Spectral theory and Wiener-Itô decomposition for the image of a Jacobi field
Assume that $K^+: H_- \rightarrow T_-$ is a bounded operator, where $H_—$ and $T_—$ are Hilbert spaces and $p$ is a measure on the space $H_—$. Denote by $\rho_K$ the image of the measure $\rho$ under $K^+$. This paper aims to study the measure $\rho_K$ assuming $\rho$ to be the spectral measure of...
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| Date: | 2007 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3342 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | Assume that $K^+: H_- \rightarrow T_-$ is a bounded operator, where $H_—$ and $T_—$ are Hilbert spaces and $p$ is a measure on the space $H_—$.
Denote by $\rho_K$ the image of the measure $\rho$ under $K^+$. This paper aims to study the measure $\rho_K$ assuming $\rho$ to be the spectral measure of a Jacobi field.
We obtain a family of operators whose spectral measure equals $\rho_K$. We also obtain an analogue of the Wiener – Ito decomposition for $\rho_K$.
Finally, we illustrate the results obtained by carrying out the explicit calculations for the case, where $\rho_K$is a Levy noise measure. |
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