Fractional integration operators of variable order:

Continuity and compactness properties

Mikhail Lifshits Werner Linde

November 19, 2012

arXiv:1211.3826v1 [math.FA] 16 Nov 2012

Abstract
Let : [0, 1] R be a Lebesguealmost everywhere positive function. We consider the
RiemannLiouville operator of variable order defined by
Z t
1
(R() f )(t) := (t s)(t)1 f (s) ds , t [0, 1] ,
((t)) 0

as operator from Lp [0, 1] to Lq [0, 1]. Our first aim is to study its continuity properties.
For example, we show that R() is always bounded (continuous) in Lp [0, 1] provided that
1 < p . Surprisingly, this becomes false for p = 1. In order R() to be bounded in
L1 [0, 1], the function () has to satisfy some additional assumptions.
In the second, central part of this paper we investigate compactness properties of R() .
We characterize functions () for which R() is a compact operator and for certain classes
of functions () we provide orderoptimal bounds for the dyadic entropy numbers en (R() )
.

2010 AMS Mathematics Subject Classification: Primary: 26A33 Secondary: 47B06,

47B07
Key words and phrases: RiemannLiouville operator, integration of variable order, compact-
ness properties, entropy numbers.

1
1 Introduction
Different kinds of integration of variable order were introduced in [25] stimulated by intellectual
curiosity with the hopeful expectation that applications would follow. Actually, it happened
that just few years later the wide field of applications emerged independently in probability
theory under the name of multifractional random processes, see [2, 6, 11], to mention just a few.
These processes are in a natural way related to the integration operators of variable order.
Subsequent development mainly led to considering these integral operators in the spaces of
varable index, such as Lebesgue spaces Lp() and Holder spaces H () , see e.g. [22], [23], [24], as
well as to a theory of differential equations of variable order.
Since our motivation comes from probability theory, we are not interested in such elabo-
rated concepts as Lp() or H () . Instead, we consider the integration operators in conventional
Lp spaces and study their approximation properties those closely related with the important
features of associated random processes. We are aware about only one work [26] relating proba-
bility with fractional integration operators of variable order. However, the operators in [26] are
different from ours and the emphasis there is put on large time scale properties such as long
range dependence.
To be more precise, let : [0, 1] R be a measurable function with (t) > 0 a.e. For a
given function f we define R() f by
t
1
Z
()
(R f )(t) := (t s)(t)1 f (s) ds , t [0, 1] . (1.1)
((t)) 0

The basic aim of the present paper is to describe properties of R() , e.g. as operator in Lp [0, 1],
in dependence of those of (). One of the questions we investigate is in which cases R() defines
a bounded (linear) operator from Lp [0, 1] into Lq [0, 1] for given 1 p, q . Recall that in the
classical case, i.e., if (t) = for some > 0, then this is so provided that > (1/p 1/q)+ .
Moreover, even in the critical case = 1/p 1/q > 0 the classical RiemannLiouville operator
is bounded whenever 1 < p < 1/. If () is nonconstant, we shall prove the following:

Theorem 1.1 Suppose 1 < p . Then for each measurable a.e. positive () the mapping
R() defined by (1.1) is a bounded operator from Lp [0, 1] to Lp [0, 1]. Moreover, the operator
norm of the R() is uniformly bounded, i.e., we have

kR() : Lp [0, 1] Lp [0, 1]k cp (1.2)

with a constant cp > 0 independent of ().

In contrast to the classical case of constant > 0 it turns out that Theorem 1.1 is no longer
valid for p = 1. We shall give necessary and sufficient conditions in order that R() is bounded
in L1 [0, 1] as well. Furthermore, we also investigate the question for which () equation (1.1)
defines a bounded operator from Lp [0, 1] into Lq [0, 1].
If (t) = with > (1/p 1/q)+ , then R is not only bounded from Lp [0, 1] to Lq [0, 1],
it even defines a compact operator. Thus another natural question is whether this is also valid
provided that (t) > (1/p 1/q)+ a.e. We investigate this problem in Section 5. It turns
out that R() acts as a compact operator from Lp [0, 1] into Lq [0, 1] provided that () is well
separated from the border value (1/p 1/q)+ . What happens if () approaches the border
value? We investigate this question more thoroughly for p = q. The answer is that R() is only
compact if () approaches the critical value zero extremely slowly.

2
 Suppose now that () is wellseparated from the border value (1/p 1/q)+ . Hence, R()
is compact and a natural question is how the degree of compactness of R() depends on certain
properties of the underlying function (). We shall measure this degree by the behavior of
the entropy numbers en (R() ). The answer to this question is not surprising: The degree of
compactness of R() is almost completely determined by the minimal value of (), i.e. by
the value 0 := inf 0t1 (t). Extra logarithmic terms improve the behavior of en (R() ) in
dependence of the behavior of () near to its minimum. For example, if (t) = 0 + t for
some , > 0 and 0 > (1/p 1/q)+ , then it follows that
n0
en (R() : Lp [0, 1] Lq [0, 1]) .
(ln n)(0 +1/q1/p)/

Thus, in view of the extra logarithmic term, the entropy behavior of R() is slightly better than
n0 , the behavior of en (R0 ).
To prove entropy estimates for R() we have to know more about the entropy behavior of
classical RiemannLiouville operators. More precisely, suppose R is the classical operator for
some > (1/p 1/q)+ . Then it is known that

C := sup n en (R ) <
n1

where R : Lp [0, 1] Lq [0, 1]. Yet we did not find any information in the literature how these
constants C depend on . We investigate this question in Section 7. In particular, we prove that
the C are uniformly bounded for in compact sets. The presented results may be of interest
in their own right because they also sharpen some known facts about compactness properties of
certain Sobolev embeddings.
The organization of the paper is as follows: In Section 2 we first show that the integral (1.1)
is welldefined for all f L1 [0, 1] and we state some weak form of a semigroup property for
R() . Section 3 is devoted to the question of boundedness of R() . More precisely, we prove the
above stated Theorem 1.1 and also characterize functions () for which R() defines a bounded
operator from Lp [0, 1] into Lq [0, 1]. Let 0 < r < be a given real number and let () be a
function on [0, r] possessing a.e. positive values. Then R() f is welldefined for f Lp [0, r].
We investigate in Section 4 how R() on Lp [0, r] may be transformed into an operator defined
on Lp [0, 1]. In Section 5 we characterize functions () for which R() is a compact operator
in Lp [0, 1]. Here we distinguish between the two following cases: Firstly, the function ()
approaches the border value at zero and, secondly, the critical value of () appears at the right
hand end point of [0, 1]. As already mentioned, in order to investigate compactness properties of
R() we have to know more about those of classical RiemannLiouville operators. We present
the corresponding evaluations in Section 6. Starting with some general upper and lower entropy
estimates for R() , which are presented in Section 7, we obtain in Section 8 sharp estimates for
the entropy numbers en (R() ) for concrete functions ().

Acknowledgement: The authors are very grateful to Thomas Kuhn (Leipzig University) for
very helpful discussions about Proposition 6.3. He sketched an independent proof of (6.5) and
some of his ideas we incorporated in the proof presented here. Furthermore we thank Hermann
Konig (Kiel University) who indicated to us another direct approach (without using Besov
spaces) for estimating an (R ) uniformly.
The research was supported by the RFBRDFG grant 09-01-91331 Geometry and asymptotics
of random structures. Furthermore, the first named author was supported by RFBR grants
10-01-00154a and 11-01-12104-ofi-m.

3
2 Basic properties of R()
Throughout this paper we always assume that : [0, 1] [0, ) is a measurable function
satisfying (t) > 0 for (Lebesgue) almost all t [0, 1]. Our first aim is to show that the
generalized fractional integral (1.1) exists a.e. Before let us introduce the following notation
used throughout this paper: We set

K0 := inf (t) 0.8856031944 . . . . (2.1)

0<t<

Proposition 2.1 For f L1 [0, 1] the function

t
1
Z
()
(R f )(t) := (t s)(t)1 f (s) ds
((t)) 0

is well-defined for almost all t [0, 1].

Proof: For > 0 define the level sets A of () by

A := {t [0, 1] : (t) } .

Then, if f L1 [0, 1], f 0, it follows that

Z  Z t  Z  Z t 
1 (t)1 1 1
(t s) f (s) ds dt (t s) f (s) ds dt
A ((t)) 0 A K0 0
Z 1 Z 1 
1 1 kf k1
(t s) dt f (s) ds
K0 0 s K0

with K0 > 0 defined by (2.1). Hence, whenever f L1 [0, 1], then (R() f )(t) exists for almost all
t A . Consequently, taking Sa sequence (n )n1 tending monotonously toSzero, (R() f )(t) is
well-defined for almost all t
n=1 An . Moreover, by (t) > 0 a.e. the set

n=1 An possesses
Lebesgue measure 1, and this completes the proof. 

Definition 2.1 Given f L1 [0, 1], the function R() f is called the RiemannLiouville frac-
tional integral of f with varying exponent (). In the case of real > 0 we denote by R f
the classical fractional integral of f (in the sense of RiemannLiouville) which corresponds to
R() f with (t) = , 0 t 1.
One of the most useful properties of the scale of classical RiemannLiouville integrals is that
it possesses a semi-group property in the following sense: Whenever , > 0, then we have

R+ = R R .

In the case of non-constant () and () such a nice rule is no longer valid. Only the following
weaker result holds:

Proposition 2.2 ([25], Theorem 2.4) For any () and any > 0 we have

R()+ = R() R .

Proof: The proof is exactly as in the case of real > 0. Therefore we omit it. 
Remark: As already mentioned in [25], neither R R() = R()+ nor R() R() = R()+()
are valid in general.

