Related papers: Operator self-similar processes and functional cen…

Given a stationary continuous-time process $f(t)$, the Hilbert-Schmidt operator $A_{\tau}$ can be defined for every finite $\tau$\cite{Vautard1989SingularSA}. Let $\lambda_{\tau,i}$ be the eigenvalues of $A_{\tau}$ with descending order. In…

The paper studies a bounded symmetric operator ${\mathbf{A}}_\varepsilon$ in $L_2(\mathbf{R}^d)$ with $$ ({\mathbf{A}}_\varepsilon u) (x) = \varepsilon^{-d-2} \int_{\mathbf{R}^d} a((x-y)/\varepsilon) \mu(x/\varepsilon, y/\varepsilon) \left(…

Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process $\{X_k:k\in\mathbb Z\}$ defined by $X_k=\sum_{j=0}^\infty\psi_j\varepsilon_{k-j}$ for $k\in\mathbb Z$, where…

Given a Hilbert space and the generator $A$ of a strongly continuous, exponentially stable, semigroup on this Hilbert space. For any $g(-s) \in {\mathcal H}_{\infty}$ we show that there exists an infinite-time admissible output operator…

Composition operators with analytic symbols on some reproducing kernel Hilbert spaces of entire functions on a complex Hilbert space are studied. The questions of their boundedness, seminormality and positivity are investigated. It is…

Let $f: \mathbb{R}^d \to\mathbb{R}$ be a Lipschitz function. If $B$ is a bounded self-adjoint operator and if $\{A_k\}_{k=1}^d$ are commuting bounded self-adjoint operators such that $[A_k,B]\in L_1(H),$ then…

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…

Let $(-A,B,C)$ be a linear system in continuous time $t>0$ with input and output space ${\bf C}$ and state space $H$. The function $\phi_{(x)}(t)=Ce^{-(t+2x)A}B$ determines a Hankel integral operator $\Gamma_{\phi_{(x)}}$ on $L^2((0, \infty…

Of crucial importance to the development of quantum computing and information has been the construction of a quantum operations formalism that admits a description of quantum noise while simultaneously revealing the behavior of an open…

We introduce a broad class of self-similar processes $\{Z(t),t\ge 0\}$ called generalized Hermite process. They have stationary increments, are defined on a Wiener chaos with Hurst index $H\in (1/2,1)$, and include Hermite processes as a…

Let $(A_1,\cdots,A_n)$ and $(B_1,\cdots,B_n)$ be $n$-tuples of commuting self-adjoint operators on Hilbert space. For functions $f$ on $\R^n$ satisfying certain conditions, we obtain sharp estimates of the operator norms (or norms in…

Let $c_{kl} \in W^{2,\infty}(\mathbb{R}^d, \mathbb{C})$ for all $k,l \in \{1, \ldots, d\}$. We consider the divergence form operator $A = - \sum_{k,l=1}^d \partial_l (c_{kl} \, \partial_k) $in $L_2(\mathbb{R}^d)$ when the coefficient matrix…

In this paper, we describe families of those bounded linear operators on a separable Hilbert space that are simultaneously unitarily equivalent to integral operators on $L_2(R)$ with bounded and arbitrarily smooth Carleman kernels. The main…

Let $\mathcal{O}\subset \mathbb{R}^d$ be a bounded domain of class $C^{1,1}$. In $ L_2(\mathcal{O};\mathbb{C}^n)$, we consider a matrix elliptic second order differential operator $A_{D,\varepsilon}$ with the Dirichlet boundary condition.…

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

For any natural number $k$, consider the $k$-linear Hilbert transform $$ H_k( f_1,\dots,f_k )(x) := \operatorname{p.v.} \int_{\bf R} f_1(x+t) \dots f_k(x+kt)\ \frac{dt}{t}$$ for test functions $f_1,\dots,f_k: {\bf R} \to {\bf C}$. It is…

We develop a theory of "special functions" associated to a certain fourth order differential operator $\mathcal{D}_{\mu,\nu}$ on $\mathbb{R}$ depending on two parameters $\mu,\nu$. For integers $\mu,\nu\geq-1$ with $\mu+\nu\in2\mathbb{N}_0$…

Let $U$ be an operator in a Hilbert space $\mathcal{H}_{0}$, and let $\mathcal{K}\subset\mathcal{H}_{0}$ be a closed and invariant subspace. Suppose there is a period-2 unitary operator $J$ in $\mathcal{H}_{0}$ such that $JUJ=U^*$, and $PJP…