Related papers: Infinite-dimensional Wishart-processes
By employing Husimi quasiprobability distributions, we show that a bounded portion of an unbounded phase space induces a finite effective dimension in an infinite dimensional Hilbert space. We compare our general expressions with numerical…
A new generalized function space in which all Gelfand-Shilov classes $S^{\prime 0}_\alpha$ ($\alpha>1$) of analytic functionals are embedded is introduced. This space of {\it ultrafunctionals} does not possess a natural nontrivial topology…
We study translation invariant stochastic processes on $\mathbb{R}^d$ or $\mathbb{Z}^d$ whose diffraction spectrum or structure function $S(k)$, i.e. the Fourier transform of the truncated total pair correlation function, vanishes on an…
In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…
The purpose of this paper is to study some new concrete approximation processes for continuous vector-valued mappings defined on the infinite dimensional cube or on a subset of a real Hilbert space. In both cases these operators are…
We consider a short rate model, driven by a stochastic process on the cone of positive semidefinite matrices. We derive sufficient conditions ensuring that the model replicates normal, inverse or humped yield curves.
Random sets are used to get a continuous partition of the cardinality of the union of many overlapping sets. The formalism uses M\"obius transforms and adapts Shapley's methodology in cooperative game theory, into the context of set theory.…
The singular real second order 1D Schrodinger operators are considered here with such potentials that all local solutions near singularities to the eigenvalue problem are meromorphic for all values of the spectral parameter. All…
Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$…
We solve in mild sense Hamilton Jacobi Bellman equations, both in an infinite dimensional Hilbert space and in a Banach space, with lipschitz Hamiltonian and lipschitz continuous final condition, and asking only a weak regularizing property…
Description of linear continuous functionals on a space of rapidly decreasing infinitely differentiable functions on an unbounded closed convex set in $\mathbb R^n$ in terms of their Fourier-Laplace transform is obtained.
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
In this article we present a general method to rigorously prove existence of strong solutions to a large class of autonomous semi-linear PDEs in a Hilbert space $H^{l}\subset H^{s}(\mathbb{R}^{m})$ ($s\geq1$) via computer-assisted proofs.…
A scale of the Frechet spaces of exponential type entire functions of one complex variable is considered. Certain special properties of subsets of these spaces consisting of Laguerre entire functions, which are obtained as uniform limits on…
We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study…
The theorem on the existence of maximal nonnegative invariant subspaces for a special class of dissipative operators in Hilbert space with indefinite inner product is proved in the paper. It is shown in addition that the spectra of the…
Let $q\geq 2$ be an integer, and $\Bbb F_q^d$, $d\geq 1$, be the vector space over the cyclic space $\Bbb F_q$. The purpose of this paper is two-fold. First, we obtain sufficient conditions on $E \subset \Bbb F_q^d$ such that the inverse…
This work is dedicated to the development of the theory of Fourier hyperfunctions in one variable with values in a complex non-necessarily metrisable locally convex Hausdorff space $E$. Moreover, necessary and sufficient conditions are…
Finite-dimensional linear programs satisfy strong duality (SD) and have the "dual pricing" (DP) property. The (DP) property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution…
We introduce a new extragradient iterative process, motivated and inspired by [S. H. Khan, A Picard-Mann Hybrid Iterative Process, Fixed Point Theory and Applications, doi:10.1186/1687-1812-2013-69], for finding a common element of the set…