4
3 Boundedness properties of R()
3.1 R() as an operator in Lp [0, 1] , 1 < p
In the case of real > 0 by (1.1) a bounded linear operator R from Lp [0, 1] into Lp [0, 1] is
defined. Moreover, as easily can be seen (cf. also [1]) it holds
1 1
kR : Lp [0, 1] Lp [0, 1]k
( + 1) K0

for all > 0 and 1 p . Thus it is natural to ask whether or not R() defines also
a bounded operator in Lp [0, 1] for non-constant functions (). The answer to this question
depends on the number p. The positive result was stated in Theorem 1.1. Our next aim is to
prove it.
Proof of Theorem 1.1: The case p = easily follows by
Z t
() 1 kf k kf k
|(R f )(t)| (t s)(t)1 ds kf k .
((t)) 0 ((t) + 1) K0
Suppose now 1 < p < . For each f Lp [0, 1] its maximal function M f (cf. [27], II (3)) is
defined by Z r
1
(M f )(t) := sup |f (t v)| dv , t R .
r>0 2r r

Hereby we extend f to R by f (t) = 0 whenever t / [0, 1]. The basic property of M f is that it
fulfills the so-called HardyLittlewood maximal inequality (cf. [27], Theorem 3.7., Chapter II),
asserting that for each p > 1 there is an Ap > 0 such that

kM f kp Ap kf kp , f Lp [0, 1] . (3.1)

To proceed, choose f Lp [0, 1] with f 0 and a number t [0, 1] for which simultaneously
(t) > 0 as well as (M f )(t) < hold. Note that the set of those numbers t possesses Lebesgue
measure 1. To simplify the notation let us write instead of (t) for a moment. Then we get
Z t Z t
() 1 1 1
(R f )(t) = s f (t s) ds = s1 dt (s) (3.2)
() 0 () 0
where t is the Borel measure on [0, t] with density v 7 f (t v). Let
Z s
Ft (s) := t ([0, s]) = f (t v) dv , 0 s t ,
0

then it follows that

Z t Z t
1
s dt (s) = ( 1)s2 t ([s, t]) ds
0 0
Z t
= ( 1)s2 [Ft (t) Ft (s)] ds
0
Z t
1
= t Ft (t) ( 1) s2 Ft (s) ds . (3.3)
0

By the definition of M f it holds

Ft (s) 2 (M f )(t) s , 0 s t, (3.4)

5
which, in particular, implies that the right hand integral in (3.3) is finite by the choice of t.
Let us first investigate the case 1. Then (3.2), (3.3), and (3.4) imply
t1 2t (M f )(t)
(R() f )(t) 2 t (M f )(t) = . (3.5)
() ()
Now, if 0 < < 1, then (3.2), (3.3) and (3.4) lead to
t
2 t 2 (1 )
Z
()
(R f )(t) (M f )(t) + s1 ds (M f )(t)
() () 0
2 t
= (M f )(t). (3.6)
( + 1)
Combining (3.5) and (3.6) we see that there is a universal c > 0 (we may choose c = 2/K0 ) such
that for almost all t [0, 1]
(R() f )(t) c t(t) (M f )(t) c (M f )(t) .
Consequently, since p > 1, we may apply (3.1) and obtain
kR() f kp c Ap kf kp
for all non-negative functions f Lp [0, 1].
Finally, if f Lp [0, 1] is arbitrary, we argue as follows:

kR() f kp kR() (|f |)kp c Ap k|f |kp = c Ap kf kp

and this completes the proof. Note that the last estimate yields
kR() : Lp [0, 1] Lp [0, 1]k c Ap ,
hence also (1.2) with cp = c Ap . 

Remark: The idea to use maximal function as an estimate for fractional integrals appeared
earlier in [3], for a different purpose.

3.2 R() as an operator in L1 [0, 1]

Inequality (3.1) fails for p = 1. Therefore the previous proof does not extend to that case and it
remains unanswered whether Theorem 1.1 is valid for p = 1. We will prove that the answer is
negative, i.e., there are measurable (), a.e. positive, such that R() is not bounded in L1 [0, 1].
Before doing so, let us mention that (3.1) has the following weak type extension to p = 1 (cf.
[27], Theorem 3.4, Chapter II): There is a constant c > 0 such that for all f L1 [0, 1] we have
kf k1
|{t [0, 1] : (M f )(t) u}| c , u > 0,
u
where, as usual, |A| denotes the Lebesgue measure of a set A R. By the methods developed
in the proof of Theorem 1.1 this yields the following:

Proposition 3.1 There is a universal c > 0 such that for all measurable, a.e. positive () we
have
kf k1
|{t [0, 1] : |(R() f )(t)| u}| c , u > 0.
u
In different words, R() is a bounded operator from L1 [0, 1] into the Lorentz space L1, [0, 1].

6
 The next result gives a first description of functions () for which R() acts as a bounded
operator in L1 [0, 1].

Proposition 3.2 Given () as before, the mapping R() is bounded in L1 [0, 1] if and only if
1
1
Z
sup (t s)(t)1 dt < . (3.7)
0s1 s ((t))

Moreover, in this case

1
1
Z
()
kR : L1 [0, 1] L1 [0, 1]k = sup (t s)(t)1 dt .
0s1 s ((t))

Proof: Suppose first that (3.7) holds. Given f L1 [0, 1] it follows that
Z 1 Z t 
()
 1 (t)1

kR f k1 = 
 ((t)) (t s) f (s) ds dt
0 0
Z 1 Z 1 
1 (t)1
(t s) dt |f (s)| ds
0 s ((t))
Z 1
1
sup (t s)(t)1 dt kf k1 .
0s1 s ((t))
R1 1
Hence, R() is bounded and kR() k sup0s1 s ((t)) (t s)(t)1 dt .
Conversely, if R() is bounded in L1 [0, 1], then
1 Z 1
1 1
Z
sup (t s)(t)1 dt = ess sup0s1 (t s)(t)1 dt
0s1 s ((t)) s ((t))
Z 1 Z 1 
1 (t)1
= sup (t s) dt f (s) ds
kf k1 1,f 0 0 s ((t))

= sup kR() f k1 kR() k ,

kf k1 1,f 0

and this completes the proof. 

Remark: In particular, Proposition 3.2 implies that R() is bounded as operator in L1 [0, 1] if
() is separated from zero, i.e., if inf 0t1 (t) > 0. Of course, this may also be proved directly
by the estimates given in the proof of Proposition 2.1.

Corollary 3.3 For bounded functions () condition (3.7) is equivalent to

Z 1
sup (t) (t s)(t)1 dt < . (3.8)
0s1 s

Proof: This is a direct consequence of Proposition 3.2 and

K0 ((t) + 1) max{1, (1 + 1)}

provided that sup0t1 (t) = 1 < . 

7
Proposition 3.4 Let
1
: 0 < t e1

(t) = | ln t| (3.9)
1 : e1 t 1 ,

Then R() is not bounded in L1 [0, 1].

Proof: We show that (3.8) is violated. This follows by

Z 1 Z e1
sup (t) (t s)(t)1 dt lim (t) (t s)(t)1 dt
0s1 s s0 s
e1
1
Z
lim e1 dt = .
s0 s t | ln t|

Hence R() cannot be bounded in L1 [0, 1]. 

Remark: In view of Proposition 3.1, the Closed Graph Theorem implies the following: If ()
is as in (3.9), then there are functions f L1 [0, 1] such that R() f
/ L1 [0, 1].
For concrete () condition (3.7) might be difficult to verify. Therefore we are interested in
criteria which are easier to handle. Fortunately, under a weak additional regularity assumption
for () such a criterion exists.

Proposition 3.5 Assume that () is bounded and satisfies the following regularity condition:
c1 , c2 > 0 such that

c1 (s) (t) c2 (s), s t min{2s, 1}, 0 s 1 . (3.10)

Then the operator R() is bounded in L1 [0, 1] if and only if

Z 1
(t)t(t)1 dt < (3.11)
0

holds.

Proof: Assume first that (3.11) holds. We will check that the expression in (3.7) is finite. For
any s [0, 1] we have
!
1 min(2s,1) 1
1 1
Z Z Z
(t s)(t)1 dt = + (t s)(t)1 dt .
s ((t)) s min(2s,1) ((t))

For the first integral by (3.10) we obtain

min(2s,1) min(2s,1)
1 1
Z Z
(t s)(t)1 dt (t)(t s)(t)1 dt
s ((t)) K0 s
Z min(2s,1)
1
c2 (s)(t s)c1 (s)1 dt
K0 s
Z 2s
1 c2
c2 (s) (t s)c1 (s)1 dt .
K0 s K 0 c1

8
To estimate the second integral we use (3.11) which implies

1 1
1 1
Z Z
(t s)(t)1 dt (t)(t s)(t)1 dt
min(2s,1) ((t)) K0 min(2s,1)
1  (t)1
1 ts
Z
= (t)t(t)1 dt
K0 min(2s,1) t
Z 1
2
(t)t(t)1 dt
K0 min(2s,1)
1
2
Z
(t)1
(t)t dt < .
K0 0

Thus the supremum in (3.7) is finite and we see that operator R() is bounded in L1 [0, 1].

Conversely, assume that operator R() is bounded in L1 [0, 1]. Then the supremum in (3.7)
is finite and by Fatous lemma and by Proposition 3.2 it follows that
1 1
1 1
Z Z
t(t)1 dt lim inf (t s)(t)1 dt ||R() || < .
0 ((t)) s0 s ((t))

This completes the proof. 

