We investigate conditions under which the identity matrix $I_n$ can be continuously factorized through a continuous $Ntimes N$ matrix function $A$ with domain in $mathbb{R}$. We study the relationship of the dimension $N$, the diagonal entries of $A$, and the norm of $A$ to the dimension $n$ and the norms of the matrices that witness the factorization of $I_n$ through $A$.
Given a Banach space~$X$ with an unconditional basis, we consider the following question: does the identity on~$X$ factor through every operator on~$X$ with large diagonal relative to the unconditional basis? We show that on Gowers unconditional Banach space, there exists an operator for which the answer to the question is negative. By contrast, for any operator on the mixed-norm Hardy spaces $H^p(H^q)$, where $1 leq p,q < infty$, with the bi-parameter Haar system, this problem always has a positive solution. The spaces $L^p, 1 < p < infty$, were treated first by Andrew~[{em Studia Math.}~1979].
We prove a version of the classical Dufresne identity for matrix processes. In particular, we show that the inverse Wishart laws on the space of positive definite r x r matrices can be realized by the infinite time horizon integral of M_t times its transpose in which t -> M_t is a drifted Brownian motion on the general linear group. This solves a problem in the study of spiked random matrix ensembles which served as the original motivation for this result. Various known extensions of the Dufresne identity (and their applications) are also shown to have analogs in this setting. For example, we identify matrix valued diffusions built from M_t which generalize in a natural way the scalar processes figuring into the geometric Levy and Pitman theorems of Matsumoto and Yor.
In this paper we consider the following problem: Let $X_k$, be a Banach space with a normalized basis $(e_{(k,j)})_j$, whose biorthogonals are denoted by $(e_{(k,j)}^*)_j$, for $kinmathbb{N}$, let $Z=ell^infty(X_k:kinmathbb{N})$ be their $ell^infty$-sum, and let $T:Zto Z$ be a bounded linear operator, with a large diagonal, i.e. $$inf_{k,j} big|e^*_{(k,j)}(T(e_{(k,j)})big|>0.$$ Under which condition does the identity on $Z$ factor through $T$? The purpose of this paper is to formulate general conditions for which the answer is positive.
We show that every subsymmetric Schauder basis $(e_j)$ of a Banach space $X$ has the factorization property, i.e. $I_X$ factors through every bounded operator $Tcolon Xto X$ with a $delta$-large diagonal (that is $inf_j |langle Te_j, e_j^*rangle| geq delta > 0$, where the $(e_j^*)$ are the biorthogonal functionals to $(e_j)$). Even if $X$ is a non-separable dual space with a subsymmetric weak$^*$ Schauder basis $(e_j)$, we prove that if $(e_j)$ is non-$ell^1$-splicing (there is no disjointly supported $ell^1$-sequence in $X$), then $(e_j)$ has the factorization property. The same is true for $ell^p$-direct sums of such Banach spaces for all $1leq pleq infty$. Moreover, we find a condition for an unconditional basis $(e_j)_{j=1}^n$ of a Banach space $X_n$ in terms of the quantities $|e_1+ldots+e_n|$ and $|e_1^*+ldots+e_n^*|$ under which an operator $Tcolon X_nto X_n$ with $delta$-large diagonal can be inverted when restricted to $X_sigma = [e_j : jinsigma]$ for a large set $sigmasubset {1,ldots,n}$ (restricted invertibility of $T$; see Bourgain and Tzafriri [Israel J. Math. 1987, London Math. Soc. Lecture Note Ser. 1989). We then apply this result to subsymmetric bases to obtain that operators $T$ with a $delta$-large diagonal defined on any space $X_n$ with a subsymmetric basis $(e_j)$ can be inverted on $X_sigma$ for some $sigma$ with $|sigma|geq c n^{1/4}$.
We introduce the concept of strategically reproducible bases in Banach spaces and show that operators which have large diagonal with respect to strategically reproducible bases are factors of the identity. We give several examples of classical Banach spaces in which the Haar system is strategically reproducible: multi-parameter Lebesgue spaces, mixed-norm Hardy spaces and most significantly the space $L^1$. Moreover, we show the strategical reproducibility is inherited by unconditional sums.