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Memoirs on Dierential Equations and Mathematical Physics

Volume 11, 1997, 47{66

Ioseb Gogodze and Koba Gelashvili

REPRESENTATION OF

c0

-SEMIGROUPS OF

OPERATORS BY A CHRONOLOGICAL INTEGRAL

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of real variable whose domain of values is endowed with minimal algebraic and limiting structures. It is proved that an exponential function of a linear (possibly unbounded) operator can be represented by means of a chrono- logical integral which preserves a number of properties of a chronological exponent.

1991 Mathematics Subject Classication. 28B10, 47D03.

Key words and Phrases. monoid, Riemann's chronological integral, for- mula of arrow inversion, formula of integration by parts, c0-semigroup of operators, exponent.

reziume. namdvili cladis PunqciisaTvis, romlis mniSvnelobaTa simravleSi minimaluri algebruli da zGvariTi struqturebia Setani- li, gansazGvrulia marJvena da marcxena qronologiuri integralebi.

damtkicebulia, rom CrPivi (SesaZloa SemousazGvreli) operatoris eqs- ponenta SeiZleba Carmodgenili iqnes iseTi qronologiuri integralis saxiT, romelic inaxavs mTels rigs qronologiuri eqsponentis Tvisebe- bisa.

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1. Definition of the Riemann Chronological Integral 1.1. Auxiliary Denitions and Facts. Denote by M an abstract monoid whose algebraic structure is dened by a binary associative operationf(g1; g2) 7 ! g1g2g : M M ! M and by the unity e. If some g 2 M is invertible, then we denote its inverse by g.

The limiting structure inM is determined by means of directedness es.

This permits us to retain simplicity and generality. As usual, a family G=fgwgw2 is said to be a directedness inM if (;) is a directed set, and w7 !gw maps intoM. Given two directednesses G=fgw1gw121

and F =ffw2gw222 in M, G is said to be a subdirectedness of F when there exists a mappingN : 1!2 such that:

(a)gw1=fN(w1),8w121;

(b) for everyw2 22 there exists w1 21 such that from w2w1 and ww1it followsN(w)w2.

The limiting structure inM is dened by a system L composed of the pairs (G;g) (g2M,Gis a directedness inM) and satisfying the following restrictions:

(i) ifG=fgwgw2is a directedness such that gw =g for everyw2, then (G;g)2L;

(ii) if (G;g1)2Land (G;g2)2L, theng1=g2;

(iii) ifF is a subdirectedness inG, and (G;g)2L, then (F;g)2L. In the sequel, using the conventional terminology, if (G;g) 2L we will say thatGconverges tog andgis a limit of G.

The limiting and algebraic structures are compatible, i.e.,

f(g1;g2)7 !g1g2g:MM!M

is a continuous mapping. Under our notation this means that if

fgw1gw121 converges to g and ffw2gw222 converges to f, then fgw1

fw2g(w1;w2)212 converges togf. (12) denotes a directed product of the directed sets:

(w1;w2)(we1;we2) is equivalent to (w1we1 and w2we2): 1.2. Denition of the Chronological Integral and Some Examples. Let (t;s)

7 ! f(t;s) map the triangle [a;b][0;] into M, where [a;b] R, and is a positive number. (a;b) denotes the set of all partitions of the form =fa=s01s1nsn=bg, and

si=si si 1; jj= maxfsiji= 1;:::;ng: (a;b) is a directed set, the relation12 meaningj1jj2j.

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For a suciently ne partition we denote

!

X

f =f(1;s1)f(2;s2)f(n;sn);

X

f =f(n;sn)f(2;s2)f(1;s1);

the arrow showing the order of co-factors in the right-hand side, which is important in the non-commutative case.

Denition 1. We say thatg2M is the right (left) chronological integral (or simply, integral) of the functionf from atob, and write

g=Zb

a f(! ;d)

g=Zb

a f( ;d)

; if for some02(a;b) the directedness

!