3.3 R() as an operator from Lp [0, 1] to Lq [0, 1]

The aim of this subsection is to investigate the following question: Given 1 p, q , for
which () is R() bounded from Lp [0, 1] into Lq [0, 1] ? Let us first recall the answer to this
question in the case of real > 0 (cf. Theorem 3.5 in [21] and Theorem 383 in [12]).

Proposition 3.6 If > ( 1p 1q )+ , then R is bounded from Lp [0, 1] into Lq [0, 1]. Moreover,
if 1 < p < 1/, then R is also bounded from Lp [0, 1] into Lq [0, 1] in the borderline case
1/q = 1/p .

For variable functions () we have the following result.

Proposition 3.7 Let p > 1 and q < . For any () satisfying (t) > ( p1 1q )+ for almost all
t [0, 1], the operator R() is bounded from Lp [0, 1] into Lq [0, 1] .

Proof: If p q, then we have ( p1 1q )+ = 0. Thus let us take any () > 0 a.e. The operator
R() : Lp [0, 1] Lq [0, 1] may be considered as composition of R() : Lp [0, 1] Lp [0, 1] with
the (bounded) embedding from Lp [0, 1] into Lq [0, 1]. Theorem 1.1 applies to R() as operator
in Lp [0, 1] (recall that we assume p > 1) and we obtain the boundedness of the composition,
hence of R() from Lp [0, 1] into Lq [0, 1].
If p < q, set := 1/p 1/q , hence by assumption (t) > a.e. In view of Proposition
2.2 we may write R : Lp [0, 1] Lq [0, 1] as the composition of R() : Lq [0, 1] Lq [0, 1]
with R : Lp [0, 1] Lq [0, 1]. Proposition 3.6 yields the boundedness of R (recall that our
assumption q < guarantees that p < 1/), while Theorem 1.1 applies to R() and we
obtain the boundedness of the composition. 

9
 Finally, let us briefly dwell on the case q = excluded in the previous proposition. Assuming
() > p1 a.e., that is necessary anyway, in this case we have
 Z t 
()
 1 (t)1

||R : Lp [0, 1] L [0, 1]|| = sup sup   (t s) f (s) ds
||f ||p 1 0t1 ((t)) 0
 Z t 
 1 (t)1

= sup sup  (t s) f (s) ds
0t1 ||f ||p 1 ((t)) 0
Z t 1/p
1 ((t)1)p
= sup (t s) ds
0t1 ((t)) 0
1 1 t(t)1/p
= sup .
(p )1/p 0t1 ((t)) ((t) 1/p)1/p

Hence, the necessary and sufficient condition for boundedness of R() is

sup t(t)1/p ((t) 1/p)1/p < .
0t1

1
In particular, if R() : Lp [0, 1] L [0, 1] is bounded, then () is uniformly separated from p
outside any neighborhood of zero.

4 Scaling properties
The aim of this section is as follows: For a number r > 0 and a function () on [0, r] being
a.e. positive we regard R() as operator from Lp [0, r] into Lq [0, r], i.e., given f Lp [0, r] it holds
t
1
Z
()
(R f )(t) := (t s)(t)1 f (s) ds , 0 t r.
((t)) 0

The question is now, how the operator R() acting on [0, r] may be transformed into a suitable
R() acting on [0, 1] .
To answer this, let us introduce the following notation: For 1 p we define the isometry
Jp : Lp [0, 1] Lp [0, r] by

Jp f (s) := r 1/p f (s/r) , 0 s r,

with the obvious modification for p = . Furthermore, we introduce a function () on [0, 1] by

(t) := (r t) , 0 t 1,

and, finally, a multiplication operator M,r by

(M,r g)(t) := r (t)+1/q1/p g(t) , 0 t 1.

Now we are in position to state and to prove the announced scaling property of R() .

Proposition 4.1 It holds

h i h i
Jq1 R() : Lp [0, r] Lq [0, r] Jp = M,r R() : Lp [0, 1] Lq [0, 1] .

10
Proof: Given a function f Lp [0, 1] elementary calculations lead to
t
1
Z
() 1/p
R (Jp f )(t) = r (t s)(t)1 f (s/r) ds
((t)) 0
t/r
1
Z
= r 11/p (t rs)(t)1 f (s) ds
((t)) 0
t/r
1
Z
(t/r)1/p
= r (t/r s)(t/r)1 f (s) ds
((t/r)) 0
= (Jq M,r R() f )(t) , 0 t r.

This completes the proof. 

Corollary 4.2 If 1 < p , there is a universal cp > 0 such that for all r (0, 1] we have

kR() : Lp [0, r] Lp [0, r]k cp r 0 . (4.1)

Here 0 is defined by 0 := inf 0tr (t) .

Proof: By Proposition 4.1 and Theorem 1.1 it follows that

kR() : Lp [0, r] Lp [0, r]k kM,r : Lp [0, 1] Lp [0, 1]k kR() : Lp [0, 1] Lp [0, 1]k
sup r (t) cp = cp r 0
0t1

because of 0 < r 1. This completes the proof. 

Remark: The preceding result can be easily extended to arbitrary intervals of length less than
one. More precisely, given real numbers a < b a + 1 and a function () on [a, b], a.e. positive,
for any p > 1 it follows

kR() : Lp [a, b] Lp [a, b]k cp (b a)0 (4.2)

with 0 = inf atb (t). Note that R() acts on Lp [a, b] as

t
1
Z
(R() f )(t) = (t s)(t)1 f (s) ds , a t b.
((t)) a

5 Compactness properties of R()

In Section 3 we investigated the the question whether or not R() defines a bounded operator
from Lp [0, 1] into Lq [0, 1]. But it is not clear at all whether this operator is even compact, i.e.,
whether it maps bounded sets in Lp [0, 1] into relatively compact subsets of Lq [0, 1]. Recall that
in the classical case this is so for 1 p, q provided that > (1/p 1/q)+ (cf. Proposition
6.1 below).
We start with an easy observation about the compactness of R() for nonconstant ().

Proposition 5.1 Suppose 0 := inf t[0,1] (t) > (1/p 1/q)+ . Then for all 1 p, q the
operator R() is compact from Lp [0, 1] into Lq [0, 1].

11
Proof: Choose a number with (1/p 1/q)+ < < 0 . By Proposition 2.2 we may represent
R() as
R() = R() R (5.1)
where R maps Lp [0, 1] into Lq [0, 1] and R() acts in Lq [0, 1]. Now R is compact and
R() is bounded. The latter is a consequence of inf 0t1 [(t) ] > 0. Indeed, if q > 1, the
boundedness of R() follows by Theorem 1.1. For q = 1 we may apply Proposition 3.2 to
() . Using (5.1) and the ideal property of the class of compact operators, R() is compact
as well. 
In particular, the preceding proposition tells us that R() is a compact operator in Lp [0, 1]
provided that () is well separated from zero. On the other hand, as is well-known (cf. [21],
Theorems 2.6 and 2.7), whenever f Lp [0, 1], then it follows that

lim kR f f kp = 0
0

as well as
lim (R f )(t) = f (t)
0

for almost all t [0, 1]. In different words, for small > 0 the operator R is close to the
non-compact identity operator in Lp [0, 1]. Thus it is not clear at all whether R() is compact
when we drop the assumption inf t[0,1] (t) > 0. The aim of this section is to show that R() is
compact if () approaches zero very slowly while it is non-compact if (t) is already quite close
to zero in a neighborhood of a critical point, i.e., near to a point where () approaches zero.
We will investigate the two following cases separately:

1. It holds inf t1 (t) > 0 for each > 0, i.e., the critical point of is t = 0.

2. The critical point of is t = 1, i.e., we have inf 0t1 (t) > 0 for each > 0.

We treat both cases in similar way, yet with slightly different methods.

5.1 The critical point t = 0

We begin with a preliminary result which is interesting in its own right.

Proposition 5.2 If 1 < p , then there is a constant c > 0 only depending on p such that
for each 0 < r 1 and each measurable non-negative () on [0, r] it follows that

kR() : Lp [0, r] Lp [0, r]k c sup (2t)(t) . (5.2)

0<tr

Proof: Let us start with the case p = . Here we have

t
1
Z
kR() f k kf k sup (t s)(t)1 ds
0tr ((t)) 0
kf k
sup t(t)
K0 0tr

which proves (5.2) in that case.

12
 Suppose now 1 < p < . In a first step we assume that r = 2N for some integer N 0.
Define intervals In [0, 1] by
h i
In := 2(n+1) , 2n , n = 0, 1, . . .

and denote by Pn the projections onto Lp (In ), i.e., we have Pn f = f 1lIn . Then R() on
Lp [0, 2N ] admits the representation

" #
X X X
R() = Pn R() Pn+m := ()
Rm (5.3)
m=0 n=N m=0

()
where the operators Rm are those in the brackets. In particular, if m 1, then for t In we
have
1
Z
()
(Rm f )(t) = (t s)(t)1 f (s) ds .
((t)) In+m
Suppose now m 2. Then, if t In and s In+m we get

2n2 t s 2n ,

which implies for those t and s that

(t s)(t)1 4 2n((t)1) 4 2n(an 1)

where we set an := inf tIn (t).

