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1 vote
0 answers
135 views

Description of state space of $C(K,M_n)$?

Edit: closed convex hull added. I am trying to understand the state space of $C(K,M_n)=C(K)\otimes M_n$ for $K$ a compact space. My guess would be that these are the closed convex hull of states on $C(...
C-star-W-star's user avatar
9 votes
1 answer
344 views

Relaxation of notion of positive definite function

A function $f:\mathbb{R}\to\mathbb{R}$ is called positive definite (in the semigroup sense) if for all $n\geq 1$ and $x_1,\ldots,x_n\in\mathbb{R}$ pairwise different the matrix $(f(x_i+x_j))_{i,j=1}^n$...
Hans's user avatar
  • 2,927
2 votes
0 answers
76 views

Convergence of random operators

I'm a statistician not versed in functional analysis and operator theory. I wish that I might not find a wrong place for my question. All my questions are trivial in the scalar time series case, but ...
metric's user avatar
  • 121
3 votes
0 answers
186 views

Eigenvalue estimates for kernel integral operator for Laplace kernel on unit-sphere in high-dimensions

Let $d$ be a large positive integer and let $S_{d-1}$ be the unit-sphere in $\mathbb R^d$ and let $K_\gamma:S_{d-1} \times S_{d-1} \to \mathbb R$ be defined by $K_\gamma(x,x') = e^{-\|x-x'\|_2^\gamma}$...
dohmatob's user avatar
  • 6,824
0 votes
2 answers
223 views

Spectrum of a Markov kernel acting on $L^2$

Let $P$ be a Markov kernel on a measurable space $(E,\mathcal E)$ admitting an invariant probability measure $\pi$. $P$ acts on $L^2(\pi)$ via $$Pf:=\int\kappa(\;\cdot\;{\rm d}y)f(y).$$ The invariance ...
0xbadf00d's user avatar
  • 157
-1 votes
1 answer
113 views

Construct a probability function on the operator monotone functions, $g(t)=t g(t^{-1})$, fitting certain values

To immediately pose the question of interest to us, without first expanding upon its (quantum-information-theoretic) origin—we seek a univariate function $f$, for which we have the ("two-qubit ...
Paul B. Slater's user avatar
8 votes
2 answers
628 views

Does a random sequence of vectors span a Hilbert space?

Let $\mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $\mathcal{H}$ such that $P(v \perp h) < 1$ for all $h \in \mathcal{H}.$ Suppose we sample an infinite ...
J. E. Pascoe's user avatar
  • 1,429
1 vote
0 answers
120 views

Gradient bound for the Markov semigroup generated by the solution to an Langevin SDE

Let $h\in C^2(\mathbb R)$ with $$h''\ge\rho\tag1$$ for some $\rho>0$ and $$\int\underbrace{e^{-h}}_{=:\:\varrho}\:{\rm d}\lambda=1$$ $\mu$ be the measure with density $\varrho$ with respect to the ...
0xbadf00d's user avatar
  • 157
2 votes
1 answer
253 views

Bounded-pointwise continuity of Markov operators / semigroups

Let $B_b(E)$ be the space of bounded measurable functions on some Polish space $E$ endowed with the supremum norm. It seems quite classical that Markov semigroups $P_t:B_b(E)\to B_b(E)$ are in one to ...
Cal's user avatar
  • 59
3 votes
1 answer
272 views

Are injective Hilbert Schmidt operators (measure theoretically) generic?

It's well known that when the elements of an $n \times n$ matrix $A$ are chosen independently from e.g. $U[0,1]$ distributions, then with probability $1$ the matrix $A$ will be injective (indeed, ...
Ikebf 's user avatar
  • 85
1 vote
0 answers
87 views

Linear evolution equation $u'(t)=A(t,\omega)u(t)$ with time-dependent random operator

I have had some previous knowledge on evolution equations in a Banach space of the form $$u'(t)=Au(t),$$ where $A$ generates some strongly continuous operator semigroup. Now I am looking at a problem ...
Chuwei Zhang's user avatar
17 votes
2 answers
944 views

Convexity of spectral radius of Markov operators, Random walks on non-amenable groups

Let $P_1,P_2$ denote stochastic transition matrices on a countable set $I$. Consider $P_1,P_2$ as operators on $\ell^2(I)$ given by multiplication. Question Under which conditions can we show that ...
Mika's user avatar
  • 171
4 votes
0 answers
1k views

The spectrum of a Markov Operator and Invariant Measures

Suppose I have a discrete-time Markov Chain (in an infinite dimensional state space $\Omega$) with Markov operator $P$, a linear operator on the space of bounded measurable functions on $\Omega$. (Or ...
Jeremy Voltz's user avatar
7 votes
4 answers
928 views

On operator ranges in Hilbert & Banach spaces

Lemma 1 from Anderson & Trapp's Shorted Operators, II isLet $A$ and $B$ be bounded operators on the Hilbert space $\mathcal H$. The following statements are equivalent: (1) ran($A$) $\subset$ ...
Tom LaGatta's user avatar
  • 8,422