Related papers: Infinite-dimensional Wishart-processes

An $\al$-permanental process $\{X_{ t},t\in T \}$ is a stochastic process determined by a kernel $K=\{K(s,t),s,t\in T \}$, with the property that for all $t_{1},\ldots,t_{n}\in T $, $ |I+K( t_{1},\ldots,t_{n}) S|^{- \al} $ is the Laplace…

We consider the 3-D Navier-Stokes initial value problem, $$ v_t - \nu \Delta v = -\mathcal{P} [ v \cdot \nabla v ] + f , v(x, 0) = v_0 (x), x \in \mathbb{T}^3 (*) $$ where $\mathcal{P}$ is the Hodge projection. We assume that the Fourier…

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

We develop a version of Herbrand's theorem for continuous logic and use it to prove that definable functions in infinite-dimensional Hilbert spaces are piecewise approximable by affine functions. We obtain similar results for definable…

We realize all irreducible unitary representations of the group $\mathrm{SO}_0(n+1,1)$ on explicit Hilbert spaces of vector-valued $L^2$-functions on $\mathbb{R}^n\setminus\{0\}$. The key ingredient in our construction is an explicit…

We consider positive semidefinite kernels valued in the $*$-algebra of continuous and continuously adjointable operators on a VH-space (Vector Hilbert space in the sense of Loynes) and that are invariant under actions of $*$-semigroups. For…

Here we discuss the construction of Sp$(4;\mathbb{R})$ invariant objects in the twistor space for three dimensional conformal field theories. The Sp$(4;\mathbb{R})$ invariant projective delta function, alongside the Twistor symplectic dot…

We formulate and prove the existence and uniqueness of the generalized Fourier transform associated with the absolutely continuous part of an arbitrary selfadjoint operator on a separable Hilbert space. To this end we develop a novel method…

The two-dimensional transient problem that is studied concerns a semi-infinite crack in an isotropic solid comprising an infinite strip and a half-plane joined together and having the same elastic constants. The crack propagates along the…

We present an approach to defining Hilbert spaces of functions depending on infinitely many variables or parameters, with emphasis on a weighted tensor product construction based on stable space splittings, The construction has been used in…

Let $(X_t)_{t\ge0}$ be a Feller process generated by a pseudo-differential operator whose symbol satisfies $\|p(\cdot,\xi)\|_\infty\le c(1+|\xi|^2)$ and $p(\cdot,0)\equiv0.$ We prove that, for a large class of examples, the Hausdorff…

For every $c\geq 1$, we define a strengthening of Kazhdan's Property (T) by considering uniformly bounded representations $\pi$ with fixed bound $|\pi|\leq c$. We carry out a systematic study of this property and show that it can be…

We prove an infinite Ramsey theorem for noncommutative graphs realized as unital self-adjoint subspaces of linear operators acting on an infinite dimensional Hilbert space. Specifically, we prove that if V is such a subspace, then provided…

Following the method of induced group representations of Wigner-Mackay, the explicit construction of all the unitary irreducible representations of the discrete finite Heisenberg-Weyl group $HW_{2^s}$ over the discrete phase space lattice…

Continuous, dually epi-translation invariant valuations on the space of finite-valued convex functions on $\mathbb{C}^n$ that are invariant under the unitary group are investigated. It is shown that elements belonging to the dense subspace…

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…

This paper makes 3 contributions. First, it generalizes the Lindeberg\textendash Feller and Lyapunov Central Limit Theorems to Hilbert Spaces by way of $L^2$. Second, it generalizes these results to spaces in which sample failure and…

We formalize a transfinite Phi process that treats all possibility embeddings as operators on structured state spaces including complete lattices, Banach and Hilbert spaces, and orthomodular lattices. We prove a determinization lemma…

Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…

In this paper, we introduce two new matrix stochastic processes: fractional Wishart processes and $\varepsilon$-fractional Wishart processes with integer indices which are based on the fractional Brownian motions and then extend…