Consequently, if t In , then by Holders inequality we conclude that
4 n(an 1)
Z
()
|(Rm f )(t)| 2 |f (s)| ds
K0 In+m
1/p
4 21/p n(an 1) (n+m)/p
Z
p
2 2 |f (s)| ds
K0 In+m
Z 1/p

= c1 2n(an 1) 2(n+m)/p |f (s)|p ds (5.4)
In+m

with c1 := (21/p 4)/K0 . As usual, p is defined by p1 + p1 = 1 and K0 is as in (2.1). Setting
c2 := c1 21/p = 2/K0 , estimate (5.4) yields
Z Z

()
|(Rm f )(t)|p dt cp1 2n1 2np(an 1) 2np/p 2mp/p |f (s)|p ds
In In+m
Z

= cp2 2np an 2mp/p |f (s)|p ds
In+m

where we used n + np np/p = 0. Summing up, for any f Lp [0, 2N ] holds

Z 2N Z

cp2 2mp/p
X
()
|(Rm f )(t)|p dt np an
2 |f (s)|p ds
0 nN In+m
XZ
mp/p
cp2 2 sup 2np an |f (s)|p ds
nN nN In+m

mp/p
cp2 2 sup 2np an kf kpp .
nN

13
In different words, for any m 2 we have
()
kRm k c2 2m/p sup 2nan . (5.5)
nN

Because of p > 1, hence p < , estimate (5.5) implies

" #
X
()
kRm k c3 sup 2nan (5.6)
m=2 nN

m/p
P
where c3 := c2 m=2 2 .
() ()
In view of (5.3) it remains to estimate kR0 + R1 k suitably. Note that

() ()
X
R0 + R1 = Pn R() (Pn + Pn+1 ) ,
n=N

hence we get
Z
() ()
X
k(R0 + R1 )f kpp = |R() (Pn + Pn+1 )f (t)|p dt
n=N In

X Z
= |Rn () (Pn + Pn+1 )f (t)|p dt
n=N In

where n () is the function with


(t) : t In ,
n (t) :=
an : t / In .

Thus
Z
() ()
X
k(R0 + R1 )f kpp kRn () : Lp (In In+1 ) Lp (In In+1 )kp |f (s)|p ds
n=N In In+1
n ()
2 sup kR : Lp (In In+1 ) Lp (In In+1 )k kf kpp . p
(5.7)
nN

Next we want to apply (4.2) to the interval In In+1 and to the operator Rn () . To do
so we observe that |In In+1 | = 3 2n2 and that by the definition of n () it follows that
inf tIn In+1 n (t) = an . Hence (4.2) gives

kRn () : Lp (In In+1 ) Lp (In In+1 )k cp (3 2n2 )an cp 2n an .

Plugging this into (5.7) implies

() ()
kR0 + R1 k c4 sup 2nan (5.8)
nN

with c4 := 21/p cp . Combining (5.8) with (5.6) we arrive at

() ()
X
kR() : Lp [0, 2N ] Lp [0, 2N ]k kR0 + R1 k + ()
kRm k c5 sup 2n an (5.9)
m=2 nN

14
with c5 := c3 + c4 .
In a second step we treat the general case, namely, that 0 < r 1 is arbitrary. Choose
a number N 0 with 2N 1 r 2N and extend to [0, 2N ] by setting (t) := (r)
whenever r t 2N . Clearly, by (5.9) we have

kR() : Lp [0, r] Lp [0, r]k kR() : Lp [0, 2N ] Lp [0, 2N ]k

c5 sup 2n an (5.10)
nN

where as before an = inf{(t) : 2(n+1) t 2n } . For each n N we find tn 2n1 such

that
2n an 2 2n (tn ) .
Note that we may always choose the tn in [0, r] by the way of extending to [0, 2N ]. Clearly
this implies

sup 2n an 2 sup (2n )(tn ) 2 sup (2tn )(tn ) 2 sup(2t)(t) .

nN nN nN tr

The previous estimate combined with (5.10) leads finally to

kR() : Lp [0, r] Lp [0, r]k c sup(2t)(t)

tr

with c := 2 c5 . This completes the proof of the proposition. 

Remark: One should compare estimate (5.2) with that given in (4.1). Estimate (4.1) makes
only sense for inf 0tr (t) = 0 > 0 which we do not suppose in (5.2). On the other hand, if
0 > 0, then (5.2) implies (4.1), but only for 0 < r 1/2 .

We are now ready to state the main result of this section.

Theorem 5.3 Let be a measurable function on (0, 1] with inf t1 (t) > 0 for each > 0.
Suppose 1 < p . If
lim t(t) = 0 , (5.11)
t0

then R() is a compact operator in Lp [0, 1]. Conversely, if we have

lim inf t(t) > 0 , (5.12)

t0

then R() is non-compact.

Before proving Theorem 5.3, let us rewrite it slightly. To this end, define the function by
(t)
(t) := (t) | ln t| , i.e. (t) = , 0 < t , (5.13)
| ln t|
for a sufficiently small > 0. Then the following holds.

Theorem 5.4 If is as in Theorem 5.3, then with defined by (5.13) the following implications
are valid.

lim (t) = = R() is a compact operator in Lp [0, 1] .

t0
lim sup (t) < = R() is a non-compact operator in Lp [0, 1] .
t0

15
Proof of Theorem 5.3 : Let us first assume that condition (5.11) is satisfied. Fix r > 0 and
split R() as
R() = P[0,r] R() + P[r,1] R() .
Here
P[0,r] f := f 1l[0,r] while P[r,1] f := f 1l[r,1] .
Note that P[r,1] R() is compact from Lp [0, 1] into Lp [0, 1]. Indeed, if we define by

(r) : 0 t r
(t) :=
(t) : r t 1

then it follows that

P[1,r] R() = P[1,r] R() .
By the properties of we have
inf (t) > 0 ,
0t1

thus Proposition 5.1 applies and Rr () is compact, hence so is P[r,1] R() .

Observe that P[0,r] R() is nothing else as R() regarded as operator from Lp [0, r] into
Lp [0, r]. Consequently, Proposition 5.2 applies and leads to

kP[0,r] R() k c sup (2t)(t) . (5.14)

0tr

We claim now that (5.11) yields limt0 (2t)(t) = 0. To see this, write
h i1/2 h i1/2
(2t)(t) = (2 t)(t) t(t) t(t)

provided that t 1/4, hence

 1/2
lim sup(2t)(t) lim sup t(t) ,
t0 t0

and by (5.14) condition (5.11) leads to

lim kP[0,r] R() k = 0 .

r0

Thus, as r 0, the operator R() is a limit (w.r.t. the operator norm) of the compact operators
P[r,1] R() , hence it is compact as well. This proves the first part of the theorem.

To verify the second part, we first prove a preliminary result. Let as above In = [2(n+1) , 2n ]
and set
bn := sup (t) , n = 0, 1, . . .
tIn

We start with showing the following: Suppose that

inf 2n bn > 0 , (5.15)

n0

then R() is non-compact. To verify this, set

hn := 2(n+1)/p 1lIn , n = 0, 1, 2, . . . .

16
Then khn kp = 1 and for t In we have
t
2(n+1)/p
Z
R() hn (t) = (t s)(t)1 ds
((t)) 2n1
c1 2n/p (t 2n1 )(t) c1 2n/p (t 2n1 )bn

21/p
where c1 := K0 . From this we derive
Z 2n
k(R() hn )1lIn kpp cp1 2n (t 2n1 )bn p dt
32n2
cp1 2n 2n2 2(n+2) bn p . (5.16)

Using
h i(n+2)/n
2(n+2) bn = 2n bn ,

we see that assumption (5.15) and estimate (5.16) lead to

lim inf k(R() hn )1lIn kp > 0 .

n

But this implies that R() is non-compact. Indeed, if m < n, then (R() hm )(t) = 0 for t In ,
hence for some > 0 we have

kR() hn R() hm kp k(R() hn )1lIn kp

provided that m is sufficiently large. Thus there are infinitely many functions in the unit ball
of Lp [0, 1] such that the mutual distance between their images is larger than > 0. Of course,
an operator possessing this property cannot be compact.
To complete the proof it suffices to verify that (5.12) implies (5.15). Choose tn 2n for
which (tn ) almost attains bn , i.e., for which

2n(tn ) 2 2n bn , n = 0, 1, . . .

Then we get
2n bn 21 2n(tn ) 21 t(t
n
n)
21 inf t(t) . (5.17)
0<t1

By the assumptions about () for any > 0 we have inf t1 t(t) > 0, hence because of (5.17)
condition (5.12) implies (5.15) and this completes the proof. 

Remark: Note that there is only one very special case not covered by Theorem 5.3. Namely,
if we have limt0 (t) = 0, lim inf t0 (t)| ln t| < and lim supt0 (t)| ln t| = .

5.2 The critical point t = 1

We suppose now that inf 0t1 (t) > 0 for each > 0. One might expect that this case can
be transformed into the first one, i.e., in the case that the critical point is t = 0, by an easy time
inversion. But if S : Lp [0, 1] Lp [0, 1] is defined by

(Sf )(t) := f (1 t) , 0 t 1,

17
then we get
1
1
Z
(S R() Sf )(t) = (s t)(t)1 f (s) ds (5.18)
((t)) t

where (t) := (1 t). The problem is that the right hand expression is not R() f . Thus,
although a time inversion transforms the critical point t = 1 of into the critical point t = 0
of , it does not solve our problem because the inversion changes the fractional integral as well.
It is also noteworthy to mention that the operator in (5.18) is not the dual operator of R() ,
hence also a duality argument does not apply here.
Therefore, as far as we see, a time inversion is not useful to investigate the critical case t = 1,
thus we are forced to adapt our former methods to the new situation.
We start with a proposition which is the counterpart of Proposition 5.2 in that case. Its
proof is similar to that of Proposition 5.2, yet the arguments differ at some crucial points.