X

f

02(a;b)

X

f

02(a;b)

: (1)

is dened correctly and converges tog. When g= b

Z

a f(! ;d)

g= b

Z

a f( ;d)

;

is invertible, we say thatg2M is the right (left) integral of the functionf fromb toa, and write

g= a

Z

b f(! ;d)

g= a

Z

b f( ;d)

:

The directedness (1) is dened for every0such thatj0j< . (a;b) is a directed set, and for every 1, 2 there exists their majorant. Therefore in Denition 1 the values of the integral do not depend on the choice of0. In what follows, the notationfg02(a;b)means that we consider the given directedness starting from some0.

When the values of the right and of the left integrals coincide, we can omit the arrow and writeRabf(;d). Such cases arise usually whenM is a commutative monoid, or when the values of the functionf commute, since for a suciently ne there takes placeP! f =P f, and therefore the arrow can be omitted.

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Remark 1. In case of necessity (for example, when on the support M we can determine in two ways a structure of monoid consistent with the limiting structure), in our notation the binary operation will be indicated regarding to which the integral is taken

~

!

X

f; ~Zb

a f(;d):

Example 1. (The Riemann integral). Lett7 !f(t) map [a;b] intoR. If we considerRwith the ordinary convergence and with the operations O, +, then Denition 1 for the functionf(t;s)7 !f(t)sg: [a;b]R!Rprovides the Riemann's integral of the functionf.

Example 2. (the multiplicative integral). Let us consider the limit of products of the form

Y

= exp(A(sn)(sn sn 1))exp(A(s1)(s1 s0)); (2) where =fa=s0sn =bgandA(s) is a continuous function from [a;b] to the spaceB(E) of bounded linear operators in the Banach spaceE. The limit is taken asjj!0, is denoted as

b

x

Z

a exp(A(s)ds) and is called the multiplicative integral ([1]).

If we consider B(E) with the operation of addition, f : [a;b] !B(E), and apply Denition 1, then we obtain the ordinary Riemann integral (as in the foregoing example): Rabf()d =Rabf()d.

ConsiderB(E) with the operation of composition and apply for (t;s)! exp(A(t)s) Denition 1. Then from the existence of~Rabexp(A)(sds) there follows that of Raxbexp(A(s)ds), and hence their equality.

Example 3. (T-exponent). LetA(t),t2[a;b], be a piecewise-continuous family in a noncommutative Banach algebra.

By the denition ([2]), theT-exponentU = ExpRatA(s)dsis the solution of the Cauchy problem for the evolution equation

@U@t =A(t)U; Ujt=a = 1(unity of the algebra);

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and the following condition is fullled:

ExpZt

a A(s)ds= lim

jj!0exp(A(sn)(sn sn 1))exp(A(s1)(s1 s0)): The Banach algebra with its limiting structure and operations of composi- tion and unity is a monoid such that one can apply Denition 1 to the map- ping (;s)7 !exp(A()s). Obviously, from the existence of exp~Rt

aA(s)ds there follows that of ExpRatA(s)ds and hence their equality (we can prove that these integrals exist simultaneously).

Example 4. LetA(t),t2[a;b] be a family of unbounded linear operators on the Banach space X. Under certain conditions (see [3]), for any a s t b and for suciently ne = fs = s0 sn = tg the limit of products (2) is dened correctly, and there exists a strong limit

lim

jj!0

Q

=U(s;t).

1.3. Algebraic Properties of Integrals. Directly from the denition we have Proposition 1. Let for some >0f : [a;b][0;]!M andf(t;0) =e for everyt. ThenRttf(;d) =e,8t2[a;b].

The following result is analogous to the formula of arrow inversion for the chronological exponent ([4]).

Proposition 2. (Formula of arrow inversion). Let f : [a;b][0;]!M, > 0, let there exist f(t;s), 8(t;s) 2 [a;b][0;] and let for some t1, t22[a;b] there existtRt2

1

f(! ;d) andtRt2

1

f( ;d). Then9tRt1

2

f(! ;d) and

t1

Z

t2 f(! ;d) = t

2

Z

t1 f( ;d): (3)

Proof. For the sake of simplicity, let us consider rst the case t1 t2. By our condition, there exists suciently ne 0 2 (t1;t2) such that

!

