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2
votes
1answer
86 views

Fractional Brownian motion via Hilbert space

The Brownian motion has the following (Levy-Ciesielski?) construction via Hilbert space isomorphisms: Let $\{ Z_i \}_{i \in \mathbb{Z}}$ be i.i.d. $N(0,1)$ random variables defined on $(\Omega, ...
1
vote
1answer
48 views

invertible unbounded linear maps defined on a Hilbert space

It is well-known that, assuming the axxiom of choice, there are unbounded linear maps defined not only on a dense subset but on all of Hilbert space. Is it possible that such a map is invertible?
3
votes
1answer
160 views

Positive definite quadratic forms on Banach spaces

This is a question about characterizing Hilbert spaces in terms of quadratic forms. Let $X$ be a real Banach space and $E$ a bounded quadratic form on it, it is called positive definite if ...
0
votes
0answers
65 views

How to Prove the Semi-parametric Representer Theorem

I have also posted this question on MathSE, so if you think it mustn't be here, please let me know, or just delete it. I was thinking that some people here are more appropriate to answer this ...
2
votes
0answers
167 views

Measurability of a map that takes a functional to its composition with a linear operator

Let $(X,\Sigma_X)$ be a measurable space such that $\Sigma_X$ is countably generated. Let $B_b(X)$ be the Banach space of all bounded $\Sigma_X$-measurable functions $X\to\mathbb{R}$ equipped with ...
0
votes
0answers
31 views

Speed of convergence of vector expansions in non orthogonal basis

Suppose we have a finite-norm vector $X$ in a Hilbert space, and we want to construct its expansion in a certain (infinite) basis $V_k$, $X=\sum_k a_k V_k$. If the basis is orthonormal, then we know ...
1
vote
1answer
48 views

Integral representation of joint projection valued measures

Given two positive $\sigma$-finite measures $\mu_{1/2}$ on the spaces $X_{1/2}$ one can define the product measure $\mu_1\otimes\mu_2$ on the product space $X_1\times X_2$. It can be proved that the ...
1
vote
0answers
76 views

Determining the exact form of a projection in a Hilbert space

Let $$\Omega = \left\{f(x) \in \mathcal{L}^2[0,T]: \frac{1}{T}\int_0^Tf(x)dx = \mu,~ a \le f(x) \le b,~\forall x \in [0,T]\right\},$$ where $\mathcal{L}^2[0,T]$ is the set of Lebesgue ...
9
votes
2answers
193 views

For which $f \in L^2([0,1])$ is $f^\perp \cap C^\infty$ dense in $f^\perp$?

Given $f \in L^2([0,1])$, $f \neq 0$, we can consider the orthogonal complement $f^\perp$ . The smooth functions $C^\infty([0,1])$ are dense in $L^2([0,1])$. Is the intersection $f^\perp \cap ...
4
votes
2answers
202 views

is 1/max(i,j) a bounded matrix on hilbert spaces?

I would like to know if the infinite matrix $[\frac{1}{\max(i,j)}]_{i,j\geq 1}$ represents a bounded operator on $\ell^2(\mathbb{N}^\star)$. It would be sufficient to know if the Lehmer matrix ...
2
votes
0answers
100 views

Hilbert Schmidt Operators and the Conditional Expectation Operator

Consider the function $\text{E}_W: L_2(\mathbb{R},P_X) \mapsto L_2(\mathbb{R},P_W)$ where $P_X$ and $P_W$ are two different probability measures. They are related in such a way that if $f_X$, $f_W$ ...
4
votes
1answer
138 views

what characterizes a characteristic function of a probability measure in separable Hilbert spaces?

As we all know on real line $\mathbb{R}$, the following is valid A $\mathbb{C}$-valued function $\varphi$ is a characteristic function of a probability measure on $\mathbb{R}$ if and only if ...
2
votes
1answer
134 views

Nuclear vs Integral operators on Hilbert spaces

Consider the Hilbert space $L_2=L_2[0,1]$. Is it true that for each nuclear (trace-class) operator on $L_2$ there exists a function $K\in L_1(L_2)$ such that $$Tf = \int\limits_0^1 K(s) f(s) ...
2
votes
1answer
96 views

Karhunen-Loeve expansion for discrete-time process

Is there a Karhunen-Loeve theorem for discrete-time process? For example, let $\left\{X_i\right\}$ be a sequence of independent random variable which are uniformly distributed on the set $\{-1,1\}$. ...
0
votes
2answers
276 views

Spectral decomposition of compact operators

Let T be a compact operator on an infinite dimensional hilbert space H. I am proving the theorem which says that $Tx=\sum_{n=1}^{\infty}{\lambda}_{n}\langle x,x_{n}\rangle y_{n}$ where ($x_{n}$) is an ...
0
votes
0answers
61 views

Closure of partial differential operators on $L^2(\Omega)$

Let $\Omega\subset\mathbb{R}^2$ open set. Consider an $\textit{uniformly elliptic}$ second order differential operator on $L^2(\Omega,\mathbb{C})$ $$ H=\sum_{|\alpha|\le 2}C_\alpha\partial^\alpha $$ ...
0
votes
2answers
89 views

Does positivity preserve compactness? [closed]

Suppose $A$ and $B$ are operators on a (separable) Hilbert space $H$ and $A \leq B$. Is it true that if $B$ is compact then $A$ is compact too? If not, could you please show a counterexample?
4
votes
1answer
176 views

Besicovitch Almost Periodic Functions a subspace of what?