Proposition 5.5 There is a constant c > 0 only depending on p > 1 such that for any real
0 < r < 1/2 it follows

kR() : Lp [1 r, 1] Lp [1 r, 1]k c max{ sup (2t)(t)/2 , r 1/2p }

0<tr

where as before (t) = (1 t) for 0 t 1.

Proof: The case p = can be treated exactly as in the proof of Proposition 5.2.
Thus let us assume 1 < p < . Again we first suppose that r = 2N for a certain integer
N 1 and split the interval [1 2N , 1] by dyadic intervals In which are this time defined by

In := [1 2n , 1 2(n+1) ] , n = N, N + 1, . . . (5.19)

Then R() on Lp [1 2N , 1] can be represented as

X X
X
() () () ()
R = Pn R Pk = Pn R Pk = Rm
nN nkN m=0
kN

where as before Pn f = f 1lIn and

X
()
Rm := Pn R() Pnm .
n=m+N

In particular, if m 1 and t In with n N + m, then it follows that

1
Z
()
(Rm f )(t) = (t s)(t)1 f (s) ds .
((t)) Inm

Assuming m 2 and n N + m for t In and s Inm one easily gets

2n+m2 t s 2n+m ,

hence

(t)1
(t s)(t)1 4 2n+m (5.20)

18
 4
whenever t and s are as before. With c1 := estimate (5.20) leads for t In to
K0
Z
() n+m (t)1


|Rm f (t)| c1 2 |f (s)| ds
Inm
Z 1/p
n+m (t)1 1/p p


c1 2 |Inm | |f (s)| ds
Inm
Z 1/p
n+m an 1 n+m 1/p p
c2 (2 ) (2 ) |f (s)| ds
Inm

where as above an := inf tIn (t) and c2 := 21/p c1 . Consequently, whenever n N + m and
m 2, with c3 := 21/p c2 = 2/K0 this implies
Z Z
() p p n n+m p/p n+m pan p
|Rm f )(t)| dt c3 2 (2 ) (2 ) |f (s)|p ds
In Inm
Z
p m+mpan npan
= c3 2 |f (s)|p ds
Inm

because of n np/p
+ np = 0 and mp/p mp = m. Summing the last estimate over all
n N + m we arrive at
()
kRm k c3 sup 2m/p 2(n+m)an . (5.21)
nm+N

If an 1/2p, then it follows that

2m/p 2(n+m)an 2m/2p 2nan
while for an 1/2p and n m + N we get
2m/p 2(n+m)an 2m/p 2N/2p .
Thus (5.21) finally leads to

X
()
kRm k c4 max{ sup 2nan , 2N/2p } (5.22)
m=2 nN

with c4 := c3 m/2p .
P
m=2 2
() ()
Our next aim is to estimate kR0 + R1 k suitably. Note that

() ()
X
R0 + R1 = PN R() PN + Pn R() (Pn + Pn1 )
n=N +1
X
= PN R() PN + Pn Rn () (Pn + Pn1 )
n=N +1

where n (t) = (t) for t In and n (t) = an whenever t / In . For f Lp [1 2N , 1] this

implies
Z
() ()
k(R0 + R1 )f kpp kR() : Lp (IN ) Lp (IN )kp |f (s)|p ds
IN

X Z
n () p
+ kR : Lp (In In1 ) Lp (In In1 )k |f (s)|p ds
n=N +1 In In1
()
kR : Lp (IN ) Lp (IN )kp kf kpp
+ 2 sup kRn () : Lp (In In1 ) Lp (In In1 )kp kf kpp . (5.23)
nN +1

19
Since |IN | = 2N 1 2N and |In In1 | = 3 2n1 2n+1 , exactly as in Proposition 5.2
estimates (4.2) and (5.23) imply
h
an i
() ()
kR0 + R1 k c5 2N aN + sup 2n+1 (5.24)
nN +1

with c5 := 21/p cp and cp is the constant in (4.2). Recall that N 1, hence the numbers n in
the supremum of the right hand side of (5.24) satisfy n 2 and we have n1 1
n 2 . Thus (5.24)
leads to
h
(n1)/n i
() ()
kR0 + R1 k c5 2N aN + sup 2nan 2 c5 sup 2nan /2 (5.25)
nN +1 nN

Combining (5.22) with (5.25) gives

kR() : Lp [1 2N , 1] Lp [1 2N , 1]k c6 max{ sup 2nan /2 , 2N/2p } .

nN

where c6 := max{c4 , 2 c5 }.
For arbitrary r (0, 1/2] choose an integer N 1 with 2N 1 r 2N and extend to
[1 2N , 1] by setting (t) := (1 r) whenever 1 2N t < 1 r. Then we conclude

kR() : Lp [1 r, 1] Lp [1 r, 1]k kR() : Lp [1 2N , 1] Lp [1 2N , 1]k

c6 max{ sup 2nan /2 , 2N/2p } . (5.26)
nN

Furthermore, we choose tn [2n1 , 2n ] so that (1 tn ) almost attains the infimum an of

() on In , i.e., that we have
2nan 2 2n(1tn ) .
Hence,

sup 2nan /2 2 sup 2n(1tn )/2 2 sup (2tn )n(1tn )/2 sup (2t)n(t)/2 .
nN nN nN 0<tr

and
2N/2p (2r)1/2p = 21/2p r 1/2p ,
thus (5.26) completes the proof by changing c6 to c := 21/2p c6 . 

Of course, Proposition 5.5 may also be formulated as follows:

Proposition 5.6 For each 1/2 < 1 we have

kR() : Lp [, 1] Lp [, 1]k c max{ sup (2(1 t))(t)/2 , (1 )1/2p } (5.27)

t<1

with c > 0 only depending on p > 1.

Corollary 5.7 For () on [0, r] define Q() on Lp [0, r] by

Z r
() 1
(Q f )(t) := (s t)(t)1 f (s) ds , 0 t r.
((t)) t
If 0 < r 1/2, then it follows that

kQ() : Lp [0, r] Lp [0, r]k c max{ sup (2t)(t)/2 , r 1/2p } .

0<tr

20
Proof: The proof is an immediate consequence of Proposition 5.5 and representation (5.18)
which now may be written as
S R() S = Q()
where (t) := (1 t), while R() is defined on Lp [1 r, 1] and Q() on Lp [0, r]. 

The next result is the counterpart to Theorem 5.3.

Theorem 5.8 Let be a measurable function on [0, 1) so that inf 0t (t) > 0 for each < 1.
Suppose 1 < p . If
lim(1 t)(t) = 0 , (5.28)
t1

then R() is a compact operator in Lp [0, 1]. Conversely, if

lim inf (1 t)(t) > 0 , (5.29)

t1

then R() is non-compact.

Proof: For a given 1/2 < 1 we decompose R() as

R() = P[0,] R() + P[,1] R() .

Now we proceed exactly as in the proof of Theorem 5.3. The operator P[0,] R() is compact
and as before assumption (5.28) implies

lim max{ sup (2(1 t))(t)/2 , (1 )1/2p } = 0 .

1 t<1

In view of (5.27) it follows lim1 kP[,1] R() k = 0, hence, if 1, the operator R() is
approximated by the compact operators P[0,] R() , consequently R() is compact as well.
The second part of the theorem is also proved by similar methods as in Theorem 5.3, yet
with a small change. With the intervals In in (5.19) we define functions hn by

hn = 2(n+1)/p 1lIn , n = 0, 1, 2, . . .

As in the proof of Theorem 5.3 condition (5.29) implies that for some > 0 and n sufficiently
large k(R() hn )1lIn kp . If m < n, then this time the interval Im is on the left hand side of
In , so we get (R() hn )(t) = 0 whenever t Im . Hence,

kR() hm R() hn kp k(R() hm )1lIm kp

provided that m0 m < n for a certain m0 N. Thus the operator R() is non-compact as
claimed. 

6 Entropy estimates for classical RiemannLiouville operators

Given a compact operator S between two Banach spaces E and F , its degree of compactness
is mostly measured by the behavior of its entropy numbers en (S). Let us shortly recall the
definition of these numbers.

21
Definition 6.1 Let [E, k kE ] and [F, k kF ] be Banach spaces with unit balls BE and BF ,
respectively. Given a (bounded) operator S from E into F , its n-th (dyadic) entropy number
en (S) is defined by

n1
2[

en (S) := inf > 0 : y1 , . . . , y2n1 F such that S(BE ) (yj + BF ) .

j=1

Note that S is a compact operator if and only if limn en (S) = 0. Furthermore, the faster
en (S) tends to zero as n , the higher (or better) is the degree of compactness of S. We
refer to [8] or to [10] for further properties of entropy numbers.
Our final aim is to find suitable estimates for en (R() ) in dependence of properties of the
function (). But before we will be able to do this, we need some very precise estimates for
en (R ) in the classical case. We start with citing what is known about the entropy behavior for
those operators. For an implicit proof in the language of embeddings we refer to [10], 3.3.2 and
3.3.3; a rigorous one was recently given in [7], Theorem 5.21. For special p and q the result was
also proved by other authors, for example in [15], [16] or [18].

Proposition 6.1 Suppose 1 p, q and > (1/p1/q)+ . Then there are positive constants
c,p,q and C,p,q such that

c,p,q n en (R : Lp [0, 1] Lq [0, 1]) C,p,q n . (6.1)

The main objective of this section is to improve the right hand estimate in (6.1) as follows:

Theorem 6.2 Suppose 1 p, q .