P

f

02(t1;t2)and

P

f

02(t1;t2)converge respectively to

t2

R

t1f(! ;d) andRt2

t1f( ;d). The binary operation is continuous inM. There- fore

!

X

1 fX

2 f

(0;0)(1;2)2(t1;t2)(t1;t2) (4)

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converges to

Rt2

t1f(! ;d)

Rt2

t1f( ;d)

. Consequently,

!

P

f

P

f

(0;0)(;)2(t1;t2)(t1;t2), being the subdirectedness in (4), con- verges to the same limit. Taking into account that for every 0

!

P

fP f =

P

fP! f =e, we obtain

Rt2

t1f(! ;d)

Rt2

t1f( ;d)

=e.

Analogously we obtain that

Rt2

t1f( ;d)

Rt2

t1f(! ;d)

=e. Thus we have determined both sides in (3), hence (3) holds.

Let nowt2< t1. By Denition 1, from the condition of our proposition there follows the existence of the integrals

t1

Z

t2 f(! ;d) =

Zt2

t1 f(! ;d)

; t

1

Z

t2 f( ;d) =

Zt2

t1 f( ;d)

: Applying the case considered above, we can see that

t2

Z

t1 f(! ;d) = t

1

Z

t2 f( ;d): Consequently,

t1

Z

t2 f(! ;d) =

Zt2

t1 f(! ;d)

=

Zt1

t2 f( ;d)

=

= t

2

Z

t1 f( ;d):

Proposition 3. Let >0, f : [a;b][0;] ! M and t1, t2, t3 2 [a;b].

Then:

(a) if there existtRt2

1

f(! ;d),tRt3

2

f(! ;d) andtRt3

1

f(! ;d), then

t3

Z

t1 f(! ;d) =

Zt2

t1 f(! ;d)

Zt3

t2 f(! ;d)

; (5)

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(b) if there existtRt2

1

f( ;d),tRt3

2

f( ;d) andtRt3

1

f( ;d), then

t3

Z

t1 f( ;d) = t

3

Z

t2 f( ;d) t

2

Z

t1 f( ;d):

Proof. Let us prove the case (a) (the case (b) can be proved analogously).

Lett1< t2< t3. Owing to the continuity of the binary operation inM, the directedness

!

X

1 fX!

2 f

(01;02)(1;2)2(t1;t2)(t2;t3)

converges to the right-hand side of (5). On the other hand, being the subdirectedness of the directedness

!

P

f

02(t1;t3), it also converges to the left-hand side of (5). Thus (5) holds.

The remaining ve cases are reduced to that proven above. As an exam- ple, consider the caset3< t2< t1:

t3

Z

t1 f(! ;d) =

Zt1

t3 f(! ;d)

=

=

Zt2

t3 f(! ;d)

Zt1

t2 f(! ;d)

=

=

Zt1

t2 f(! ;d)

Zt2

t3 f(! ;d)

=

=

Zt2

t1 f(! ;d)

Zt3

t2 f(! ;d)

:

Proposition 4. Let for some > 0 fi : [a;b][0;] ! M, i 2 f1;2g, f1(t;s)f2(t;s) =f2(t;s)f1(t;s),8(t;s)2[a;b][0;] and lett1;t22[a;b].

Then:

(a) if there existtRt2

1

fi(! ;d),i2f1;2g, thentRt2

1

(f1(! ;d)f2(! ;d)) does exist and equals the product

Rt2

t1fi(! ;d)

Rt2

t1f3 i(! ;d)

,8i2f1;2g.

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(b) if there existtRt2

1

fi( ;d),i2f1;2g, thentRt2

1

(f1( ;d)f2( ;d)) does exist and equals the product

Rt2

t1fi( ;d)

Rt2

t1f3 i( ;d)

,8i2f1;2g. Proof. We prove here only the case (a), because the case (b) can be proved similarly.

Consider the caset1t2. Introduce the notation =X!

(f1f2); (1;2)=

!

X

1 f1X!

