Semigroups of finite-dimensional random projections (Q392770)
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English | Semigroups of finite-dimensional random projections |
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Semigroups of finite-dimensional random projections (English)
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15 January 2014
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A strong random operator in a Hilbert space \(H\) is a continuous linear map from \(H\) to \(L_2(\Omega ,P,H)\). The author is interested in semigroups \(\{ G_{s,t}: 0\leq s<t<\infty\}\) of random operators consisting of finite-dimensional projections. He proves that such a semigroup can be described by a sequence of independent Poisson processes and some orthonormal basis of \(H\). Next he investigates geometric properties of this semigroup. For a compact subset \(K\) of \(H\) he defines \(\zeta _K(t)=\max\{ \| x-G_{0,t}x\| : x\in K\}\) and studies the rate of convergence of \(\zeta _K(t)\to 0\) as \(t\to 0\). Finally, he estimates the growth of \(\text{dim}\; G_{0,t}(t)\) as \(t\to 0\).
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stochastic semigroup
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random operator
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Kolmogorov width
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