相关论文: Representation of I(1) and I(2) autoregressive Hil…

We extend the notion of cointegration for time series taking values in a potentially infinite dimensional Banach space. Examples of such time series include stochastic processes in C[0,1] equipped with the supremum distance and those in a…

This paper consider inverting a holomorphic Fredholm operator pencil. Specifically, we provide necessary and sufficient conditions for the inverse of a holomorphic Fredholm operator pencil to have a simple pole and a second order pole.…

This paper defines the class of $\mathcal{H}$-valued autoregressive (AR) processes with a unit root of finite type, where $\mathcal{H}$ is an infinite dimensional separable Hilbert space, and derives a generalization of the Granger-Johansen…

Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

In data rich environments we may sometimes deal with time series that are probability density-function valued, such as observations of cross-sectional income distributions over time. To apply the methods of functional time series analysis…

We construct a rigged Hilbert space for the square integrable functions on the line L^2(R) adding to the generators of the Weyl-Heisenberg algebra a new discrete operator, related to the degree of the Hermite polynomials. All together,…

We construct a class of representations of the Heisenberg algebra in terms of the complex shift operators subject to the proper continuous limit imposed by the correspondence principle. We find a suitable Hilbert space formulation of our…

When considering the problem of forecasting a continuous-time stochastic process over an entire time-interval in terms of its recent past, the notion of Autoregressive Hilbert space processes (ARH) arises. This model can be seen as a…

A family of continuous-time generalized autoregressive conditionally heteroscedastic processes, generalizing the $\operatorname {COGARCH}(1,1)$ process of Kl\"{u}ppelberg, Lindner and Maller [J. Appl. Probab. 41 (2004) 601--622], is…

A canonical factorization is given for a quadratic pencil of accretive operators in a Hilbert space. Also, we establish some relationships between an m-accretive operator and its Moore-Penorse inverse. As an application, we study a result…

The necessary and sufficient conditions for existence of a generalized representer theorem are presented for learning Hilbert space-valued functions. Representer theorems involving explicit basis functions and Reproducing Kernels are a…

Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…

We introduce and analyse infinite dimensional Wishart processes taking values in the cone $S^+_1(H)$ of positive self-adjoint trace class operators on a separable real Hilbert space $H$. Our main result gives necessary and sufficient…

Let F be a right Hilbert C*-module over a C*-algebra B, and suppose that F is equipped with a left action, by compact operators, of a second C*-algebra A. Tensor product with F gives a functor from Hilbert C*-modules over A to Hilbert…

In this paper we consider the general structure of irreducible tensor representations of the Poincare group of arbitrary dimension with multiple sets of Lorentz indices and different ways to construct them from basic elements (Lorentz…

This paper is a contribution to the theory of dynamical sampling. Our purpose is twofold. We first consider representations of sequences in a Hilbert space in terms of iterated actions of a bounded linear operator. This generalizes recent…

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…

Notion of an open system of second order is introduced. Characteristic function for such an open system is obtained. Model representations of a quadratic non-self-adjoint operator pencil are found.

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. In this…