Related papers: Discrete Hilbert Transform a la Gundy-Varopoulos
In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim…
We obtain an asymptotic H\"older estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized…
Discrete analogs of the classical Kontorovich-Lebedev transforms are introduced and investigated. It involves series with the modified Bessel function or Macdonald function $K_{in}(x), x >0, n \in \mathbb{N}, i $ is the imaginary unit, and…
Consider the discrete cubic Hilbert transform defined on finitely supported functions $f$ on $\mathbb{Z}$ by \begin{eqnarray*} H_3f(n) = \sum_{m \not = 0} \frac{f(n- m^3)}{m}. \end{eqnarray*} We prove that there exists $r <2$ and universal…
In quantum theory, observables with a continuous spectrum are known to be fundamentally different from those with a discrete and finite spectrum. While some fundamental tests and applications of quantum mechanics originally formulated for…
A new technique for proving fixed point theorems for families of holomorphic transformations of operator balls is developed. One of these theorems is used to show that a bounded representation in a real or complex Hilbert space is…
The finite Hilbert transform $T$, when acting in the classical Zygmund space $\logl$ (over $(-1,1)$), was intensively studied in \cite{curbera-okada-ricker-log}. In this note an integral representation of $T$ is established via the…
We continue the study of the correlation functions for the point stochastic processes introduced in Part I (G.Olshanski, math.RT/9804086). We find an integral representation of all the correlation functions and their explicit expression in…
Coordinate formalism on Hilbert manifolds developed in Kryukov is reviewed. The results of Kryukov are applied to the simpliest case of a Hilbert manifold: the abstract Hilbert space. In particular, functional transformations preserving…
Existence results for Hilbert's problem 13th mean that any equation constructed by continue functions can be given solution represented as a superposition of continue functions of one variable or of continue functions of two variables.…
We explore the connection between the transfer matrix formalism and discrete complex analysis approach to the two dimensional Ising model. We construct a discrete analytic continuation matrix, analyze its spectrum and establish a direct…
Several identities of the cosh-weighted finite Hilbert Transform and the Bertola-Katsevich-Tovbis inversion formulas are rederived by the Sokhotski-Plemelj formula and the Poincare-Bertrand formula. The explicit formulas are derived for the…
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…
This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated…
The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that…
We consider characterisations of unitary dilations and approximations of irreversible classical dynamical systems on a Hilbert space. In the commutative case, building on the work in [9], one can express well known approximants (e.g. Hille-…
The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…
We consider equidistant approximations of stochastic integrals driven by H\"older continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in…
In this work stochastic integration with respect to cylindrical Levy processes with weak second moments is introduced. It is well known that a deterministic Hilbert-Schmidt operator radonifies a cylindrical random variable, i.e. it maps a…
We study the Weyl-Wigner transform in the case of discrete variables defined in a Hilbert space of finite prime-number dimensionality $N$. We define a family of Weyl-Wigner transforms as function of a phase parameter. We show that it is…