\mathcal{H}^{p}_{\mu}\) because the embedding \(L^{\infty}_{\mu}\looparrowright L^{p}_{\mu}\) (\(1\le p\le \infty\)) is continuous. □
Lemma 8.2
For any \(u,v\in U(\infty)\) and \({0\le r<1}\), the kernel \(\mathcal{P}_{r}\) satisfies the conditions
Proof
The first equality is a consequence of the kernel \(\mathcal{P}_{r}\) definition. Putting \({f\equiv1}\) in (8.1) and using the first equality, we obtain the other equalities. □
Theorem 8.3
For every \(f\in L^{p}_{\mu}\) (\(1\le p\le\infty\)), we have \(\Vert \mathcal{P}_{r}[f]\Vert _{L_{\mu}^{p}}\le\|f\|_{L_{\mu}^{p}}\) for all \({r\in[0,1)}\). If, in addition, \({1\le p<\infty}\), then
Proof
First, note that the invariant property (4.3) yields
So, if \(p=\infty\), then \(\Vert \mathcal{P}_{r}[f]\Vert _{L_{\mu}^{\infty}}\le\|f\|_{L_{\mu}^{\infty}}\int\mathcal{P}_{r}(\mathbb {1},s) \,d\mu(s) =\|f\|_{L_{\mu}^{\infty}}\) for all \({f\in L^{\infty}_{\mu}}\).
Let \(1\le p<\infty\). Using the Jensen inequality and the Fubini theorem, we get
for all \(f\in C_{b}(U(\infty))\). Via the denseness of \(C_{b}(U(\infty))\), this inequality holds for all \({f\in L^{p}_{\mu}}\).
By Lemma 8.2, \(\mathcal{P}_{r}[f](v)-f(v)=\int [f(vu)-f(v) ]\mathcal {P}_{r}(\mathbb {1},u) \,d\mu(u)\). Replacing in the previous reasoning \(\mathcal{P}_{r}[f]\) by \(\mathcal {P}_{r}[f]-f\), we similarly get
for all \({f\in L^{p}_{\mu}}\). Under the continuity of the shift operator in \(L_{\mu}^{p}\) (\(1\le p<\infty\)), for every \(r\in[0,1)\), there exists \(\delta>0\) such that \(\int|f(vu)-f(v)|^{p} \,d\mu(v)\le(1-r)^{p}\) for all \(u\in U(\infty)\) such that \(\mathsf{Re}\,\phi_{e}(u)<\delta\). On the other hand, if \(r\to1\), then for every \(\delta>0\), uniformly on \(u,v\in U(\infty)\) such that \(\mathsf{Re}\,\phi_{e}(v^{-1}u)\ge\delta\),
It immediately follows that
This proves the existence of the required limit relation (8.2) for all \(f\in\mathcal{H}^{p}_{\mu}\). □
Theorem 8.4
For all functions \(f\in\mathcal{H}^{\infty}_{\mu}\) and \({\eta\in L^{1}_{\mu}}\),
Proof
Using the Fubini theorem and Theorem 8.3 in the case \(p=1\), we obtain
for any function \({\eta\in L^{1}_{\mu}}\). □
Remark 8.1
The limit relation (8.2) holds for any \(f\in L^{p}_{\mu}\) (\(1\le p<\infty\)). As well, (8.3) holds for any \(f\in L^{\infty}_{\mu}\). However, in these cases the approximating functions \(\mathcal{P}_{r}[f]\) are not analytic but harmonic in a suitable meaning.
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Acknowledgements
I am grateful to the referees for their comments. This work was partially supported by the Center for Innovation and Transfer of Natural Sciences and Engineering Knowledge at the University of Rzeszów.
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Lopushansky, O. Radial boundary values of Poisson integrals on infinite-dimensional balls. Bound Value Probl 2016, 29 (2016). https://doi.org/10.1186/s13661-016-0537-3
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DOI: https://doi.org/10.1186/s13661-016-0537-3