The separability of the Hilbert space generated by a stochastic process

The separability of the Hilbert space generated by a stochastic process is one of the basic assumptions in the time-spectral analysis of stochastic processes. This assumption is either presupposed explicitly or, more often, obtained as a consequence of the assumption of existence of left and right limits of the process for any value of the time parameter. In this paper it is shown that the existence of a left limit only, for each value of the time parameter, is a sufficient condition for the separability of the Hilbert space generated by the process.     

A note on harmonizable and V-bounded processes

Let H be a Hilbert space and B(H) be the algebra of all bounded linear operators on H. Normal Hilbert B(H)-module valued processes are studied over a locally compact abelian group as models for infinite variate or Hilbert space valued stochastic processes. Harmonizability of Rozanov type and V-boundedness are defined for such processes. It is shown that a process is harmonizable if and only if it is V-bounded and continuous. A necessary and sufficient condition is given for a process to have a stationary dilation.     

N solutions for a derivative nonlinear Schrödinger‐type equation via Riemann‐Hilbert approach

The inverse scattering transform for the derivative nonlinear Schrödinger‐type equation is studied via the Riemann‐Hilbert approach. In the direct scattering process, the spectral analysis of the Lax pair is performed, from which a Riemann‐Hilbert problem is established for the derivative nonlinear Schrödinger‐type equation. In the inverse scattering process, N‐soliton solutions of the derivative nonlinear Schrödinger‐type equation are obtained by solving Riemann‐Hilbert problems corresponding to the reflectionless cases. Moreover, the dynamics of the exact solutions are discussed.     

Extension of Bernstein polynomials to infinite dimensional case

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 modelled on classical Bernstein polynomials and represent a possible extension to an infinite dimensional setting.The same idea is generalized to obtain from a given approximation process for function defined on a real interval a new approximation process for vector-valued mappings defined on subsets of a real Hilbert space.     

A note on the weighted Hilbert's inequality

A finite Hilbert transformation associated with a polynomial is the analogue of a Hilbert transformation associated with an entire function which is a generalization of the classical Hilbert transformation. The weighted Hilbert inequality, which has applications in analytic number theory, is closely related to the finite Hilbert transformation associated with a polynomial. In this note, we study a relation between the finite Hilbert transformation and the weighted Hilbert's inequality. A question is posed about the finite Hilbert transformation, of which an affirmative answer implies the weighted Hilbert inequality.

     

LINEAR ISOMETRIC NON-ANTICIPATIVE TRANSFORMATIONS OF WIENER PROCESS

ThispaperisanoutcomeofnumerousdiscusionsandexchangeofideaswithlatePredragPerunicic,whosedeepandprofoundmathematicalknowledgeandhumanvaluesgaveusaninspirationandmotivationtofinalizeourjointideas.1.Wereferto[3,4]forthenotionofspectralmultiplicitytheoryintheseparableHilbertspace.LetHbeacyclicHilbertspacewiththeresolutionoftheidentity{p(t)}ofthemaximalspectraltypelIP(dt)ll'~dt-ordinaryLebesguemeasure.Anon-anticipativelineartransformationsisdefinedbyVolterrakernelg(t,u),uSt,ajsf'g(t)u)p(du),t>0…     

马尔可夫过程H-值可加泛函的向前向后鞅分解

本文研究了马尔可夫H-值可加泛函的向前向后鞅分解.利用Lyons-Meyer-Zheng鞅分解得到了泛函数极限定理所必需的极大不等式和紧性结果,在最小条件限度内得到了马尔可夫过程经验测度的泛函中心极限定理,将该定理从实值情形推广到了希尔伯特值情形.     

Hilbert-valued self-intersection local times for planar Brownian motion

Dynkin's construction for self-intersection local time of a planar Wiener process is extended to Hilbert-valued weights. In Dynkin's construction, the weight is bounded and measurable. Since the weight function describes the properties of the medium in which the Brownian motion moves, relative to the external medium's properties, the weight function can be random and unbounded. In this article, we discuss the possibility to consider Hilbert-space-valued weights. It appears that the existence of Hilbert-valued Dynkin-renormalized self-intersection local time is equivalent to the embedding of the values of Hilbert-valued weight into a Hilbert–Schmidt brick. Using Dorogovtsev's sufficient condition for the embedding of compact sets into a Hilbert–Schmidt brick in terms of an isonormal process, we prove the existence of Hilbert-valued Dynkin-renormalized self-intersection local time. Also using Dynkin's construction we construct the self-intersection local time for the deterministic image of the planar Wiener process.     

Analysis of a single server queue with semi-Markovian service interruption

In this paper we analyze a discrete-time single server queue where the service time equals one slot. The numbers of arrivals in each slot are assumed to be independent and identically distributed random variables. The service process is interrupted by a semi-Markov process, namely in certain states the server is available for service while the server is not available in other states. We analyze both the transient and steady-state models. We study the generating function of the joint probability of queue length, the state and the residual sojourn time of the semi-Markov process. We derive a system of Hilbert boundary value problems for the generating functions. The system of Hilbert boundary value problems is converted to a system of Fredholm integral equations. We show that the system of Fredholm integral equations has a unique solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the Hilbert function of Artinian local complete intersections of codimension three

In singularity theory or algebraic geometry, it is natural to investigate possible Hilbert functions for special algebras A such as local complete intersections or more generally Gorenstein algebras. The sequences that occur as the Hilbert functions of standard graded complete intersections are well understood classically thanks to Macaulay and Stanley. Very little is known in the local case except in codimension two. In this paper we characterise the Hilbert functions of quadratic Artinian complete intersections of codimension three. Interestingly we prove that a Hilbert function is admissible for such a Gorenstein ring if and only if is admissible for such a complete intersection. We provide an effective construction of a local complete intersection for a given Hilbert function. We prove that the symmetric decomposition of such a complete intersection ideal is determined by its Hilbert function.     

