Related papers: Functional partial canonical correlation
Recently, functional It\=o calculus has been introduced and developed in finite dimension for functionals of continuous semimartingales. With different techniques, we develop a functional It\=o calculus for functionals of Hilbert…
We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between $*$-representations, which provides (generalized)…
We study regression models for the situation where both dependent and independent variables are square-integrable stochastic processes. Questions concerning the definition and existence of the corresponding functional linear regression…
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…
This is a continuation of the work initiated in a previous paper on so-called driven cofactor systems, which are partially decoupling second-order differential equations of a special kind. The main purpose in that paper was to obtain an…
In this paper we shall describe some correlation function computations in perturbative heterotic strings that, for example, in certain circumstances can lend themselves to a heterotic generalization of quantum cohomology calculations.…
Within the framework of probability distributions on projective Hilbert space a scheme for the calculation of multitime correlation functions is developed. The starting point is the Markovian stochastic wave function description of an open…
We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…
The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…
We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…
We present a definition of generating functions of canonical relations, which are real functions on symmetric symplectic spaces, discussing some conditions for the presence of caustics. We show how the actions compose by a neat geometrical…
We explain why and how the Hilbert space comes about in quantum theory. The axiomatic structures of vector space, of scalar product, of orthogonality, and of the linear functional are derivable from the statistical description of quantum…
A fast simulation algorithm for the calculation of multitime correlation functions of open quantum systems is presented. It is demonstrated that any stochastic process which ``unravels'' the quantum Master equation can be used for the…
We study the functor l^2 from the category of partial injections to the category of Hilbert spaces. The former category is finitely accessible, and its homsets are algebraic domains; the latter category has conditionally algebraic domains…
Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…
We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…
It is shown that a Hilbert space can be constructed for a quantum system starting from a framework in which histories are fundamental. The Decoherence Functional provides the inner product on this "History Hilbert space". It is also shown…
The problem of calculating real-time correlation functions is formulated in terms of an imaginary-time partial differential equation. The latter is solved analytically for the perturbed harmonic oscillator and compared with the known exact…
We employ the theory of canonical extensions to study residuation algebras whose associated relational structures are functional, i.e., for which the ternary relations associated to the expanded operations admit an interpretation as…
We propose a nonlinear function-on-function regression model where both the covariate and the response are random functions. The nonlinear regression is carried out in two steps: we first construct Hilbert spaces to accommodate the…