Osaka Journal of Mathematics

Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions

Yuji Kasahara and Shin'ichi Kotani

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Abstract

When two Radon measures on the half line are given, the harmonic mean of their Stieltjes transforms is again the Stieltjes transform of a Radon measure. We study the relationship between the asymptotic behavior of the resulting measure and those of the original ones. The problem comes from the spectral theory of second--order differential operators and the results are applied to linear diffusions neither boundaries of which is regular.

Article information

Source
Osaka J. Math., Volume 53, Number 1 (2016), 221-251.

Dates
First available in Project Euclid: 19 February 2016

Permanent link to this document
https://projecteuclid.org/euclid.ojm/1455892631

Mathematical Reviews number (MathSciNet)
MR3466831

Zentralblatt MATH identifier
1344.60076

Subjects
Primary: 60J60: Diffusion processes [See also 58J65]
Secondary: 40E05: Tauberian theorems, general 34B24: Sturm-Liouville theory [See also 34Lxx]

Citation

Kasahara, Yuji; Kotani, Shin'ichi. Tauberian theorem for harmonic mean of Stieltjes transforms and its applications to linear diffusions. Osaka J. Math. 53 (2016), no. 1, 221--251. https://projecteuclid.org/euclid.ojm/1455892631


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