Related papers: Infinite-dimensional Wishart-processes

We consider an off-diagonal self-adjoint finite rank perturbation of a self-adjoint operator in a complex separable Hilbert space $\mathfrak{H}_0 \oplus \mathfrak{H}_1$, where $\mathfrak{H}_1$ is finite dimensional. We describe the singular…

This paper explores woven frames in separable Hilbert spaces with an initial focus on the finite-dimensional case. We begin by simplifying the problem to bases, for which we obtain a unique characterization. We establish a condition that is…

The strong dual space of linear continuous functionals on a weighted space G of infinitely differentiable functions defined on the real line is described in terms of their Fourier-Laplace transforms.

Schwinger's finite (D) dimensional periodic Hilbert space representations are studied on the toroidal lattice ${\ee Z}_{D} \times {\ee Z}_{D}$ with specific emphasis on the deformed oscillator subalgebras and the generalized representations…

We extend the Granger-Johansen representation theorems for I(1) and I(2) vector autoregressive processes to accommodate processes that take values in an arbitrary complex separable Hilbert space. This more general setting is of central…

We extend to infinite dimensional separable Hilbert spaces the Schur convexity property of eigenvalues of a symmetric matrix with real entries. Our framework includes both the case of linear, selfadjoint, compact operators, and that of…

We classify all subsets $S$ of the projective Hilbert space with the following property: for every point $\pm s_0\in S$, the spherical projection of $S\backslash\{\pm s_0\}$ to the hyperplane orthogonal to $\pm s_0$ is isometric to…

The 1987 Bourgain-Tzafriri Restricted Invertibility Theorem is one of the most celebrated theorems in analysis. At the time of their work, the authors raised the question of a possible infinite dimensional version of the theorem. In this…

Finite rank perturbations of diagonalizable normal operators acting boundedly on infinite dimensional, separable, complex Hilbert spaces are considered from the standpoint of view of the existence of invariant subspaces. In particular, if…

By way of concrete presentations, we construct two infinite-dimensional transforms at the crossroads of Gaussian fields and reproducing kernel Hilbert spaces (RKHS), thus leading to a new infinite-dimensional Fourier transform in a general…

Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…

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…

Let $\mathcal{H}$ be a linear space equipped with an indefinite inner product $[\cdot, \cdot]$. Denote by $\mathcal{F}_{++}=\{f\in\mathcal{H} \ : \ [f,f]>0\}$ the nonlinear set of positive vectors in $\mathcal{H}$. We demonstrate that the…

We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the alternative results given by the variation of…

We prove a quantitative unique continuation principle for infinite dimensional spectral subspaces of Schr\"odinger operators. Let $\Lambda_L = (-L/2,L/2)^d$ and $H_L = -\Delta_L + V_L$ be a Schr\"odinger operator on $L^2 (\Lambda_L)$ with a…

We consider the problem of characterizing extreme points of the convex set of positive linear operators on a possibly infinite-dimensional Hilbert space under linear constraints. We show that even perturbations of points in such sets admit…

As a prototype of an evolution equation we consider the Schr\"odinger equation i (d/dt) \Psi(t) = H \Psi(t), H = H_0 + V(x) for the Hilbert space valued function \Psi(.) which describes the state of the system at time t in space dimension…

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…

We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…

We study 1D discrete Schr\"odinger operators $H$ with integer-valued potential and show that, $(i)$, invertibility (in fact, even just Fredholmness) of $H$ always implies invertibility of its half-line compression $H_+$ (zero Dirichlet…