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This short review is devoted to measures on infinite dimensional spaces. We start by discussing product measures and projective techniques. Special attention is paid to measures on linear spaces, and in particular to Gaussian measures.…

Functional Analysis · Mathematics 2023-12-08 José Velhinho

The paper is devoted to studying the image of probability measures on a Hilbert space under finite-dimensional analytic maps. We establish sufficient conditions under which the image of a measure has a density with respect to the Lebesgue…

Analysis of PDEs · Mathematics 2015-06-26 Andrei Agrachev , Sergei Kuksin , Andrey Sarychev , Armen Shirikyan

One of the goals of this article is to define a an unified setting adapted to the description of means (normalized integrals or invariant means) on an infinite product of measured spaces with infinite measure. We first remark that some…

Differential Geometry · Mathematics 2018-07-16 Jean-Pierre Magnot

For every frame spectral measure $ \mu $, there exists a discrete measure $ \nu $ as a frame measure. Since if $ \mu $ is not a frame spectral measure, then there is not any general statement about the existence of frame measures $ \nu $…

Functional Analysis · Mathematics 2019-05-21 Fariba Zeinal Zadeh Farhadi , Mohammad Sadegh Asgari , Mohammad Reza Mardanbeigi

A finite-dimensional Hilbert space is usually described in terms of an orthonormal basis, but in certain approaches or applications a description in terms of a finite overcomplete system of vectors, called a finite tight frame, may offer…

Mathematical Physics · Physics 2010-04-22 Nicolae Cotfas , Jean Pierre Gazeau

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

For a given metric measure space $(X,d,\mu)$ we consider finite samples of points, calculate the matrix of distances between them and then reconstruct the points in some finite-dimensional space using the multidimensional scaling (MDS)…

Metric Geometry · Mathematics 2022-08-02 Alexey Kroshnin , Eugene Stepanov , Dario Trevisan

We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available--a commonly encountered situation in many disciplines.…

Statistics Theory · Mathematics 2007-06-13 Ian L. Dryden

Motivated by optimization with differential equations, we consider optimization problems with Hilbert spaces as decision spaces. As a consequence of their infinite dimensionality, the numerical solution necessitates finite dimensional…

Optimization and Control · Mathematics 2025-07-01 Danlin Li , Johannes Milz

The aim of this paper is to investigate, which infinite dimensional consequences follow from the main results of recently published paper of the authors (2009) (see Theorems 2 and 3). We show that the finite dimensional Theorem 3 implies…

Probability · Mathematics 2012-03-27 Friedrich Götze , Andrei Yu. Zaitsev

We study a statistical model for infinite dimensional Gaussian random variables with unknown parameters. For this model we derive linear estimators for the mean and the variance of the Gaussian distribution. Furthermore, we construct…

Statistics Theory · Mathematics 2025-11-21 Stefan Tappe

We consider frames in a finite-dimensional Hilbert space Hn where frames are exactly the spanning sets of the vector space. We present a method to determine the maximum robustness of a frame. We present results on tight subframes and…

Scalable frames are frames with the property that the frame vectors can be rescaled resulting in tight frames. However, if a frame is not scalable, one has to aim for an approximate procedure. For this, in this paper we introduce three…

Functional Analysis · Mathematics 2014-06-10 Xuemei Chen , Gitta Kutyniok , Kasso A. Okoudjou , Friedrich Philipp , Rongrong Wang

Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…

Functional Analysis · Mathematics 2017-05-03 Clare Wickman , Kasso Okoudjou

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

Dynamical Systems · Mathematics 2019-12-23 Kathryn E. Hare , Kevin G. Hare , Sascha Troscheit

We generalize the concept of mutually unbiased bases (MUB) to measurements which are not necessarily described by rank one projectors. As such, these measurements can be a useful tool to study the long standing problem of the existence of…

Quantum Physics · Physics 2015-06-18 Amir Kalev , Gilad Gour

We give a general approach to infinite dimensional non-Gaussian Analysis for measures which need not have a logarithmic derivative. This framework also includes the possibility to handle measures of Poisson type.

Functional Analysis · Mathematics 2007-05-23 Yuri G. Kondratiev , Ludwig Streit , Werner Westerkamp , Jia-an Yan

This is a review of the problem of Mutually Unbiased Bases in finite dimensional Hilbert spaces, real and complex. Also a geometric measure of "mubness" is introduced, and applied to some recent calculations in six dimensions (partly done…

Quantum Physics · Physics 2015-06-26 Ingemar Bengtsson

Linear filtering problem for infinite-dimensional Gaussian processes is studied, the observation process being finite-dimensional. Integral equations for the filter and for covariance of the error are derived. General results are applied to…

Probability · Mathematics 2019-09-10 Vit Kubelka , Bohdan Maslowski

High-dimensional data sets are commonly collected in many contemporary applications arising in various fields of scientific research. We present two views of finite samples in high dimensions: a probabilistic one and a nonprobabilistic one.…

Statistics Theory · Mathematics 2013-11-13 Jinchi Lv
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