If Q is a real, symmetric and positive definite $$n\times n$$ n × n matrix, and B a real $$n\times n$$ n × n matrix whose eigenvalues have negative real… Click to show full abstract
If Q is a real, symmetric and positive definite $$n\times n$$ n × n matrix, and B a real $$n\times n$$ n × n matrix whose eigenvalues have negative real parts, we consider the Ornstein–Uhlenbeck semigroup on $$\mathbb {R}^n$$ R n with covariance Q and drift matrix B. Our main result says that the associated maximal operator is of weak type (1, 1) with respect to the invariant measure. The proof has a geometric gist and hinges on the “forbidden zones method” previously introduced by the third author.
               
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