Generalized random spectral measures

Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Random linear operators (47B80) Probability theory on linear topological spaces (60B11) Random operators and equations (aspects of stochastic analysis) (60H25)

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Let \((\Omega ,{\mathcal F},P)\) be a probability space, \(H\) a complex Hilbert space, and \((S,{\mathcal A})\) a measurable space. By a random spectral measure on \((S,{\mathcal A},H)\), the authors mean the parametrized family \(\{ U(\omega ):\omega \in\Omega \}\) of spectral measures on \((S,{\mathcal A},H)\) such that, for every \(x\in H\), \(M\in {\mathcal A}\), the mapping \(\omega\mapsto U(\omega )(M)x\) is an \(H\)-valued random variable. In the first part of the paper, they give random versions of spectral theorems for random normal and Hermitian operators. Then they introduce the notion of a generalized random spectral measure on \((S,{\mathcal A},H)\) as a mapping from \(\mathcal A\) into the space of random linear operators on \(H\), satisfying the usual conditions. The final result of the paper says that, in the case when \(S\) is the set of complex numbers, every generalized random spectral measure is a modification of a random spectral measure.

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