1. If 1 q p , then for each real b > 0 there is a constant cb > 0 independent of p and
q such that for all n 1 and all (0, b] we have

en (R : Lp [0, 1] Lq [0, 1]) cb n . (6.2)

2. Suppose 1 p < q . Then for all a > 1p 1q and b > a there is a constant ca,b > 0
(maybe depending on p and q) such that for n 1 and a b it follows that

en (R : Lp [0, 1] Lq [0, 1]) ca,b n . (6.3)

Remark: We do not know whether estimate (6.3) even holds with a constant cb > 0 only
depending on b and for all 1p 1q < b.
The proof of Theorem 6.2 needs some preparation. We start with introducing the necessary
notation. A basic role in the proof is played by approximation numbers defined as follows:

Definition 6.2 Given Banach spaces E and F and an operator S from E into F , its nth
approximation number an (S) is defined by

an (S) := inf{kS Ak : A : E F and rank(A) < n} .

22
 For the main properties of approximation numbers we refer to [19] and to [20].
A second basic ingredient in the proof of Theorem 6.2 are some special Besov spaces. To
introduce them we need the following definition: Given f Lp [0, 1] and 0 < h 1, we define
the function h f by

(h f )(t) := f (t + h) f (t) , 0 t 1 h.

Definition 6.3 If 0 < < 1, then the Besov space Bp, consists of all functions f Lp [0, 1]
(continuous f if p = ) for which

kf kp, := kf kp + sup h kh f kp < . (6.4)

0<h1

Now we are in position to state and to prove a first important step in the verification of
Theorem 6.2.

Proposition 6.3 Suppose 0 < < 1 and let Ip : Bp, Lp [0, 1] be the natural embedding.
Then, if 1 p < , it holds
 1/p
2
an (Ip ) 2 n 4 n (6.5)
1 + p

while
an (I ) 2 n 2 n . (6.6)

Proof: With  
j1 j
Ij := , , j = 1, . . . , n ,
n n
we define the operator Pn : Lp [0, 1] Lp [0, 1] as
n Z n Z
X 1lIj (t) X
(Pn f )(t) := f (s) ds =n f (s) ds 1lIj (t) .
Ij |Ij | Ij
j=1 j=1

Of course, it is true that rank(Pn ) = n, hence by the definition of approximation numbers we

get
an+1 (Ip ) kIp Pn Ip k = sup kf Pn f kp . (6.7)
kf kp, 1

To estimate the right hand side of (6.7) let us first treat the case 1 p < . Thus choose any

f Bp, with kf kp, 1. That is, for all 0 < h 1 we have

kf kp + h kh f kp 1

yielding in particular
kh f kp h (6.8)
for all h with 0 < h 1.

23
 Now we are in position to estimate the right hand side of (6.7) as follows:
n Z
X n Z Z
X p
kf Pn f kpp = |f (s) Pn f (s)| ds = n p p
 [f (s) f (t)] dt ds
 
j=1 Ij j=1 Ij Ij
n Z hZ
X ip
np |f (s) f (t)| dt ds . (6.9)
j=1 Ij Ij

An application of Holders inequality to the inner integral gives

hZ ip
Z

Z
|f (s) f (t)| dt |Ij |p/p |f (s) f (t)|p dt = np/p |f (s) f (t)|p dt . (6.10)
Ij Ij Ij

Plugging (6.10) into (6.9) leads to

n Z Z
X Z
kf Pn f kpp n p
|f (s) f (t)| ds dt n |f (s) f (t)|p ds dt
j=1 Ij Ij {|ts|1/n}
Z
= 2n |f (s) f (t)|p ds dt (6.11)
{ts(t+1/n)1}

because of
n
[ n 1o
(Ij Ij ) (t, s) [0, 1]2 : |t s| .
n
j=1

Now (6.11) may also be written as

Z 1 Z (t+1/n)1 Z 1Z
p
2n |f (s) f (t)| ds dt = 2 n |f (t + h) f (t)|p dh dt
0 t 0 0<h(1/n)(1t)
Z Z 1h
= 2n |(h f )(t)|p dt dh
0<h1/n 0
1/n
2
Z
2n hp dh = np
0 p + 1

where the estimate in the last line follows by (6.8). Summing up, we get
 1/p
2
kf Pn f kp n
p + 1

whenever kf kp, 1. Hence it follows

 1/p  1/p
2 2
an+1 (Ip ) n 2 (n + 1) .
p + 1 p + 1

Since a1 (Ip ) = kIp k 1, estimate (6.5) holds for all numbers n 1 and this completes the proof
for p < .
The case p = is even easier. Here we have

|f (t + h) f (t)| h , 1 t 1 h,

24
i.e.,
|f (s) f (t)| h , 0 t, s 1 , |t s| h .
Then we get
Z
kf Pn f k = sup |f (t) (Pn f )(t)| n sup sup |f (t) f (s)| ds
0t1 1jn tIj Ij

n n |Ij | = n .

Now we proceed as in the case p < and arrive at

an (I ) 2 n

as asserted. 
Remark: The fact an (Ip ) n is wellknown (cf. [10]), yet does not suffice for our purposes.
We have to have a uniform upper bound for an (Ip ) as in (6.5) or (6.6), respectively.
Another basic fact will play a crucial role in the proof of Theorem 6.2. It was recently proved
in [7] (cf. Lemma 5.19).

Proposition 6.4 If 0 < < 1, then for each f Lp [0, 1] we have

2 2
kh (R f )kp h kf kp h kf kp .
( + 1) K0
Since
1
kR f kp kf kp ,
K0
by definition (6.4) we get the following result:

Proposition 6.5 If 0 < < 1, then

3
kR f kp, kf kp , f Lp [0, 1] ,
K0
3
i.e., R is a bounded operator from Lp [0, 1] into Bp,
with operator norm kR k K0 .

Now we are ready to prove Theorem 6.2.

Proof of Theorem 6.2: We start with the case 1 q p . Then (1/p 1/q)+ = 0,
hence for any > 0 the operator R is compact from Lp [0, 1] into Lq [0, 1]. In particular, R
maps Lp [0, 1] into Lp [0, 1], hence, if Ip,q denotes the natural embedding from Lp [0, 1] to Lq [0, 1]
it follows that

(R : Lp [0, 1] Lq [0, 1]) = Ip,q (R : Lp [0, 1] Lp [0, 1]) ,

which yields

en (R : Lp [0, 1] Lq [0, 1]) kIp,q k en (R : Lp [0, 1] Lp [0, 1]) = en (R : Lp [0, 1] Lp [0, 1]) .

Consequently, it suffices to verify (6.2) in the case q = p.

In a first step we suppose 0 < b < 1. Then Propositions 6.3 and 6.5 apply and lead to

an (R ) kR : Lp [0, 1] Bp,

k an (Ip ) c0 n

25
where, for example, c0 may be chosen as 12/K0 . Now, if 1 b < 2 and b, we get
h i2
/2
a2n1 (R ) an (R ) c20 n ,

hence
an (R ) 2 c20 n 2b c20 n
provided that 0 < b. Iterating further for each b > 0 there is a Cb > 0 with

an (R ) Cb n (6.12)

with Cb independent of p.
Next we refer to Theorem 3.1.1 in [8] which asserts the following: Let S be an operator
between real Banach spaces E and F . For each 0 < < there is a constant C > 0 such that
for all N 1 it follows that

sup n en (S) C sup n an (S) .

1nN 1nN

Hereby C may be chosen as C = 27 (32(2 + )) .

Applying this result together with (6.12) gives for each N 1 that

sup n en (R ) C sup n an (R ) C Cb
1nN 1nN

provided that 0 < b. Since C b := sup0<b C < , this implies (note that N 1 is
arbitrary)
en (R ) cb n
with constant cb := C b Cb only depending on b. This completes the proof of the first part of
Theorem 6.2.
We turn now to the proof of (6.3). Here 1/p 1/q > 0, hence R is compact from Lp [0, 1] to
Lq [0, 1] only if > 1/p 1/q . Take any pair a, b of real numbers with 1/p 1/q < a < b <
and choose (a, b] arbitrarily. Then we may decompose R as follows:

(R : Lp [0, 1] Lq [0, 1]) = (Ra : Lp [0, 1] Lq [0, 1]) (Ra : Lp [0, 1] Lp [0, 1]). (6.13)

Because of a > 1/p 1/q the operator Ra on the right hand side of (6.13) is compact and by
(6.1) we have
en (Ra ) Ca,p,q na . (6.14)
On the other hand, Ra maps Lp [0, 1] into Lp [0, 1]. Since 0 < a b a, the first part of
Theorem 6.2 applies to a, hence (6.2) gives

en (Ra ) cba n(a) . (6.15)

In view of (6.13) estimates (6.14) and (6.15) imply

e2n1 (R ) en (Ra ) en (Ra ) Ca,p,q cba n

leading to
en (R ) 2 Ca,p,q cba n ca,b n

26
with ca,b = 2b Ca,p,q cba . This being true for all a < b proves (6.3) and completes the proof
of Theorem 6.2. 

The next corollary of Theorem 6.2 will not be used later on. But we believe that it could be
of interest in its own right because it shows that also the constants c,p,q on the left hand side
of (6.1) may be chosen uniformly.

Corollary 6.6 Let b > (1/p 1/q)+ be a given real number. Then there is a constant b,p,q > 0
such that for all (1/p 1/q)+ < b it follows that

b,p,q n en (R : Lp [0, 1] Lq [0, 1]) .

Proof: Choose an arbitrary with (1/p 1/q)+ < < b. By Proposition 6.1 we have

cb,p,q (2n 1)b e2n1 (Rb ) en (R ) en (Rb )

where Rb is regarded as operator from Lp [0, 1] to Lp [0, 1] and R as operator from Lp [0, 1]
into Lq [0, 1]. Next we apply Theorem 6.2 to Rb . Note that 0 < b < b, hence (6.2) implies

en (Rb ) cb n(b) .