Representation and duality for Hilbert algebras

In this paper we introduce a special kind of ordered topological spaces, called Hilbert spaces. We prove that the category of Hilbert algebras with semi-homomorphisms is dually equivalent to the category of Hilbert spaces with certain relations. We restrict this result to give a duality for the category of Hilbert algebras with homomorphisms. We apply these results to prove that the lattice of the deductive systems of a Hilbert algebra and the lattice of open subsets of its dual Hilbert space, are isomorphic. We explore how this duality is related to the duality given in [6] for finite Hilbert algebras, and with the topological duality developed in [7] for Tarski algebras.      

Infinite Dimensional Bicomplex Spectral Decomposition Theorem

This paper presents a bicomplex version of the Spectral Decomposition Theorem on infinite dimensional bicomplex Hilbert spaces. In the process, the ideas of bounded linear operators, orthogonal complements and compact operators on bicomplex Hilbert spaces are introduced and treated in relation with the classical Hilbert space M′ imbedded in any bicomplex Hilbert space M.     

Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise

Existence and uniqueness of the mild solutions for stochastic differential equations for Hilbert valued stochastic processes are discussed, with the multiplicative noise term given by an integral with respect to a general compensated Poisson random measure. Parts of the results allow for coefficients which can depend on the entire past path of the solution process. In the Markov case Yosida approximations are also discussed, as well as continuous dependence on initial data, and coefficients. The case of coefficients that besides the dependence on the solution process have also an additional random dependence is also included in our treatment. All results are proven for processes with values in separable Hilbert spaces. Differentiable dependence on the initial condition is proven by adapting a method of S. Cerrai.     

On coarse geometric aspects of Hilbert geometry

We begin a coarse geometric study of Hilbert geometry. Actually we give a necessary and sufficient condition for the natural boundary of a Hilbert geometry to be a corona, which is a nice boundary in coarse geometry. In addition, we show that any Hilbert geometry is uniformly contractible and with coarse bounded geometry. As a consequence of these we see that the coarse Novikov conjecture holds for a Hilbert geometry with a mild condition. Also we show that the asymptotic dimension of any two-dimensional Hilbert geometry is just two. This implies that the coarse Baum–Connes conjecture holds for any two-dimensional Hilbert geometry via Yu’s theorem.

     

An extension of the Wong-Zakai theorem for stochastic evolution equations in Hilbert spaces

In this paper we examine an approximation theorem of the Wong–Zakai type for stochastic evolution equations in a Hilbert space with the noise being the generalized derivative of the Wiener process with values in another Hilbert space. As a consequence of the approximation of the Wiener process we get in the limit equation the Ito correction term for the infinite dimensional case. The obtained result includes the case of stochastic delay equations. The uniqueness and existence of solutions are guaranteed by known theorems for the mild solutions     

P_n(Γ)一组Hilbert基的判定和计算

设Γ是一作用在Rn上的紧李群,Pn(Γ)是Γ不变的多项式芽环,Hilbert-Weyl定理证明了对于Pn(Γ)总存在一组由Γ不变的齐次多项式芽构成的Hilbert基.然而,如何从Γ不变的齐次多项式芽中选出一组Hilbert基?如何判定Γ不变的齐次多项式芽的一个有限集就是Pn(Γ)的一组Hilbert基?在有关的文献中,Pn(Γ)的一组Hilbert基常常是通过幂级数展开进行计算.作为一个补充,本文借助Noether环、不变积分的基本性质以及奇点理论的某些定理,证明了判定、计算Pn(Γ)的Hilbert基的有关定理和原理,这提供了计算某些Pn(Γ)一组Hilbert基的而与幂级数展开不同的方法.最后,举例加以说明.     

Dirichlet to Neumann operator on differential forms

We define the Dirichlet to Neumann operator on exterior differential forms for a compact Riemannian manifold with boundary and prove that the real additive cohomology structure of the manifold is determined by the DN operator. In particular, an explicit formula is obtained which expresses Betti numbers of the manifold through the DN operator. We express also the Hilbert transform through the DN map. The Hilbert transform connects boundary traces of conjugate co-closed forms.     

Local automorphisms of operator algebras on Banach spaces

In this paper we extend a result of Semrl stating that every 2-local automorphism of the full operator algebra on a separable infinite dimensional Hilbert space is an automorphism. In fact, besides separable Hilbert spaces, we obtain the same conclusion for the much larger class of Banach spaces with Schauder bases. The proof rests on an analogous statement concerning the 2-local automorphisms of matrix algebras for which we present a short proof. The need to get such a proof was formulated in Semrl's paper.

     

Schur complements on Hilbert spaces and saddle point systems

For any continuous bilinear form defined on a pair of Hilbert spaces satisfying the compatibility Ladyshenskaya–Babušca–Brezzi condition, symmetric Schur complement operators can be defined on each of the two Hilbert spaces. In this paper, we find bounds for the spectrum of the Schur operators only in terms of the compatibility and continuity constants. In light of the new spectral results for the Schur complements, we review the classical Babušca–Brezzi theory, find sharp stability estimates, and improve a convergence result for the inexact Uzawa algorithm. We prove that for any symmetric saddle point problem, the inexact Uzawa algorithm converges, provided that the inexact process for inverting the residual at each step has the relative error smaller than 1/3. As a consequence, we provide a new type of algorithm for discretizing saddle point problems, which combines the inexact Uzawa iterations with standard a posteriori error analysis and does not require the discrete stability conditions.