The common example of a nonseparable Hilbert space comes from the collection of Besicovitch almost periodic function spaces. Starting with $L^p_{\text{loc}}(\mathbb{R})$ we look at those elements ...
1
vote
2answers
203 views

Characterisation of compact operators

It is known (and easy) to prove that if $T: H\longrightarrow H $ is compact, where $H$ is a Hilbert space, then for any orthonormal basis $ e_n $ we have $||Te_n||\longrightarrow 0$. My question is ...
4
votes
2answers
207 views

A Theorem by Von Neumann, which pertains a product of two Hilbert Spaces

I'm writing my thesis on the EPR paradox (I want to continue my master degree in physics) but I'm having an unusual problem. One passage from the book I'm following at the moment justifies one ...
6
votes
1answer
196 views

Is there a nice “minimum” of two symmetric operators?

Let $A$ and $B$ be two bounded symmetric positive operators in Hilbert space, such that $A-B$ is trace class. If needed, $A$ and $B$ may be assumed reasonably "small", let's say, Hilbert-Schmidt. ...
4
votes
0answers
147 views

Exterior powers and singular values on Hilbert spaces

I am currently writing an article relating to multiplicative ergodic theorems for cocycles of bounded operators acting on a Hilbert space, and in parts of the argument it is necessary for me to refer ...
9
votes
1answer
273 views

A question about tiling Hilbert Space

Let H be an infinite dimensional and separable Hilbert Space. Let e be a positive real number-which can be arbitrarily small. Does there exist a denumerably infinite set S of pairwise disjoint and ...
0
votes
1answer
90 views

Does spectral theory assume separability

On an infinite dimensional space, the spectral theorem for compact normal operators says that the eigenvectors form an orthonormal basis which, from wikipedia, is equivalent to the space being ...
1
vote
1answer
99 views

Special form of unbounded operators on $L_2(\mathbb{R}_+, \mathcal{H})$

I have the following problem; Fix a Hilbert space $\mathcal{H}$. Let $S \colon \mathrm{Dom}S \subset L_2(\mathbb{R}_+, \mathcal{H}) \rightarrow L_2(\mathbb{R}_+, \mathcal{H}) $ be a closed densely ...
2
votes
0answers
219 views

Convex hulls of compact sets

Let $A$ be a compact set in a separable Hilbert space $H$, and let $\bar A$ denote its convex hull. Is $\bar A$ compact?
1
vote
2answers
359 views

Isometric embeddings of metric spaces in Hilbert spaces

There are plenty of isometric embeddings of metric spaces in Banach spaces. Nevertheless, I have been unable to find any significant result on isometric embeddings into Hilbert spaces. My question is: ...
3
votes
1answer
121 views

Cardinality of the set of Boolean subalgbras of the lattice of projections on a Hilbert space.

A simple question I've managed to gey myself quite confused about. Given a Hilbert space H, what do we know about the cardinality of (a) the set P(H) of projection operators onto H (equivalently, ...
12
votes
2answers
317 views

compact-open topology on $B(H)$

In topology, it is common to use the compact-open topology on the set of continuous maps between two given topological spaces. Let now $H$ be a Hilbert space and $B(H)$ the set of continuous linear ...
4
votes
0answers
75 views

status of Invariant subspace problem on Krein Space

What is the status of Invariant subspace problem on Krein Space? What sort of developments have taken place in this area.
2
votes
0answers
45 views

Is the Szego projection on a codim-$k$ CR manifold an integral operator?

The Szego projection on a CR manifold $M$ is defined to be the orthogonal projection from $L^2(M)$ to the closed subspace $H^2(M),$ where $$H^2(M) = \{f \in L^2(M)\ |\ \bar{\partial}_{b}f = 0\ ...
0
votes
0answers
63 views

Interpret some coefficients in algebras

Let $A$ be a real vector space equipped with a scalar product $\langle \,,\,\rangle$, and assume moreover that a multiplication is define on it so that becomes an algebra (e.g. polynomials with the ...
5
votes
1answer
149 views

An extreme point of the ball of the space of compact operators

It is very easy to see that the unit ball of $c_0$ has no extreme points. I was trying to spot any extreme points in the unit ball of the space of compact operators on a Hilbert space (a ...
1
vote
0answers
71 views

“correlation” between two subspaces

It is frequently important to determine the coherence of a matrix by finding the maximum pairwise correlation between all its column vectors. Similarly, when working with a union of subspaces of a ...
2
votes
1answer
127 views

