Related papers: Stochastic processes induced by singular operators

We consider the stochastic Ginzburg-Landau equation in a bounded domain. We assume the stochastic forcing acts only on high spatial frequencies. The low-lying frequencies are then only connected to this forcing through the non-linear…

Given a finite Borel measure $\mu$ on R n and basic semi-algebraic sets $\Omega$\_i $\subset$ R n , i = 1,. .. , p, we provide a systematic numerical scheme to approximate as closely as desired $\mu$(\cup\_i $\Omega$\_i), when all moments…

Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a…

This paper concerns singular perturbation problems where the dynamics of the fast variable evolve in the whole space according to an operator whose infinitesimal generator is formed by a Grushin type second order part and a…

Let $(X,d)$ be a compact metric space, and let an iterated function system (IFS) be given on $X$, i.e., a finite set of continuous maps $\sigma_{i}$: $ X\to X$, $i=0,1,..., N-1$. The maps $\sigma_{i}$ transform the measures $\mu $ on $X$…

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…

Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…

We consider a class of stochastic processes $X$ defined by $X\left( t\right) =\int_{0}^{T}G\left( t,s\right) dM\left( s\right) $ for $t\in\lbrack0,T]$, where $M$ is a square-integrable continuous martingale and $G$ is a deterministic…

This paper contributes to the study of a new and remarkable family of stochastic processes that we will term class $\Sigma^{r}(H)$. This class is potentially interesting because it unifies the study of two known classes: the class…

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

We investigate systems of the form $\{A^tg:g\in\mathcal{G},t\in[0,L]\}$ where $A \in B(\mathcal{H})$ is a normal operator in a separable Hilbert space $\mathcal{H}$, $\mathcal{G}\subset \mathcal{H}$ is a countable set, and $L$ is a positive…

We study measures, finitely additive measures, regular measures, and $\sigma$-additive measures that can attain even infinite values on the quantum logic of a Hilbert space. We show when particular classes of non-negative measures can be…

We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…

Gaussian processes appear as building blocks in various stochastic models and have been found instrumental to account for imprecisely known, latent functions. It is often the case that such functions may be directly or indirectly evaluated,…

We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…

Let $A$ be a normal operator in a Hilbert space $\mathcal{H}$, and let $\mathcal{G} \subset \mathcal{H}$ be a countable set of vectors. We investigate the relations between $A$, $\mathcal{G}$ , and $L$ that makes the system of iterations…

Quantum mechanics contains some strange unphysical concepts. Among these are complex numbers, Hilbert spaces with their unitary and self-adjoint operators, states represented by complex vectors, superpositions of states, collapse of wave…

We use nowdays classical theory of generalized moment problems by Krein-Nudelman [1977] to define a special class of stochastic Gaussian processes. The class contains, of course, stationary Gaussian processes. We obtain a spectral…

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

Consider an iterated function system consisting of similarities on the complex plane of the form $g_{i}(z) = \lambda_i z + t_i,\ \lambda_i, t_i \in \mathbb{C},\ |\lambda_i|<1, i=1,\ldots, k$. We prove that for almost every choice of…