Related papers: Conditioning Gaussian measure on Hilbert space

Motivated by applications, we introduce a general and new framework for operator valued positive definite kernels. We further give applications both to operator theory and to stochastic processes. The first one yields several dilation…

We investigated the asymptotics of high-rate constrained quantization errors for a compactly supported probability measure P on Euclidean spaces whose quantizers are confined to a closed set S. The key tool is the metric projection of K…

This paper is a follow-up contribution to our work [20] where we discussed some invariant subspace results for contractions on Hilbert spaces. Here we extend the results of [20] to the context of n-tuples of bounded linear operators on…

Let $\mathbb{P}$ be the complete metric space consisting of positive invertible operators on an infinite-dimensional Hilbert space with the Thompson metric. We introduce the notion of operator means of probability measures on $\mathbb{P}$,…

Let $\mathcal{E}$ be a Banach space contained in a Hilbert space $\mathcal{L}$. Assume that the inclusion is continuous with dense range. Following the terminology of Gohberg and Zambicki\v{\i}, we say that a bounded operator on…

In these notes, we investigate the tail behaviour of the norm of subgaussian vectors in a Hilbert space. The subgaussian variance proxy is given as a trace class operator, allowing for a precise control of the moments along each dimension…

This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

Our purpose is to characterize the so-called horizontal Fock-Carleson type measures for derivatives of order $k$ (we write it $k$-hFC for short) for the Fock space as well as the Toeplitz operators generated by sesquilinear forms given by…

Let A be a self-adjoint operator on a Hilbert space H. Assume that {\sigma} is an isolated component of the spectrum of A, i.e. dist({\sigma},{\Sigma})=d>0 where {\Sigma}=spec(A)\{\sigma}. Suppose that V is a bounded self-adjoint operator…

If $\mathcal H$ is a Hilbert space, $\mathcal S \subseteq \mathcal H$ is a closed subspace of $\mathcal H$, and $A $ is a positive bounded linear operator on $\mathcal H$, the spectral shorted operator $\rho(\mathcal S, A)$ is defined as…

Let $A$ be a positive bounded linear operator on a complex Hilbert space $\mathcal{H}$ and $\mathcal{B}_{A}(\mathcal{H})$ be the subspace of all operators which admit $A$-adjoints operators. In this paper, we establish some inequalities…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

We consider properties of second-order operators $H = -\sum^d_{i,j=1} \partial_i \, c_{ij} \, \partial_j$ on $\Ri^d$ with bounded real symmetric measurable coefficients. We assume that $C = (c_{ij}) \geq 0$ almost everywhere, but allow for…

The Bayesian approach to ill-posed operator equations in Hilbert space recently gained attraction. In this context, and when the prior distribution is Gaussian, then two operators play a significant role, the one which governs the operator…

In this paper, the concept of Birkhoff--James orthogonality of operators on a Hilbert space is generalized when a semi-inner product is considered. More precisely, for linear operators $T$ and $S$ on a complex Hilbert space $\mathcal{H}$, a…

This paper considers the problem of approximating the inverse of the wave-equation Hessian, also called normal operator, in seismology and other types of wave-based imaging. An expansion scheme for the pseudodifferential symbol of the…

Given a contraction A on a Hilbert space H, an operator T on H is said to be A-invariant if <Tx,x>=<TAx,Ax> for every x in H such that ||Ax||=||x||. In the special case in which both defect indices of A are equal to 1, we show that every…

We study cocycles (non-autonomous dynamical systems) satisfying a certain squeezing condition with respect to the quadratic form of a bounded self-adjoint operator acting in a Hilbert space. We prove that (under additional assumptions) the…

Motivated by the recent developments of pseudo-Hermitian quantum mechanics, we analyze the structure generated by unbounded metric operators in a Hilbert space. To that effect, we consider the notions of similarity and quasi-similarity…

Extending the notion of parallelism we introduce the concept of approximate parallelism in normed spaces and then substantially restrict ourselves to the setting of Hilbert space operators endowed with the operator norm. We present several…