Related papers: Matrix-valued Bessel processes

Let $\mu$ be a positive finite measure on the unit circle. The Dirichlet type space $\mathcal{D}(\mu)$, associated to $\mu$, consists of holomorphic functions on the unit disc whose derivatives are square integrable when weighted against…

In this article, using variable matrix ${\mathscr{A}}_{p(\cdot),\infty}$ weights, we introduce the matrix-weighted variable Besov space $B^{s(\cdot)}_{p(\cdot),q(\cdot)}(W)$ and the corresponding averaging variable Besov space…

Let $X$ be a space of homogeneous type and $L$ be a nonnegative self-adjoint operator on $L^2(X)$ satisfying Gaussian upper bounds on its heat kernels. In this paper we develop the theory of weighted Besov spaces…

We study traces of weighted Triebel-Lizorkin spaces $F^s_{p,q}({\mathbb R}^n,w)$ on hyperplanes ${\mathbb R}^{n-k}$, where the weight is of Muckenhoupt type. We concentrate on the example weight $w_\alpha(x) = |x_n|^\alpha$ when $|x_n|\leq…

We are interested in the regularity of centered Gaussian processes (Z_x), x in M indexed by compact metric spaces M. It is shown that the almost everywhere Besov space regularity of such a process is (almost) equivalent to the Besov…

This short note investigates the compact embedding of degenerate matrix weighted Sobolev spaces into weighted Lebesgue spaces. The Sobolev spaces explored are defined as the abstract completion of Lipschitz functions in a bounded domain…

While the theory of matrix-weighted function spaces is well established, the majority of previous results in the infinite-dimensional operator-valued setting deal with "no go" theorems, showing the impossibility of some prospective…

We prove Poincar\'e and Sobolev inequalities in matrix A${}_p$ weighted spaces. We then use these Poincar\'e inequalities to prove existence and regularity results for degenerate systems of elliptic equations whose degeneracy is governed by…

This paper is concerned with problems in the context of the theoretical foundation of adaptive (wavelet) algorithms for the numerical treatment of operator equations. It is well-known that the analysis of such schemes naturally leads to…

We calculate the `one-point function', meaning the marginal probability density function for any single eigenvalue, of real and complex Wishart correlation matrices. No explicit expression had been obtained for the real case so far. We…

In this paper we recontextualize the theory of matrix weights within the setting of Banach lattices. We define an intrinsic notion of directional Banach function spaces, generalizing matrix weighted Lebesgue spaces. Moreover, we prove an…

Frames in separable Hilbert spaces gives stable analysis and reconstruction of each vector in the underlying space. In this paper, we study frame conditions for a collection of matrix-valued functions obtained by non-uniform shifts. We give…

In this paper we introduce probability-preserving convolution algebras on cones of positive semidefinite matrices over one of the division algebras $\b F = \b R, \b C$ or $\b H$ which interpolate the convolution algebras of radial bounded…

We obtain a family of matrix integrals which decompose to a product of Gamma-functions (they have some relations with S.G.Gindikin 'Beta', but generally speaking essentially differ from it). We obtain Plancherel formula for Berezin…

In this study, the influence of a test vector selection used in subspace migration to reconstruct the shape of a sound-hard arc in a two-dimensional inverse acoustic problem is considered. In particular, a new mathematical structure of…

A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and…

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

This paper is concerned with orthonormal systems in real intervals, given with zero Dirichlet boundary conditions. More specifically, our interest is in systems with a skew-symmetric differentiation matrix (this excludes orthonormal…

Matrix-valued stochastic processes have been of significant importance in areas such as physics, engineering and mathematical finance. One of the first models studied has been the so-called Wishart process, which is described as the…

We investigate harmonic analysis of random matrices of large size with their Dyson indices going simultaneous to zero, that is in the high temperature limit. In this regime, we show that the multivariate Bessel function/Heckman-Opdam…