2 f2; u() = (;); that is, u: (t1;t2)!(t1;t2)(t1;t2). By the condition, =u(), and we can easily see that for every (1;2) 2 (t1;t2)(t1;t2) 9b 2

P(t1;t2) such thatu()(1;2),8 b. Hencefg02(t1;t2)is the subdirectedness of the directedness

f(1;2)g(0;0)(1;2)2(t1;t2)(t1;t2):

Taking into consideration the continuity of operation and also the equality (1;2)=

P

!2f2P!1f1, we get

t2

Z

t1 (f1(! ;d)f2(! ;d)) =

Zt2

t1 fi(! ;d)

Zt2

t1 f3 i(! ;d)

; 8i2f1;2g: Ift1> t2, then with regard for the case considered above, we arrive at

t1

Z

t2 f1(! ;d)f2(! ;d)) =

Zt1

t2 fi(! ;d)

Zt1

t2 f3 i(! ;d)

; 8i2f1;2g: Equating the elements inverse to the left and right-hand sides, we com- plete the proof of the case (a).

2. One-Parameter Integral and Formulas of Partial Integration

2.1. One-parameter Integral. Let f : [0;]!M, >0. For every interval [a;b] we may assume f to be the mapping with respect tot : (t;s)!f(s) maps the rectangle [a;b][0;] intoM. Hence for =fa=s01s1

nsn=bgsuch thatjj< ,P! f =f(s1)f(s2)f(sn), and P f =f(sn)f(s2)f(s1) are dened correctly, and we may speak on the integrability off in terms of Denition 2.

It appears that there may exist simultaneously the left and the right integrals of such (incomplete) subintegral functions; and if they do, then they are equal (notation, of course, reects this fact). Indeed, givenab, let us dene u : (a;b) ! (a;b): if = fa = s0 1 s1

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n sn = bg, then u() = fa = u0 1 u1 n un = bg, where uk=a+(b sn k),k2f0;1;:::;ng,k =a+(b n k+1),k2f1;:::;ng. Clearly, u(u()) = (i.e., u is one-to-one), ju()j = jj, and P!u()f =

P f,P! f =Pu()f for suciently ne. Thus each of the following directednesses

!

X

f

02(a;b)

X

f

02(a;b)

is a subdirectedness of the other.

The casea > b can be easily reduced to that considered above.

Proposition 5. Let for some >0f : [0;]!M,a;b2R, and let there existRabf(d). Then there existsabR+t

+tf(d),8t2R, and

b

Z

a f(d) = b

+t

Z

a+t f(d); 8t2R: (6) Proof. Evidently, it suces to consider the caseab. Denote

1

X= (a;b); X2 = (a+t;b+t)

and dene u: (a;b)!(a+t;b+t) as follows: to every =fa=s0 1s1nsn=bgthere corresponds

u() =fa+t=s0+t1+ts1+tn+tsn+t=b+tg: It is clear that u is one-to-one and ju()j = jj, 8 2 P1. More- over, for suciently ne 2 P2, we have Pu 1()f =Pf. Therefore

Pf

2P2jj<is the subdirectedness of the directedness

Pf

2P1jj<. Consequently, (6) holds.

Proposition 6. Let for some >0f : [0;]!M and let for everyt0 there exist Rt

0

f(d). Then

Rt

0

f(d)

t0 is a one-parameter semigroup in M, i.e.,

t1+Z t2

0

f(d) =

Zt1

0

f(d)

Zt2

0

f(d)

; 8t1;t20:

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Proof. Combining the results of Propositions 3 and 5, we can prove the above proposition:

t1+Z t2

0

f(d) =

Zt1

0

f(d)

tZ1+t2

t1 f(d)

=

=

Zt1

0

f(d)

Zt2

0

f(d)

:

Corollary 1. If in the conditions of Proposition 6 there is alsof(0) =e, then

Rt

0

f(d)

t0 is a one-parameter submonoid inM.

Denote by(b a;b) the set of all partitions of the interval [a;b] of the form =fa=t0<< tn=bg(we imply thata < b). As usual,

ti=ti ti 1; jj= maxftiji= 1;:::;ng: (b a;b) is ordered as follows: 12 ifj1jj2j.

