Related papers: An infinite-dimensional helix invariant under sphe…

We characterize operators $T=PQ$ ($P,Q$ orthogonal projections in a Hilbert space $H$) which have a singular value decomposition. A spatial characterizations is given: this condition occurs if and only if there exist orthonormal bases…

K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…

In this short article we show an orthogonal decomposition of a Hilbert space as a sum of null solutions of the first derivative and the first derivative of a traceless higher order Hilbert/Sobolev space. We define orthogonal projections and…

We give a dimension-independent sparsification result for suprema of centered Gaussian processes: Let $T$ be any (possibly infinite) bounded set of vectors in $\mathbb{R}^n$, and let $\{\boldsymbol{X}_t := t \cdot \boldsymbol{g} \}_{t\in…

Given a complex, separable Hilbert space $\mathcal{H}$, we characterize those operators for which $\| P T (I-P) \| = \| (I-P) T P \|$ for all orthogonal projections $P$ on $\mathcal{H}$. When $\mathcal{H}$ is finite-dimensional, we also…

The main purpose of this paper is to compute all irreducible spherical functions on $G=\SU(3)$ of arbitrary type $\delta\in \hat K$, where $K={\mathrm{S}}(\mathrm{U}(2)\times\mathrm{U}(1))\simeq\mathrm{U}(2)$. This is accomplished by…

Let T be a C_{\cdot 0}-contraction on a Hilbert space H and S be a non-trivial closed subspace of H. We prove that S is a T-invariant subspace of H if and only if there exists a Hilbert space D and a partially isometric operator \Pi :…

Let $G$ denote an infinite-dimensional Heisenberg-like group, which is a class of infinite-dimensional step 2 stratified Lie groups. We consider holomorphic functions on $G$ that are square integrable with respect to a heat kernel measure…

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Let $H$ be an infinite dimensional Hilbert space. We show that there exist three orthogonal projections $X_1, X_2, X_3$ onto closed subspaces of $H$ such that for every $0\ne z_0\in H$ there exist $k_1, k_2,\dots \in \{1,2,3\}$ so that the…

We completely characterize the finite dimensional subsets A of any separable Hilbert space for which the notion of A-hypercyclicity coincides with the notion of hypercyclicity, where an operator T on a topological vector space X is said to…

We classify all continuous tensor product systems of Hilbert spaces which are ``infinitely divisible" in the sense that they have an associated logarithmic structure. These results are applied to the theory of E_0 semigroups to deduce that…

In a recent paper it was shown that all the Hilbert space formulas for quantum probabilities can be realized as functions of geometric properties of the associated projective space, but those functions were expressed using the structures of…

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…

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

Let H be a complex infinite dimensional Hilbert space. We describe the form of all *-semigroup endomorphisms $\phi$ of B(H) which are uniformly continuous on every commutative C*-subalgebra. In particular, we obtain that if $\phi$ satisfies…

Given a finite collection $\mathbf{V}:=(V_1,\dots,V_N)$ of closed linear subspaces of a real Hilbert space $H$, let $P_i$ denote the orthogonal projection operator onto $V_i$ and $P_{i,\lambda}:= (1-\lambda)I + \lambda P_i$ denote its…

We generalise multivariate subordination of L\'evy processes as introduced by Barndorff-Nielsen, Pedersen, and Sato to Hilbert space valued L\'evy processes. The processes are explicitly characterised and conditions for integrability and…

Given an action of a complex reductive Lie group G on a normal variety X, we show that every analytically Zariski-open subset of X admitting an analytic Hilbert quotient with projective quotient space is given as the set of semistable…