Related papers: Infinite-dimensional Wishart-processes
Even linear operators on infinite-dimensional spaces can display interesting dynamical properties and yield important links among functional analysis, differential and global geometry and dynamical systems, with a wide range of…
We study existence, uniqueness and regularity of solutions for linear equations in infinitely many derivatives. We develop a natural framework based on Laplace transform as a correspondence between appropriate $L^p$ and Hardy spaces: this…
Using the notions and tools from realization in the sense of systems theory, we establish an explicit and new realization formula for families of infinite products of rational matrix-functions of a single complex variable. Our realizations…
We characterize the Markovian and affine structure of the Volterra Heston model in terms of an infinite-dimensional adjusted forward process and specify its state space. More precisely, we show that it satisfies a stochastic partial…
Let F(R^n) be the algebra of Fourier transforms of functions from L_1(R^n), K(R^n) be the algebra of Fourier transforms of bounded complex Borel measures in R^n and W be Wiener algebra of continuous 2pi-periodic functions with absolutely…
We define various higher-order Markov properties for stochastic processes $(X(t))_{t\in \mathbb{T}}$, indexed by an interval $\mathbb{T} \subseteq \mathbb{R}$ and taking values in a real and separable Hilbert space $U$. We furthermore…
Given a Hilbert space operator $T$, the level sets of function $\Psi_T(z)=\|(T-z)^{-1}\|^{-1}$ determine the so-called pseudospectra of $T$. We set $\Psi_T$ to be zero on the spectrum of $T$. After giving some elementary properties of…
We explore the finite-dimensional part of the non-commutative Choquet boundary of an operator algebra. In other words, we seek finite-dimensional boundary representations. Such representations may fail to exist even when the underlying…
We propose the Wishart planted ensemble, a class of zero-field Ising models with tunable algorithmic hardness and specifiable (or planted) ground state. The problem class arises from a simple procedure for generating a family of random…
We analyze and test using Fourier extensions that minimize a Hilbert space norm for the purpose of solving partial differential equations (PDEs) on surfaces. In particular, we prove that the approach is arbitrarily high-order and also show…
Integer-valued time series models have been a recurrent theme considered in many papers in the last three decades, but only a few of them have dealt with models on $\mathbb Z$ (that is, including both negative and positive integers). Our…
Let $E$ be a bounded domain in $\mathbb R^d$. We study regularity property of $\chi_E$ and integrability of $\widehat {\chi_E }$ when its boundary $\partial E$ satisfies some conditions. At the critical case these properties are generally…
We develop real Paley-Wiener theorems for classes ${\mathcal S}_\omega$ of ultradifferentiable functions and related $L^{p}$-spaces in the spirit of Bang and Andersen for the Schwartz class. We introduce results of this type for the…
Quantum Mechanics and Signal Processing in the line R, are strictly related to Fourier Transform and Weyl-Heisenberg algebra. We discuss here the addition of a new discrete variable that measures the degree of the Hermite functions and…
We consider a space of infinitely smooth functions on an unbounded closed convex set in ${\mathbb R}^n$. It is shown that each function of this space can be extended to an entire function in ${\mathbb C}^n$ satisfying some prescribed growth…
The analytic aspects of the operator realization of Wick power series of infrared singular free fields are considered. Taking advantage of the holomorphy properties of the two-point correlation function and its Hilbert majorant in x-space,…
A complete set of d+1 mutually unbiased bases exists in a Hilbert spaces of dimension d, whenever d is a power of a prime. We discuss a simple construction of d+1 disjoint classes (each one having d-1 commuting operators) such that the…
We describe a method to express the susceptibility and higher derivatives of the free energy in terms of the scaling variables (Wegner's nonlinear scaling fields) associated with the high-temperature (HT) fixed point of Dyson hierarchical…
Let $H$ be a complex Hilbert space and let ${\mathcal C}$ be a conjugacy class of finite rank self-adjoint operators on $H$ with respect to the action of unitary operators. We suppose that ${\mathcal C}$ is formed by operators of rank $k$…
A complete characterization of Wishart distributions on the cones of positive semi-definite matrices is provided in terms of a description of their maximal parameter domain. This result is new in that also degenerate scale parameters are…