English
Related papers

Related papers: Infinite-dimensional Wishart-processes

200 papers

We show that any bounded operator $T$ on a separable, reflexive, infinite-dimensional Banach space $X$ admits a rank one perturbation which has an invariant subspace of infinite dimension and codimension. In the non-reflexive spaces, we…

Functional Analysis · Mathematics 2012-08-30 Alexey I. Popov , Adi Tcaciuc

We study the Wigner function for a quantum system with a discrete, infinite dimensional Hilbert space, such as a spinless particle moving on a one dimensional infinite lattice. We discuss the peculiarities of this scenario and of the…

Quantum Physics · Physics 2012-10-05 Margarida Hinarejos , A. Pérez , Mari-Carmen Bañuls

We solve the problem of Fourier transformation for the one-dimensional $q$-deformed Heisenberg algebra. Starting from a matrix representation of this algebra we observe that momentum and position are unbounded operators in the Hilbert…

High Energy Physics - Theory · Physics 2008-02-03 J. Schwenk

In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…

Probability · Mathematics 2016-04-29 Michel Benaim , Ioana Ciotir , Carl-Erik Gauthier

We consider initial value problems for differential-algebraic equations in a possibly infinite-dimensional Hilbert space. Assuming a growth condition for the associated operator pencil, we prove existence and uniqueness of solutions for…

Classical Analysis and ODEs · Mathematics 2017-11-15 Sascha Trostorff , Marcus Waurick

We develop a general technique to prove uniqueness of solutions for Fokker--Planck equations on infinite dimensional spaces. We illustrate this method by implementing it for Fokker--Planck equations in Hilbert spaces with Kolmogorov…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

A new approach to multi-dimensional quantum scattering by the infinite order discrete variable representation is presented. Determining the expansion coefficients of the wave function at the asymptotic regions by the solution of the…

Atomic Physics · Physics 2007-05-23 Nark Nyul Choi , Min-Ho Lee , Sung Ho Suck Salk

We show that if a closed discrete subset $A \subseteq \mathbf{R}^d$ is denser than a certain critical threshold, then $A$ is a Fourier uniqueness set, while if $A$ is sparser, then uniqueness fails and one can prescribe arbitrary values for…

Classical Analysis and ODEs · Mathematics 2023-06-14 Anshul Adve

Our main theorem is in the generality of the axioms of Hilbert space, and the theory of unbounded operators. Consider two Hilbert spaces such that their intersection contains a fixed vector space D. It is of interest to make a precise…

Functional Analysis · Mathematics 2017-01-19 Palle Jorgensen , Erin Pearse , Feng Tian

A weighted Hilbert space $F^2_{\varphi}$ of entire functions of $n$ variables is considered in the paper. The weight function $\varphi$ is a convex function on ${\mathbb C}^n$ depending on modules of variables and growing at infinity faster…

Complex Variables · Mathematics 2017-10-18 I. Kh. Musin

We introduce a general class of long-range magnetic potentials and derive high velocity limits for the scattering operators in quantum mechanics, in the case of two dimensions. We analyze the high velocity limits in the presence of an…

Mathematical Physics · Physics 2015-06-12 Miguel Ballesteros , Ricardo Weder

We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…

Probability · Mathematics 2019-08-12 Jian Song , Jianfeng Yao , Wangjun Yuan

We generalize the notion of harmonic conjugate functions and Hilbert transforms to higher dimensional euclidean spaces, in the setting of differential forms and the Hodge-Dirac system. These conjugate functions are in general far from being…

Analysis of PDEs · Mathematics 2009-05-01 Andreas Axelsson , Kit Ian Kou , Tao Qian

This article is concerned with the joint law of an integrated Wishart bridge process and the trace of an integrated inverse Wishart bridge process over the interval $ \left[0,t\right] $. Its Laplace transform is obtained by studying the…

Probability · Mathematics 2020-11-17 Jason Leung

The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, poses serious challenges for analytical calculations. Often…

Mathematical Physics · Physics 2018-08-08 Tim Wirtz , Mario Kieburg , Thomas Guhr

We introduce a spatiotemporal self-exciting point process $(N_t(x))$, boundedly finite both over time $[0,\infty)$ and space $\mathscr X$, with excitation structure determined by a graphon $W$ on $\mathscr{X}^2$. This graphon Hawkes process…

Probability · Mathematics 2024-12-05 Justin Baars , Roger J. A. Laeven , Michel Mandjes

This paper begins the study of infinite-dimensional modules defined on bicomplex numbers. It generalizes a number of results obtained with finite-dimensional bicomplex modules. The central concept introduced is the one of a bicomplex…

Functional Analysis · Mathematics 2011-08-10 Raphael Gervais Lavoie , Louis Marchildon , Dominic Rochon

We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to…

Probability · Mathematics 2022-02-16 Marwa Banna , Guillaume Cébron

We argue that Hilbert spaces are not suitable to represent quantum states mathematically, in the sense that they require properties that are untenable by physical entities. We first demonstrate that the requirements posited by complex inner…

Quantum Physics · Physics 2025-01-13 Gabriele Carcassi , Francisco Calderon , Christine A. Aidala

A study is made, of families of Hamiltonians parameterized over open subsets of Banach spaces in a way which renders many interesting properties of eigenstates and thermal states analytic functions of the parameter. Examples of such…

Mathematical Physics · Physics 2021-08-24 Paul E. Lammert