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7 votes
0 answers
269 views

Looking for the eigenfunctions of the operator $T$ on $L_2(\mathbb R^+)$ defined by $Tf(x)=\int_0^\infty e^{-(x+y)^2/2}f(y)\,dy$

I'm looking to find a basis of eigenfunctions (and the corresponding eigenvectors) for the operator $T$ on $L_2(\mathbb R^+)$ defined by: $$ Tf(x)=\int_0^\infty e^{-(x+y)^2/2}f(y)\,dy $$ This operator ...
martin tassy's user avatar
3 votes
1 answer
155 views

What is the finite-temperature orthogonal/symplectic Tracy-Widom distribution?

The Tracy–Widom distributions admit many interpretations. One of them is related to quantum mechanics: If we consider $N$ non-interacting fermions confined by the potential $V(x) = x^2$, then in the ...
LeechLattice's user avatar
  • 9,501
1 vote
0 answers
65 views

Intuition behind bound of second moment of Greens function by fractional moment

Consider the Hilbert space $ \mathcal{H} = l^2(\mathbb{Z}^d)$ for some dimension $d$ with basis given by the basisvectors $\{ \vert {x} \rangle \}_{x \in \mathbb{Z}^d} $. Let $A$ be an either self-...
Frederik Ravn Klausen's user avatar
6 votes
2 answers
1k views

In what precise sense is quantum (i.e., non-commutative) probability not expressable in terms of classical probability?

The quantum set-up has many settings, so let's fix some definitions. I will be taking the Hilbert space approach with a minor modification that I will make explicit. We begin with a Hilbert space $\...
Mehmet Coen's user avatar
10 votes
1 answer
337 views

What are the predictive implications of conditional non-commutative probability?

To simplify things, let's consider the Hilbert approach to quantum probability over a finite dimensional vector space $V$ of dimension $n$. In this context a state $S$ is a positive semi-definite ...
Mehmet Coen's user avatar
1 vote
0 answers
93 views

Does Anderson localisation occur if the potential are equal in pairs?

Consider the Anderson model given by the Hamiltonian $H \in B(l^2( \mathbb{Z}^d)) $ defined by $H = - \Delta + V$ where the potential $V$ acts on a unit vector $ \vert x \rangle  \in l^2( \mathbb{Z}^d)...
Frederik Ravn Klausen's user avatar
2 votes
1 answer
393 views

Is there a Hilbert space approach to commutative probability theory on locally compact spaces?

I was recently made aware (thanks to the answers on Why does Riesz's Representation Theorem apply in quantum mechanics?) that the $C^*$ algebra approach and the Hilbert space approach to quantum ...
Andrew NC's user avatar
  • 2,071
10 votes
2 answers
2k views

Why does Riesz's Representation Theorem apply in quantum mechanics?

$\DeclareMathOperator\tr{tr}$One begins with a quantum mechanical system, i.e. a unital $C^*$-algebra $A$. It is common to begin the discussion with embedding $A$ into the algebra of bounded operators ...
Andrew NC's user avatar
  • 2,071
5 votes
2 answers
393 views

Connections between two constructions of infinite dimensional Gaussian measures

Let me discuss two possible constructions of Gaussian measures on infinite dimensional spaces. Consider the Hilbert space $l^{2}(\mathbb{Z}^{d}) := \{\psi: \mathbb{Z}^{d}\to \mathbb{R}: \hspace{0.1cm} ...
JustWannaKnow's user avatar
1 vote
0 answers
114 views

Spins in classical statistical mechanics

I'm reading Kupiainen's notes on the renormalization group and also caught my attention. Actually, this is something that often causes my some confusion. On page 43, in the section about Ginzburg-...
JustWannaKnow's user avatar
6 votes
2 answers
903 views

Gaussian measure on function spaces

I'm reading this classic work and I'd like to get deeper inside some of its techniques. In particular, the authors state: "We construct a Gaussian measure $d\mu_{0}(\phi)$ on a measure space of ...
JustWannaKnow's user avatar
2 votes
1 answer
1k views

Marchenko-Pastur Law under general covariance structure

Let $x_1,...,x_n\in\mathbb{R}^p$ be i.i.d. random vectors with mean 0 and covariance $\Sigma_p$. Let $S_{n,p}=\sum_{i=1}^nx_ix_i^T/n$ be the sample covariance. We consider the asymptotics of the ...
neverevernever's user avatar
2 votes
1 answer
245 views

Probability measures on $L^p$

Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu ...
Tom LaGatta's user avatar
  • 8,512
1 vote
1 answer
505 views

Gaussian measures on non-separable spaces

Let $X$ be a topological affine space which is neither separable nor metrizable. There are plenty of trivial Gaussian measures: each Dirac point-mass $\delta_x$ are the Gaussian measure with zero ...
Tom LaGatta's user avatar
  • 8,512
6 votes
0 answers
262 views

Given that a conditional measure is Gaussian, how bad can the original measure be?

Let $X$ and $Y$ be Banach spaces, and let $\varphi : X \to Y$ be a continuous linear map. Suppose that $\mathbb P$ is a probability measure on $X$ which satisfies the continuous disintegration ...
Tom LaGatta's user avatar
  • 8,512
10 votes
2 answers
2k views

When is a space of measures a measurable space?

Let $X$ denote a measurable space, that is, a set equipped with a $\sigma$-algebra $\Sigma(X)$. Let $M(X)$ denote the space of real-valued measures over $X$. This is a vector space over the real ...
Tom LaGatta's user avatar
  • 8,512
6 votes
0 answers
411 views

Birth-Death Process associated with Orthogonal Polynomials

I have read in various places the following objects are related: orthogonal polynomials birth-death processes Lattice paths continued fractions After a lot of searching online, I found sketches ...
john mangual's user avatar
  • 22.8k
3 votes
0 answers
188 views

Does the existence of an asymtpotic density imply the existence of a measure on infinite dimensional (path) space?

This question is related to the following question Question about a Limit of Gaussian Integrals and how it relates to Path Integration (if at all)? A couple of authors have observed that composing a ...
jzadeh's user avatar
  • 265
21 votes
2 answers
2k views

Uncertainty principle and Cramer-Rao bound - is there relation?

Just out of curiosity. The two things sounds a little bit similar - 1) Uncertainty principle 2) Cramer-Rao bound. Saying that we cannot measure something with certain accuracy. However looking closer ...
Alexander Chervov's user avatar
0 votes
1 answer
915 views

Can you interpret this divergent integral?

In this ArXiv paper by Wilk and Wlodarczyk (published in Physical Review Letters), equation 16 has essentially the following definition of a function: $$\text{f(x)=}\frac{c}{2Dx^2}\exp[\int^x_0 \frac{\...
SMH's user avatar
  • 33
94 votes
1 answer
11k views

The mathematical theory of Feynman integrals

It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly. Arguably, they are the most important such tool. Briefly, the question I'd like to ...
algori's user avatar
  • 23.5k