Related papers: Infinite-dimensional Wishart-processes
We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini--Hadamard subdifferential in terms of the Clarke subdifferential of the…
We establish a spectral duality for certain unbounded operators in Hilbert space. The class of operators includes discrete graph Laplacians arising from infinite weighted graphs. The problem in this context is to establish a practical…
We completely describe the equilibrium states of a class of potentials over the full shift which includes Falconer's singular value function for affine iterated function systems with invertible affinities. We show that the number of…
This note examines the implications of randomly selecting vectors from an infinite-dimensional Hilbert space on linear independence, assuming that for all $k$, the first $k$ vectors follow an absolutely continuous law with respect to a…
In this paper we introduce reproducing kernel Hilbert spaces of polyanalytic functions of infinite order. First we study in details the counterpart of the Fock space and related results in this framework. In this case the kernel function is…
We obtain a general concept of triplet of Hilbert spaces with closed (unbounded) embeddings instead of continuous (bounded) ones. The construction starts with a positive selfadjoint operator $H$, that is called the Hamiltonian of the…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
We consider a unique continuation problem where the Dirichlet trace of the solution is known to have finite dimension. We prove Lipschitz stability of the unique continuation problem and design a finite element method that exploits the…
For $\alpha\geq 2$, we investigate a class of Fourier extension operators on fractional surfaces $(\xi,|\xi|^\alpha)$. For the corresponding $\alpha$-Strichartz inequalities, by applying the missing mass method and bilinear restriction…
We prove that the inverse limit of certain iterated wreath products in product action have complete Hausdorff dimension spectrum with respect to their unique maximal filtration of open normal subgroups. Moreover we can produce explicitly…
This work is concerned with the convex analysis of functions defined on (not necessarily finite-dimensional) Hilbert spaces whose values depend solely on a certain ``spectrum'' of the arguments, a class we term ``spectral functions.'' We…
We characterize Hilbert spaces in the class of all Banach spaces using Fourier transform of vector-valued functions over the field $Q_p$ of $p$-adic numbers. Precisely, Banach space $X$ is isomorphic to a Hilbert one if and only if Fourier…
Consider a doubly-infinite array of iid centered variables with moment conditions, from which one can extract a finite number of rectangular, overlapping submatrices, and form the corresponding Wishart matrices. We show that under basic…
Potential algebras can be used effectively in the analysis of the quantum systems. In the article, we focus on the systems described by a separable, 2x2 matrix Hamiltonian of the first order in derivatives. We find integrals of motion of…
We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of the form \begin{align*}…
The explicit construction of direct and inverse Fourier's vector transform with discontinuous coefficients is presented. The technique of applying Fourier's vector transform with discontinuous coefficients for solving problems of…
While there exists a well-developed asymptotic theory of Fr\'echet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in…
We are concerned with the three dimensional incompressible Navier--Stokes equations driven by an additive stochastic forcing of trace class. First, for every divergence free initial condition in $L^{2}$ we establish existence of infinitely…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…