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50 views

Local limit theorem for an infinite dimensional integer lattice

Can someone refer me to a local limit theorem for the sum ${\bf S} = \sum_{i=1}^n{\bf X}_i$ of a sequence of independent and identically distributed $d$-dimensional random variables $\{{\bf ...
0
votes
1answer
71 views

Schur's lemma for antiunitary operators on complex Hilbert spaces

Suppose to have a linear irreducible unitary representation $\rho:G\rightarrow U(H)$ on a complex Hilbert space $H$ with $G$ a generic group. Let $A$ be an $\textit{anti}$-linear operator such that ...
7
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0answers
265 views

Proving that a space is Hilbert

Let $H=H_0^1(0,\ell)\times H_*^1(0,\ell)\times H_*^1(0,\ell)$ be equipped with the norms \begin{align*} ...
4
votes
1answer
89 views

A Hilbert-space completion of a Hilbert $ C^{*} $-module over a separable $ C^{*} $-algebra

Let $ B $ be a separable $ C^{*} $-algebra and $ \mathcal{E} $ a Hilbert $ B $-module. We know that $ B $ has a faithful state $ \phi $. Using $ \phi $, we can construct a $ \mathbb{C} $-valued ...
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0answers
116 views

Two isomorphic Gelfand triplets, is there a problem?

For $j=1, 2$, let $V_j \subset H_j$ be a dense and continuous embedding with $V_j$ a Banach space and $H_j$ a Hilbert space. Identify $H_1 = H_1^*$ and $H_2 = H_2^*$ (using Riesz representation) so ...
2
votes
1answer
89 views

ODE system has zero as the only solution?

Let $V \subset H$ be a continuous, compact and dense embedding with $V$ and $H$ Hilbert spaces. Let $\beta_j:[0,T] \to \mathbb{R}$ be functions for each $j$, and let $v_j$ be a basis of $V_0$. ...
2
votes
1answer
96 views

Eigenvalues and Compact Resolvent

For $A$ an unbounded (densely defined) operator on a separable Hilbert space, what conditions on its eigenvalues will show that, for $\lambda \notin $spec$(A)$, we have that $(A-\lambda)^{-1}$ is a ...
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0answers
95 views

Bounded operators with infinite matrix representations

I asked this question on StackExchange originally, but I'm giving it a go here as well. Suppose that $A$ is a unital $C^*$-algebra, $\varphi\colon A\to B(H)$ is a unital, completely positive map and ...
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0answers
62 views

RKHS norm and posterior of Gaussian process

In Srinivas et al (2010) [appendix B], the authors claim the following "easy to see" property relating the norm of a function in a RKHS induced by a kernel $k(\cdot,\cdot)$, and its norm in the RKHS ...
2
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0answers
98 views

Examples for Markov generators with pure point spectrum

I'm looking at symmetric diffusion Markov generators $L$ with pure point spectrum, i.e. infinitesimal generators of symmetric diffusion Markov semigroups, which are defined on $L^2(\mu)$ where $\mu$ ...
1
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0answers
144 views

Hilbert triples

I apologize if this is a trivial matter for the analysts out there, but I looked this up in a number of books (e.g., H. Brezis, J. Wloka) and could not find a satisfying discussion, one that would ...
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0answers
91 views

A linear operator equation (PDE) with non-monotone term

I'm interested in the existence and/or uniqueness to the following problem. Let $V$ and $H$ be Hilbert spaces and $V \subset H \subset V^*$ form a Gelfand triple. There is a linear operator $L:{D}(L) ...
2
votes
1answer
109 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, ...
2
votes
1answer
105 views

Invertible unbounded linear maps defined on a Hilbert space

It is well-known that, assuming the axiom 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
177 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
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0answers
198 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
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0answers
169 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
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0answers
38 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 ...
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1answer
53 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
81 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 ...
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votes
2answers
202 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
218 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
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0answers
112 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
162 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
142 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
133 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
336 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
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0answers
67 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
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2answers
91 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
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1answer
192 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
208 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
212 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
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1answer
202 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
151 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
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1answer
284 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
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1answer
95 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
107 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
443 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
392 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
126 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, ...
13
votes
2answers
417 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
77 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
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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\ ...
5
votes
1answer
167 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 ...
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0answers
82 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
143 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
132 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 ...
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votes
2answers
153 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
120 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 ...