Iterated projections in Hilbert spaces

Let $E$ be an Hilbert space and $F, G$ two subspaces such that $F \cap G =\{0\}$. Let $(x_n)$ be the sequence of iterated orthogonal projections: $x_0 \in F$, $x_1$ is the orthogonal projection of ...
2
votes
0answers
80 views

Terminology and reference question

I am working on a problem involving bilinear forms over complex Hilbert spaces, and in my case it is not natural to make the forms sesquilinear, i.e., $a(u,v)$ is linear in both complex arguments. ...
0
votes
1answer
127 views

find a weak solution in an intersection of Sobolev spaces

In using-lax-milgram-to-find-a-weak-solution-in-an-intersection-of-sobolev-spaces the weak solution for $$ -\Delta^2 u = f \in L^2(U)\\ \\ u|_{\partial U}=\Delta u|_{\partial U} = 0 $$ was ...
0
votes
0answers
96 views

Operator Adjoints and Non-Symmetric Inner Products

Let $V$ be a finite dimensional vector space (over $C$ if that makes a difference), and let $T$ be a linear operator on $V$. Now if $(\cdot,\cdot)$ is an inner product on $V$, then it is well-known ...
7
votes
2answers
146 views

why is this a sufficient condition for a domain to be a core of an unbounded operator?

Let $\alpha:\mathbb R\to U(H)$ be a strongly continuous action of the reals on some Hilbert space, and let $A=-i\frac d{dt}\alpha(t)|_{t=0}$ be its infinitesimal generator, so that ...
2
votes
1answer
116 views

Self-adjointness of a perturbed quantum mechanical Hamiltonian specified in an infinite matrix form

Consider an operator $H$ on the Hilbert space $\ell_2$ given as an infinite matrix with two pieces, one diagonal and one arbitrary: $H_{ij}=E_i\delta_{ij}+V_{ij}$. This has a physical meaning in ...
1
vote
2answers
210 views

Finite dimensional approximations of operators on Hilbert spaces

Let $e_1,e_2,\dots$ be a Schauder basis for a Hilbert space $(V , \langle \cdot , \cdot \rangle)$. Let $A:V \to V$ be an operator. Finally, let $V_n = {\rm span}( e_1, \dots, e_n)$. Let $i_n : V_n ...
7
votes
1answer
205 views

Product of commuting nonnegative operators

Let $V$ be a real vector space with an inner product and $A,B : V \to V$ linear maps which are self-adjoint nonnegative-definite, i.e. $\langle Ax,y \rangle = \langle x,Ay \rangle$ and $\langle Ax,x ...
0
votes
1answer
108 views

Reference for compact operators in quaternionic Hilbert spaces

Have they been studied? In particular, what is the analogue of the Schmidt theorem for compact operators in Hilbert spaces? Helemskii A. Ya., Lectures and Exercises on Functional Analysis, Ch. 3, ...
3
votes
0answers
141 views

Deleting “weak homeomorphism” in a Hilbert space

It is well-known that there exists a homeomorphism $h$ from an infinite-dimensional Hilbert space $H$ to $H\setminus\{0\}$. Does there exist a "weak homeomorphism" $g:H \to H\setminus\{0\}$, that is, ...
2
votes
1answer
110 views

RKHSs containing constant functions

Suppose $H$ is the reproducing kernel Hilbert space on a space $X$ with reproducing kernel $K$. If, say, $K - c$ is a positive definite kernel for some $c>0$ then $H$ contains the constant ...
1
vote
1answer
125 views

Special kind of operators

Consider an operator $A: H \longrightarrow X$ ($H$ is a Hilbert space and $X$ is a Banach space) that has a representation $$ A = \sum_{j=0}^\infty a_j \langle \cdot, e_j\rangle \cdot x_j,$$ where ...
0
votes
1answer
157 views

Can an accumulation point be an eigenvalue?

For an discrete (separable) infinite-dimensional Hilbert Space with a compact operator, 0 is always an accumulation point (https://www.math.ucdavis.edu/~hunter/book/ch9.pdf). Does this mean its part ...
3
votes
1answer
122 views

A space parameterizing the choices of orthonormal bases for a Hilbert space

Let $\mathcal{H}$ be an infinite dimensional separable (complex) Hilbert space. What is a natural space which parameterizes the choices of orthonormal bases for $\mathcal{H}$? It seems like one ...
3
votes
1answer
173 views

On the self-adjoint part of a quasinilpotent operator

Disclaimer: this is not research-level, but I've read some non research-level questions/answers on quasinilpotent operators here, some of them involving renowned users. So I thought I'd give it a try. ...
0
votes
0answers
111 views

separable spaces-QM vs. functional analysis

In Nouredine Zettili's QM book, Hilbert space $H$ is said to be separable when: There exists a Cauchy sequence $\psi_n \in H$ ($n=1,2,\ldots)$ such that for every $\psi$ of $H$ and $\varepsilon > ...