Related papers: Infinite-dimensional Wishart-processes
Given a separable and real Hilbert space $\mathbb{H}$ and a trace-class, symmetric and non-negative operator $\mathcal{G}:\mathbb{H}\rightarrow\mathbb{H}$, we examine the equation \begin{align*} dX_t = -X_t\, dt + b(X_t) \, dt + \sqrt{2} \,…
We study several classes of indecomposable representations of quivers on infinite-dimensional Hilbert spaces and their relation. Many examples are constructed using strongly irreducible operators. Some problems in operator theory are…
We parametrize the space $\mathcal{Z}$ of Zygmund vector fields on the unit circle in terms of infinitesimal shear functions on the Farey tesselation. Then we express the Hilbert transform and the Fourier coefficients of the Zygmund vector…
The relative position of one subfactor of a factor has been proved quite rich since the work of Jones. We shall show that the theory of relative position of several subspaces of a separable infinite-dimensional Hilbert space is also rich.…
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…
We prove a unique continuation property for the fractional Laplacian $(-\Delta)^s$ when $s \in (-n/2,\infty)\setminus \mathbb{Z}$. In addition, we study Poincar\'e-type inequalities for the operator $(-\Delta)^s$ when $s\geq 0$. We apply…
In this work, we first give some mathematical preliminaries concerning the generalized prolate spheroidal wave function (GPSWFs). These set of special functions have been introduced in [16] and [7] and they are defined as the infinite and…
We show that the SDE $dX_t = \sigma(X_{t-}) \, dL_t$, $X_0 \sim \mu$ driven by a one-dimensional symnmetric $\alpha$-stable L\'evy process $(L_t)_{t \geq 0}$, $\alpha \in (0,2]$, has a unique weak solution for any continuous function…
Analogous to Weil-Petersson quasicircles, we investigate infinite circle patterns in the Euclidean plane parameterized by discrete harmonic functions of finite Dirichlet energy. The space of such circle patterns forms an…
For Hilbert spaces $\mathcal H\subseteq L^2(\mathbb R)$ we consider the convex sets $\mathcal D_+(\mathcal H)$ of Wigner-positive states (WPS), i.e.~density matrices over $\mathcal H$ with non-negative Wigner function. We investigate the…
Extending earlier work by Rogers, Wiener-Hopf factorisation is studied for a class of functions closely related to Nevanlinna-Pick functions and complete Bernstein functions. The name 'Rogers functions' is proposed for this class. Under…
In this paper, Hardy's uncertainty principle and unique continuation properties of Schrodinger equations with operator potentials in Hilbert space-valued classes are obtained. Since the Hilbert space H and linear operators are arbitrary, by…
In this paper we completely characterize the norm attainment set of a bounded linear operator on a Hilbert space. This partially answers a question raised recently in [\textit{D. Sain, On the norm attainment set of a bounded linear…
We calculate the `one-point function', meaning the marginal probability density function for any single eigenvalue, of real and complex Wishart correlation matrices. No explicit expression had been obtained for the real case so far. We…
We describe local and global properties of wavelet transforms of ultradifferentiable functions. The results are given in the form of continuity properties of the wavelet transform on Gelfand-Shilov type spaces and their duals. In…
We propose an extreme dimension reduction method extending the Extreme-PLS approach to the case where the covariate lies in a possibly infinite-dimensional Hilbert space. The ideas are partly borrowed from both Partial Least-Squares and…
We define a new perverse t-exact pullback operation on derived categories of constructible sheaves which generalizes most perverse t-exact functors in sheaf theory, such as microlocalization, the Fourier-Sato transform and vanishing cycles.…
By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical)…
Let $H$ be a complex Hilbert space and let ${\mathcal P}(H)$ be the associated projective space (the set of rank-one projections). Suppose that $\dim H\ge 3$. We prove the following Wigner-type theorem: if $H$ is finite-dimensional, then…
The prime number decomposition of a finite dimensional Hilbert space reflects itself in the representations that the space accommodates. The representations appear in conjugate pairs for factorization to two relative prime factors which can…