Lemma 1. Let for some >0f : [0;]!M, f(0) =e andt0. Then each of the following two directednesses

X

f

02(0;t) and

ff(1)f(2)f(n)gbf0=0<<n=tg2b(0;t)

is the subdirectedness of the other.

Proof. Denote

=X

f; 0 2(0;t); =f(1)f(2)f(n); 0=f0 =0<< n=tg2(0b ;t);

and construct the mappingsu: (0;t)! (0b ;t) and v :(0b ;t)!(0;t) as follows.

Let = f0 = 0 1 1 n n = tg 2 (0;t). Denote s0 = 0, s1 = j 2 f0;:::;ngjj 1 = s0;j > s0 and so on. If the constructed in such a way set fs0;:::;skg does not involve f0;:::;ng, thensk+1=j2f0;:::;ngjj 1=sk;j > sk .

Not more than innsteps we obtainfs0;:::;spgsuch that

fs0;:::;spg=f0;:::;ng:

Now we can determineu:u() =f0 =s0<< sp=tg2(0b ;t).

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The mappingv can be dened in a more simple manner: to every =

f0 =0<< n=tgthere corresponds

v() =f0 =01=1n=n=tg2(0;t):

Taking into account the properties of u and v, the following identities complete the proof:

v()=; 0 =f0 =0<< n =tg2(0b ;t); u()=; 02(0;t):

Corollary 2. Under the conditions of the lemma,g2M is the integral of the function f on[0;t] (from 0 to t) if and only if the directedness

ff(1)f(2)f(n)g0f0=0<<n=tg2b(0;t)

converges to g.

Proposition 7. Let for some > 0f : [0;] !M, f(0) = eand t 0.

Then the existence of each of the following two integrals

t

Z

0

f(d) and

1

Z

0

f(td) implies the existence of the other one and their equality.

Proof. Consider the nontrivial caset >0 and introduce the notation:

=f(s1)f(s2)f(sm); 0 =f0 =s0<< sm=tg2(0b ;t); =f(t1)f(t2)f(tn); 0 =ff0 =0<< n= 1g2(0b ;1)g; where0and0are xed suciently ne partitions.

Determineu:(0b ;1)!(0b ;t) as follows: to every=f0 =0<<

n = 1g2 (0b ;1) there corresponds u() = f0 = t0 < < tn = tg2 (0b ;t). Obviously,uis one-to-one and

ju()j=tjj; 82(0b ;1); ju 1()j=t 1jj; 82(0b ;t): The identities

u()=; 82(0b ;1); 0; u 1()=; 82(0b ;t); 0; with regard for the properties of the mappinguprove that

fg02b(0;t) and fg02b(0;1)

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are subdirectednesses of each other, which by virtue of Lemma 1 proves out proposition.

2.2. Formulas of \Partial Integration". For every invertibleg 2M, let us determine an automorphism of the monoidM:

Adgf =gf g; 8f 2M:

It is easily seen thatAdge=e,Adg(f1f2) =Adgf1Adgf2,Adg(f) =Adgf whenf is invertible inMand iffp(t)gt0 is a one-parameter semi-group in M, thenfAdgp(t)gt0 is also a one-parameter semi-group.

Proposition 8. Let g : [0;] !M, > 0,fp(t)gt0 be a one-parameter subgroup inM, and for somea;b2Rlet there exist the integralRb

aAdp(

!)g(d)

Rb

a Adp()g(d)

. Then9abR+t

+tAdp(

!)g(d)

bR+t

a+tAdp()g(d)

, and8t2R we have.

b+t

Z

a+t Adp(

!)g(d) =Adp(t)

Zb a Adp(

!)g(d)

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Zb+t

a+t Adp()g(d) =Adp(t)Zb

a Adp()g(d)

: Proof. Letab and let there exist Rb

a Adp(

!)g(d). Take somet 2R and determineu: (a+t;b+t)!(a;b) as follows: to every =fa+t=s0 1s1n sn =b+tgthere corresponds u() = fa=s0 t 1 ts1 tn tsn t=bg. Clearly, ju()j=jj anduis one-to-one. For the sake of simplicity we also denote f(;s) =Adp()g(s).

