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51 views

Recontruction of the weak topolgy from the scalar product on a subset of a Hilbert Space

Let $M$ be a set a let $K:M\times M\to\mathbb{C}$ be a positive definite kernel. By a version of Moore-Aronszajn Theorem, there is a unique (up to the unitary euivalence) Hilbert Space $X$, and a map ...
0
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0answers
46 views

Hilbert scales of covariance operators

Assume we have 2 covariance operators(positive definite trace class) $S$ and $T$ on Hilbert space $\mathcal H$ with corresponding eigenpairs $\{e_j,\lambda_j\}$ and $\{f_j,\lambda_j\}$. Assume that ...
1
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1answer
57 views

strong convergence in Hilbert c* module

For a monotone sequence of projections in Hilbert c* module, do we have similar conclusion as in Hilbert space (such as strong convergence)? If not, what could be said in that situation?
2
votes
2answers
142 views

Quantum Field theory - integral notation

I have a problem with understanding how the resolution of the identity of an operator is presented in some literature for physicists. I'm a student of mathematics, and I understand the notion of a ...
7
votes
1answer
127 views

Is the space $S'(\mathbb{N})$ of slowly increasing sequences the projective limit of Hilbert sequence spaces?

Let $S(\mathbb{N})$ be the space of rapidly decreasing sequences and $S'(\mathbb{N})$ its topological dual, the space of sequences bounded by a polynomial. For $m\in \mathbb{Z}$, we also define ...
0
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0answers
66 views

Existence of a complementary closed subspace extending a given subspace

Let $H$ be an infinite dimensional (separable) Hilbert space (or any infinite dimensional Banach space in which every closed subspace has a complementary subspace). Suppose that $X$ and $Y$ are closed ...
3
votes
1answer
159 views

Equivalence of Gaussian measures

Let $H$ be a separable Hilbert space and $N(0, C)$ and $N(0, D)$ be Gaussian measures on it. Further, for each $v \in H$, define $R_v = \frac{\left\langle v,Cv \right\rangle}{\left\langle v,Dv ...
7
votes
1answer
377 views

What is the idea behind interpolation spaces?

I am working through a text on Numerics for SPDEs and there the concept an interpolation (Hilbert-)space associated to an operator is used. To be specific: Definition. Let $H$ be an ...
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0answers
60 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
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1answer
78 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
272 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
99 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 ...
2
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0answers
119 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
95 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
104 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
99 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
81 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
99 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 $\mu$ ...
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0answers
152 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 ...
1
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0answers
97 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
115 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
113 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
186 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
216 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
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
votes
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 ...
1
vote
1answer
63 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
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0answers
83 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
213 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
225 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
117 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
171 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
155 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
164 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
362 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
70 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
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
votes
1answer
201 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
211 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
215 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
205 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
152 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
295 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
99 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
110 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
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0answers
572 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
419 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
129 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
454 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
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0answers
79 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.