Combining these two estimates leads to

2b cb,p,q c1
b n

en (R )

which completes the proof with b,p,q = 2b cb,p,q c1

b . 

7 General entropy bounds for R()

7.1 Upper bounds
Proposition 6.1 asserts that the degree of compactness of R becomes better along with the
growth of the integration order . This observation suggests the following:
If : [0, 1] [0, ) is a measurable function with

0 := inf (t) > (1/p 1/q)+ , (7.1)

0t1

then the entropy numbers en (R() ) should decrease at least as fast as en (R0 ). Our first result
says that this is indeed valid.

Proposition 7.1 Suppose that 0 , the infimum of (), satisfies (7.1). Then, if q > 1, it follows

en (R() : Lp [0, 1] Lq [0, 1]) c n0 . (7.2)

If 1 < q p , the constant c > 0 in (7.2) may be chosen uniformly for all 0 b while for
1 p < q this is valid for all 1/p 1/q < a < b < and 0 [a, b]. Moreover, in this
case it might be that c > 0 also depends on p and q.

27
Proof: Let us start with the slightly more complicated case p < q. In view of (7.1) we may
choose a number a satisfying 1/p 1/q < a < 0 . Suppose, furthermore, 0 b for a given b.
Next we take any [a, 0 ) and write R() as

R() = R() R (7.3)

where R : Lp [0, 1] Lq [0, 1] and R() acts in Lq [0, 1]. Because of [a, b] we may apply
Theorem 6.2. Consequently, there is a constant ca,b > 0 (maybe depending also on p and q)
such that
en (R : Lp [0, 1] Lq [0, 1]) ca,b n . (7.4)
Furthermore, inf 0t1 [(t) ] > 0, hence, since q > 1, Theorem 1.1 shows

kR() : Lq [0, 1] Lq [0, 1]k cq . (7.5)

It is important to know that cq may be taken independent of . Combining (7.3), (7.4) and
(7.5) leads to
en (R() ) kR() k en (R ) cq ca,b n .
This being true for all a < 0 allows us to take the limit 0 and proves the proposition
for p < q.
The case 1 < q p follows by the same arguments. The only difference is that here we
may choose arbitrarily in (0, 0 ) because in this case the first part of Theorem 6.2 applies. 

Remark: If (t) > 0 a.e. and if () 0 satisfies (3.7), then Proposition 7.1 also holds for
q = 1. Note that in this case we may choose = 0 . Then Proposition 3.2 applies and leads to
kR()0 : L1 [0, 1] L1 [0, 1]k < . Writing R() = R()0 R0 gives directly the desired
estimate.
Suppose now that () attains its infimum 0 at a single point. Then it is very likely that
the entropy numbers en (R() ) even tend faster to zero than those of R0 . We shall investigate
this question for increasing functions ().

Proposition 7.2 Suppose 1 p and 1 < q . If () is nondecreasing so that

0 = (0) > (1/p 1/q)+ , then for each r (0, 1) and integers n1 and n2 it follows that
 
(0) (0) (r)
en1 +n2 1 (R() ) c1 r (0)+1/q1/p n1 + en2 (Rr () ) c2 r (0)+1/q1/p n1 + n2
(7.6)
where 
(t) : r t 1
r (t) = (7.7)
(r) : 0 t < r .
If p q, the constants c1 and c2 may be chosen independent of p and q, only depending on
b > 0 whenever (t) b. In the case q < p the constants c1 , c2 > 0 probably depend on
p and q and may be chosen uniformly for functions () satisfying a (t) b for some
(1/p 1/q)+ < a < b < .
Proof: Let P[0,r] and P[r,1] be the projections defined by

P[0,r] := f 1l[0,r] and P[r,1] f := f 1l[r,1]

respectively. Then we get

R() = P[0,r] R() + P[r,1] R() = P[0,r] R() P[0,r] + P[r,1] Rr ()

28
with r () defined by (7.7). Consequently we obtain
en1 +n2 1 (R() ) en1 (P[0,r] R() P[0,r] ) + en2 (P[r,1] Rr () )
en1 (P[0,r] R() P[0,r] ) + en2 (Rr () ) . (7.8)
Observe that P[0,r] R() P[0,r] is nothing else as R() regarded from Lp [0, r] to Lq [0, r]. Hence
Proposition 4.1 applies and gives
(0)
en1 (P[0,r] R() P[0,r] ) kM,r k en1 (R() ) c r (0)+1/q1/p n1 (7.9)
where the last estimate follows by Proposition 7.1 because of
inf (t) = inf (t r) = (0) .
0t1 0t1

Plugging (7.9) into (7.8) proves the first estimate in (7.6).

Another application of Proposition 7.1, yet this time with r (), finally implies
r (0) (r)
en2 (Rr () ) c n2 = c n2
and this gives the second estimate in (7.6). This completes the proof. 

Let us state now a useful corollary of Proposition 7.2 .

Corollary 7.3 Let 0 = r0 < r1 < <Prm = 1 be a partition of [0, 1]. Furthermore, let
n1 , . . . , nm be given integers and set N := m
j=1 nj . Then it follows that
m
(rj1 )+1/q1/p (rj1 )
X
eN m+1 (R() ) c rj nj . (7.10)
j=1

Here the constant c > 0 neither depends on the nj and the integer m nor on the choice of the
partition.
Proof: An application of Proposition 7.2 with r1 and for n1 and n2 = m
P
j=2 nj m + 2 gives
(0)+1/q1/p (0)
eN m+1 (R() ) = en1 +n2 1 (R() ) c r1 n1 + en2 (Rr1 () ) . (7.11)
Recall that r1 (t) = (r1 ) if 0 t r1 and r1 (t) = (t) whenever r1 t 1.
Next r1 () . Define n by
Pmwe apply again Proposition 7.2 , yet this time with r2 and for R 3
n3 = j=3 nj m + 3. If r2 is given by r2 (t) = r1 (r2 ) = (r2 ) whenever 0 t r2 and
r2 (t) = (t) otherwise, then we get
(r1 )+1/q1/p (r1 )
en2 (Rr1 () ) = en2 +n3 1 (Rr1 () ) c r2 n2 + en3 (Rr2 () ) . (7.12)
Plugging (7.12) into (7.11) by r0 = 0 we obtain
(r0 )+1/q1/p (r0 ) (r1 )+1/q1/p (r1 )
eN m+1 (R() ) c r1 n1 + c r2 n2 + en3 (Rr2 () ) .
Proceeding further we end up with
m1
(rj1 )+1/q1/p (rj1 )
X
eN m+1 (R() ) c rj nj + enm (Rm () ) . (7.13)
j=1

But Proposition 7.1 yields (recall rm = 1)

enm (Rm () ) c n(r
m
m1 ) (rm1 )+1/q1/p (rm1 )
= c rm nm .
Plugging this into (7.13) completes the proof. 

29
7.2 Lower bounds
The basic aim of this subsection is to prove the counterpart of Proposition 7.2 in the case that
() is bounded from above.

Proposition 7.4 Assume that sup0tr (t) 1 for some 0 < r 1. Then for n N it
follows that
en (R() : Lp [0, r] Lq [0, r]) Cn1 r 1 +1/q1/p (7.14)
for some C = C(1 , p, q) > 0 independent of n and r.
Proof: We fix n and split [0, r] as
n  
[ (j 1)r jr
[0, r] = Ij , Ij := , .
n n
j=1

Introduce the related bases

j,p := (n/r)1/p 1lIj , j,q := (n/r)1/q 1lIj .

Than we can identify np with span (j,p )nj=1 Lp [0, r] and nq with span (j,q )nj=1 Lq [0, r].

We also need the averaging operator

An : Lq [0, r] nq

acting by
n
Z
(An g)(s) := g(t) dt, s Ij .
r Ij

By using ||An || 1 we make the first estimate

en (R() : Lp [0, r] Lq [0, r]) en (An R() : Lp [0, r] nq ) en (An R() : np nq ). (7.15)

Now we arrived to an operator acting in ndimensional Euclidean space through a triangular

matrix := (ij )ni,j=1 , i.e.
n
X
An R() j,p := ij i,q
i=1
where ij = 0 whenever i < j and
t
1
Z Z
1/q 1/p
jj = (n/r) (n/r) (n/r) (t u)(t)1 du dt .
Ij ((t)) (j1)r
n

We are not interested in evaluation of ij whenever i > j. Note that

1 (t)
Z 
jj = (n/r) 1/q+1+1/p
t (j1)r
n dt
Ij ((t) + 1)
1 r  r 1
(n/r)1/q+1+1/p
C1 2n 2n
1/q+1/p1
= C2 (n/r) ,

where
C1 := max ((t) + 1) max (a) = max{1, (1 + 1)}.
0t1 1a1 +1

30
Now we apply the volumic argument. By the triangular nature of the matrix we see that for
any Borel set D np it is true that
   n
voln An R() (D) C2 (n/r)1/q+1/p1 voln (D).

Apply this to D = Bpn , the unit ball of np . Assuming that its image An R() (Bpn ) is covered by
2n balls of radius > 0 in nq we get a volumic inequality
 n  
voln (Bpn ) C2 (n/r)1/q+1/p1 voln An R() (Bpn )
 n
C2 (n/r)1/q+1/p1 2n n voln Bqn .

It follows that

!1/n
voln Bpn C2

(n/r)1/q+1/p1 ,
voln Bqn 2

By letting en+1 (An R() ) we also obtain

!1/n
voln Bpn C2
en+1 (An R() )
(n/r)1/q+1/p1 ,
voln Bqn 2

Given that (see e.g. [14])

 

1/n 2 1 + 1q
1/n
voln Bqn =  1/n n
1/q
, resp. voln Bpn n1/p ,
n
q +1

we obtain the bound

en (An R() ) en+1 (An R() ) c n1 r 1 +1/q1/p .