The evident equalityP! f =Adp(t)P!u()f, with regard for the properties ofu, proves that

!

X

f

2(a+t;b+t);jj< (8) is a subdirectedness of the directedness

Adp(t)P! f

2(a;b);jj<

which converges to the right-hand side of (7). Consequently, (8) also con- verges to the right-hand side of (7). By the denition of the integral, this means that (8) converges to the left-hand side (7) as well. Thus, by virtue of the uniqueness of the limit, (7) holds.

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Let nowa > b, and let there existRb

a Adp(

!)g(d). Hence there also exists its inverseRabAdp(

!)g(d). Sinceb < a, for everytwe have

a+t

Z

b+t Adp(

!)g(d) =Adp(t)Za

b Adp(

!)g(d)

;

and both sides are invertible. Equating their inverse elements, we obtain (7).The version of Proposition 8 given in square brackets is proved in a similar

way.

Proposition 9. Letfp(t)gt0 and fq(t)gt0 be one-parameter subgroups inM, and for somea;b2Rlet there exist the integralRabAdq(

!)p(d). Then there existsRb

a Adp(

!)q(d), and the equality

b

Z

a Adp(

!)q(d) =p(a)q( a)

Zb a Adq(

!)p(d)

q(b)p( b) (9) takes place.

Proof. Letab and there existRb

a Adq(

!)p(d). We constructu:(a;b)! (a;b) as follows: to every=fa=s01s1nsn=bgthere corresponds u() =fa=0 =s0 1s1n sn =n+1 =bg. By the construction,ju()j2jj.

!

X

Adp()q(d)=

=p(1)q( s0)q(s1)p( 1)p(n)q( sn 1)q(sn)p( n)=

=p(0)q( s0)[q(s0)p( 0)p(1)q( s0)]

[q(s1)p( 1)p(2)q( s1)]

[q(sn 1)p( n 1)p(n)q( sn 1)]

[q(sn)p( n)p(n+1)q( sn)]q(sn)p( n+1) =

=p(a)q( a)

!

X

u()(Adq()p(d))

q(b)p( b):

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Consequently,

!

X

(Adp()q(d))

2(a;b) (10)

is a subdirectedness of the directedness

p(a)q( a)

!

X

(Adq()p(d))

q(b)p( b)

2(a;b);

which, by the conditions of the proposition and due to the continuity of the binary operation in M, converges to the right-hand side of (9). Hence, (10) converges to the right-hand side of (9) which, by the denition of the integral, proves (9).

The case wherea > beasily follows from the above proven.

Proposition 10. Letfp(t)gt0andfq(t)gt0be one-parameter subgroups in M and for some a;b 2 R let there exist the integral RabAdq( )p( d).

Then there existsRb

a Adp()q(d), and

b

Z

a Adp()q(d) =p(b)q(b)

Zb

a Adq( )p( d)

q( a)p( a): Proof. Just as in the case of Proposition 9, the proof is actually a simple checking.

The results proved in Propositions 9 and 10 are naturally associated with the formulas of partial integration. As is seen, the formula for the left integral is of more familiar form.

3. Integral representation ofc0-subgroups of operators LetA: D(A)!X be a linear operator acting in the Banach spaceX. One of the basic results of the theory of subgroups of operators, the Hille- Iosida-Phillips theorem ([5], Ch. VIII. p. 1), states that the linear (possibly unbounded) operatorAin the Banach spaceXgenerates a strongly contin- uous semi-group of operators fU(t)gt0 (i.e., ac0-semi-group) if and only ifAis densely dened, closed and has a resolvent satisfying

j( A) njB(x)( ) n; n= 1;2;:::; > ; (11) for some constants1 and0.

In this case,U(t) is a strong limit of operators of the typeI tnA n as n ! 1 ([6], Ch. IX), where I is the identical mapping of the space X onto itself. This fact is contained in the denition of the exponent of

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