All Questions
82
questions
4
votes
0
answers
199
views
Book recommendation in functional analysis and probability
I am interested by functional analysis and probability. I would like to know if you have any books that deal with these two subjects (at a graduate level) to recommend?
I'm looking for a book that has ...
2
votes
0
answers
81
views
Holder-Besov space and time continuity
Let $\mathbb{T}^d$ be the $d$-dimensional torus, $\mathscr{S}:=C^\infty(\mathbb{T}^d)$ the Schwartz space, $\mathscr{S}'$ the space of tempered distributions.
We consider a dyadic partition of unity $(...
- 465
2
votes
0
answers
61
views
References for a class of Banach space-valued Gaussian processes
Let $E$ be a separable Banach space, consider a centered $E$-valued Gaussian process $\{x_t,t\ge 0\}$ that satisfies
\begin{equation}
\mathbb{E}\phi(x_s)\psi(x_t)=R(s,t)K(\phi,\psi),\quad \phi,\psi\in ...
- 121
0
votes
0
answers
59
views
Measurable Extension
Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...
- 136
1
vote
0
answers
67
views
On calculating the second quantization operator $\Gamma(A)$ of the Ornstein-Uhlenbeck operator $A$
Let $A$ be a self-adjoint operator on a Hilbert space , and let $d\Gamma(A)$ be the generator of the second quantization of $A$. Consider the following theorem from Segal's "Non-Linear Quantum ...
- 90
3
votes
1
answer
162
views
Are the paths of the Brownian motion contained in a suitable RKHS?
Let $H_B$ be the reproducing kernel Hilbert space (RKHS) of the Brownian Motion $(B_t)$ on $[0,1]$. It is well known that with probability 1 the paths of $(B_t)$ are not contained in $H_B$.
But is ...
- 31
0
votes
0
answers
66
views
Different measurability of Hilbert-space valued random variable
My question is motivated by this link.
Let $(\Omega,\mathcal{F})$ and $(Y,\mathcal{B})$ be measurable spaces, a measurable map $T:\Omega\to Y$ is called a $Y$-valued random variable.
Now let $H$ be a ...
- 483
2
votes
0
answers
112
views
Is there a way to detect instantaneous states of a Feller Process from its infinitesimal generator?
I’m working with generators of Feller processes. If $C(E)$ is the space of continuous functions over $E$; with $E$ a compact metric space, I proved that an operator $G$ over $C(E)$ is the ...
4
votes
1
answer
210
views
Schauder basis of the Hardy space of semi-martingales
Fix $p\in [1,2]$, a filtered probability space $(\Omega,\mathcal{F},(\mathcal{F}_t)_t,\mathbb{P})$, and let $\mathcal{H}_{\mathscr{S}}^p$ denote the space of semimartingales $X$ such that the norm
$$
\...
- 185
1
vote
1
answer
113
views
Distinction between $\mathcal{C}\left([0,T],\mathcal{P}(\mathcal{X})\right)$ and $\mathcal{P}\left(\mathcal{C}\left([0,T],\mathcal{X}\right)\right)$
Suppose that $\{X^i_t\}_{1\leq i\leq n;\,t\in [0,T]}$ is an interacting particle system prescribed by certain SDEs, with each $X^i \in \mathcal{X}$ (the state space). Define the associated empirical ...
- 730
4
votes
1
answer
404
views
A "too good to be true" claim about separable processes
I am reading the paper [1]. At page 18, eq 115, it is claimed the following:
Given a separable process $(X_t)_{t\in T}$, we have $\lim_{n\to\infty}\mathbb E[\sup_{t\in T}(X_t-X_{\pi_n(t)})]=0$.
Here ...
- 291
2
votes
1
answer
280
views
Reverse martingale convergence theorem in Banach spaces
In section 1.5 of a course given by Gilles Pisier, the author is claiming that in the excerpt below $\operatorname E[\varphi_i\mid\mathcal A_{-n}]\to\operatorname E[\varphi_i\mid\mathcal A_{-\infty}]$ ...
- 157
1
vote
0
answers
162
views
A question on Gaussian small ball probability
Consider the random variable $$ G = \sum_{j=1}^{\infty} \lambda_j Z_j^2 $$
where $Z_j \sim_{\substack{i.i.d}} N(0,1)$ and $\lambda_j$ some non increasing sequence of positive numbers with $\sum_{j=1}^{...
- 119
1
vote
1
answer
167
views
Tail bound on the RKHS norm of a zero-mean Gaussian process
Let $f \sim \mathcal{GP}(0, K)$ be a zero-mean Gaussian process defined on a compact set $\mathcal{D} \subset \mathbb{R}^d$, where $K \colon \mathcal{D} \times \mathcal{D} \rightarrow \mathbb{R} $ is ...
- 1,127
7
votes
1
answer
697
views
Feynman-Kac formula for the GFF
The Feynman-Kac formula says that $$ \exp(-t(-\Delta+V(X)))(x,y) = \mathbb{E}_{\gamma(0)=x,\gamma(t)=y}\left[\exp(-\int_0^t V\circ\gamma)\right] $$ where $\Delta$ is the Laplacian on $L^2(\mathbb{R}^n)...
- 396