It remains to merge it with (7.15), and we obtain the desired bound (7.14). 
Remark: The idea to prove lower entropy bounds by volume estimates for triangular matrices
was already used in [17] for the case p = 2 and q = .

8 Examples
Example 1. Consider the function

(t) = 0 + t , 0 t 1, (8.1)

for some , > 0 and 0 > (1/p 1/q)+ . This is the most typical type of behavior around a
single critical point. It was studied, for example, in [9, 13]. Here we will prove the following:

Proposition 8.1 Let () be as in (8.1). Then there are constants c, C > 0 such that

c n0 C n0
en (R() : Lp [0, 1] Lq [0, 1]) . (8.2)
(ln n)(0 +1/q1/p)/ (ln n)(0 +1/q1/p)/

31
Proof: Let us start with proving the right hand estimate in (8.2). To this end we will apply the
iterative bound (7.10) for estimating the entropy numbers of R() . For n 3 let m := 1 + [ln n]
and set (
j
1/
: 0j m1
rj := ln n
1 : j=m
as well as  
n
nj := , 1 j m.
j2
Clearly, we have
m
2 X
n 2n.
nj
6
j=1

Notice also that n 3 yields nj = [n/j 2 ] [n/m2 ] = n/(1 + ln n)2 1.

 

Now we start the evaluation of each term of the sum (7.10). Because of rj 1 we get

(rj1 )+1/q1/p +1/q1/p j (0 +1/q1/p)/

rj rj 0 , 1 j m.
(ln n)(0 +1/q1/p)/

On the other hand, with 1 := sup0t1 (t) = 0 + we have

 (rj1 )
(r ) n
nj j1 (2j 2 )1 n(rj1 )
2j 2
= (2j 2 )1 n0 n(j1)/ ln n = (2j 2 )1 n0 e(j1) .

By summing up the bounds it follows that

m m
X (rj1 )+1/q1/p (rj1 ) n0 X
rj nj (2j 2 )1 j (0 +1/q1/p)/ e(j1)
j=1
(ln n)(0 +1/q1/p)/ j=1
C1 n0

(ln n)(0 +1/q1/p)/

where

X
C1 = C1 (0 , , ) := (2j 2 )1 j (0 +1/q1/p)/ e(j1)
j=1

X
= 20 + j 20 +2+(0 +1/q1/p)/ e(j1) .
j=1

Finally recall that (7.10) yields

m
(rj1 )+1/q1/p (rj1 )
X
eN m+1 (R() ) c rj nj
j=1
Pm
where N = j=1 nj . In our case we have N m + 1 2n, hence it follows

C2 n0
e2n (R() ) eN m+1 (R() )
(ln n)(0 +1/q1/p)/

32
implying
C n0
en (R() )
(ln n)(0 +1/q1/p)/
where C > 0 depends on , and b whenever 0 < 0 b.
1
Next we prove the lower estimate in (8.2). Our aim is to apply (7.14) with r := (ln n)1/
and
1 = (r). Since

(r) = 0 +
ln n
it follows
n(r) = e n0
while
 
(r)+1/q1/p 1 1 ln n 1 1
r =
(ln n)(0 +1/q1/p)/ ln n 2 (ln n)(0 +1/q1/p)/
for n sufficiently large. Thus Proposition 7.4 leads to
en (R() : Lp [0, 1] Lq [0, 1]) en (R() : Lp [0, r] Lq [0, r])
c n0
C r (r)+1/q1/p n(r)
(ln n)(0 +1/q1/p)/
as asserted. This completes the proof. 

Remark: Using estimate (7.6) in the proof of the upper bound in (8.2) instead of (7.10), we
only get the weaker
ln ln n (0 +1/q1/p)/
 
() 0
en (R ) C n .
ln n
This shows that the iteration formula (7.10) is in fact necessary to obtain the right order.
Example 2. Consider the function
(t) = 0 + | ln t|
+ , 0 t 1, (8.3)
for some , > 0 and 0 > 0. Here we will prove the following:

Proposition 8.2 Let () be as in (8.3). Then there are constants c, C > 0 such that
 
(0) /(1+) + 1 1/(1+)
cn exp 0 ( ln n) (1 + o(1))
/(1+)
n o
/(1+)
en (R() : Lp [0, 1] Lp [0, 1]) C n0 exp 0 ( ln n)1/(1+) . (8.4)
 1/(1+)
Proof: By choosing ln r := ln0 n in (7.6) for n we obtain the upper bound in (8.4).
 1/(1+)
By choosing ln r := ln0 n in (7.14) we obtain the lower bound in (8.4). 
Remark: The degree of ln n under the exponents in (8.4) is the same for for the lower and the
upper bound, but the constants are not. It is possible that this gap can be bridged by using
more delicate estimates like (7.10) and analogous refinements of (7.14).
Example 3. Consider the function
(t) := 0 + exp{t }, 0 t 1, (8.5)
for some , > 0 and 0 > 0. Here we will prove the following:

33
Proposition 8.3 Let () be as in (8.5). Then there are constants c, C > 0 such that

c n0 (ln ln n)0 / en (R() : Lp [0, 1] Lp [0, 1]) C n0 (ln ln n)0 / . (8.6)

  1/
Proof: By choosing r := 1/ ln 0 lnlnlnnln n in (7.6) we obtain the upper bound in (8.6).
By choosing r := 1/ (ln ln n)1/ in (7.14) we obtain the lower bound in (8.6). 

Example 4. In contrast to the previous examples, this one relies not on Proposition 7.2 and
Corollary 7.3, but on Proposition 5.2 and Theorem 5.3, respectively. Let () be a function on
(0, 1] with inf t1 (t) > 0 for each > 0. If
lim (t) | ln t| = ,
t0

then Theorem 5.3 implies that the operator R() is compact in Lp [0, 1], Moreover, by

R() = P[0,r] R() P[0,r] + P[r,1] R()

it follows that
en (R() ) kP[0,r] R() P[0,r] k + en (P[r,1] R() ) .
Proposition 5.2 tells us that kP[0,r] R() P[0,r] k c sup0<tr (2t)(t) . Suppose now that () is
nondecreasing. Under this assumption Proposition 7.1 yields
en (P[r,1] R() ) c n(r) .
Summing up, we arrive at
 
en (R() ) c sup (2t)(t) + n(r) (8.7)
0<tr

for each 0 < r 1.

For 0 < < 1 regard now () defined by
| ln t| : 0 < t e1

(t) =
1 : e1 t 1 .

Applying (8.7) with r = n1 leads to

1
en (R() ) c n(ln n) = c e(ln n) .

Final remarks: To the best of our knowledge, in this paper for the first time continuity and
compactness properties of fractional integration operators with variable order are investigated.
Thus it is quite natural that some important questions remain open. Let us set up a list of the
most interesting ones.
1. In view of Propositions 7.1 and 7.4 the following question arises naturally. Let () and
() be two measurable functions such that (t) (t) for almost all t [0, 1]. Suppose
furthermore 0 = inf 0t1 (t) satisfies 0 > (1/p 1/q)+ , hence R() is a compact
operator from Lp [0, 1] into Lq [0, 1]. Does this imply

en (R() ) c en (R() )
with a certain constant c > 0 only depending on p and q ?

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 2. If 1/2 < < 3/2, then the classical RiemannLiouville operator R is tightly related to
the fractional Brownian motion BH where H = 1/2. The link between these two
objects is the integration operator V : L2 (R) L [0, 1] defined by
0
1
Z

(t s)1 (s)1 f (s) ds ,
 
(V f )(t) := 0 t 1.
()

More precisely, if (fk )k1 is an orthonormal bases in L2 (R), then with S = R + V it

holds
X
BH (t) = cH k (S fk )(t) , 0 t 1 ,
k=1

where (k )k1 denotes a sequence of independent standard normal random variables.

The crucial point in this link is that V has very strong compactness properties. Namely,
as shown in [4] and [5], the entropy numbers en (V ) tend to zero exponentially. As a
consequence, R and S are quite similar with respect to their compactness properties.
Suppose now that () is a function with

1/2 < inf (t) sup (t) < 3/2 .

0t1 0t1

Then V () is welldefined and one can prove that it is also bounded as operator from
L2 (R) into L [0, 1]. Moreover, as S generates the fractional Brownian motion BH with
H = 1/2, the operator S () := R() + V () generates the so-called multi-fractional
Brownian motion BH() with H(t) = (t) 1/2, see [2, 6, 11]. But in order to relate R()
and S () , hence R() and BH() , one should know that the entropy numbers of V () tend
to zero faster than those of R() . But at the moment we do not know whether this is true.
At least, the methods used in the classical case do no longer work, some completely new
approach is necessary.

3. The methods developed in Sections 6 and 7 lead also to suitable upper estimates for the
approximation numbers an (R() ) at least if 1 q p . It would be interesting to
find such estimates as well for the remaining cases of p and q. Note that in contrast to
en (R ) the behavior an (R ) depends heavily on the choice of p and q (cf. [10]).

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Mikhail Lifshits, Werner Linde

Department of Mathematics and Mechanics, FriedrichSchillerUniversitat Jena
St. Petersburg State University, Institut fur Stochastik
198504 St. Petersburg, Russia, ErnstAbbePlatz 2
email: mikhail@lifshits.org 07743 Jena, Germany
email: werner.linde@uni-jena.de

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