Operator-valued Gaussian processes and their covariance kernels
From MaRDI portal
The reviewed paper describes certain constructions concerning on the one hand operator-valued Gaussian processes, understood as families of maps from a fixed probability space to the algebra \(B(H)\) of bounded operators on a Hilbert space which satisfy natural measurability conditions and have jointly Gaussian weak distributions, and on the other hand projection valued measures which are known to arise as covariances of such Gaussian processes. Certain connections to representations of Cuntz algebras are also indicated.\N\NIt is rather difficult to decide which of the results stated in the paper are new, and which are simply recalled from an extensive list of references. In particular the claims of developing non-commutative versions of the Ito calculus seem somewhat exaggerated.
Recommendations
- Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure
- Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting
- Continuous factorizations of covariance operators and Gaussian processes
- scientific article; zbMATH DE number 4080482
- A universal envelope for Gaussian processes and their kernels
Cites work
- 38 years with Professor Ludwig Streit
- \(C^*\)-extreme points of positive operator valued measures and unital completely positive maps
- A class of Gaussian processes with fractional spectral measures
- A geometrical characterization of commutative positive operator valued measures
- A Kaczmarz algorithm for sequences of projections, infinite products, and applications to frames in IFS \(L^2\) spaces
- A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature
- A noise of new type and its generalized functionals
- A universal envelope for Gaussian processes and their kernels
- Amalgamated free Lévy processes as limits of sample covariance matrices
- An extension of Wiener integration with the use of operator theory
- Approximation of iterated Ito stochastic integrals of the second multiplicity based on the Wiener process expansion using Legendre polynomials and trigonometric functions
- Belonging of Gel'fand integral of positive operator valued functions to separable ideals of compact operators on Hilbert space
- Decomposition of Gaussian processes, and factorization of positive definite kernels
- Disintegration of Gaussian measures and average-case optimal algorithms
- Equivalent monotone versions of PRV functions
- Extension of Pettis integration: Pettis operators and their integrals
- Function spaces for conditionally positive definite operator-valued kernels
- scientific article; zbMATH DE number 193549 (Why is no real title available?)
- scientific article; zbMATH DE number 3576139 (Why is no real title available?)
- scientific article; zbMATH DE number 1223843 (Why is no real title available?)
- scientific article; zbMATH DE number 2151325 (Why is no real title available?)
- scientific article; zbMATH DE number 7552266 (Why is no real title available?)
- Infinite-dimensional analysis. Operators in Hilbert space; stochastic calculus via representations, and duality theory
- Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space
- Iterated function systems and permutation representations of the Cuntz algebra
- Monic representations of the Cuntz algebra and Markov measures
- Monotonicity and discretization of Hammerstein integrodifference equations
- mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces
- Multigraph limits, unbounded kernels, and Banach space decorated graphs
- On optimization problem for positive operator-valued measures
- On quantum channels generated by covariant positive operator-valued measures on a locally compact group
- On some problems for operators on the reproducing kernel Hilbert space
- On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis
- Operator-valued positive definite kernels and differentiable universality
- Orthogonalization of positive operator valued measures
- Positive operator valued measures and Feller Markov kernels
- Quantum formalism on the plane: POVM-Toeplitz quantization, Naimark theorem and linear polarization of the light
- Quantum injectivity of multi-window Gabor frames in finite dimensions
- Quantum Markov chains: a unification approach
- Realizations and factorizations of positive definite kernels
- Representations of Cuntz algebras associated to quasi-stationary Markov measures
- Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces
- Some of the future directions of white noise theory
- Spectral measures and Cuntz algebras
- Spectral theory for Gaussian processes: reproducing kernels, boundaries, and \(\mathrm{L}^{2}\)-wavelet generators with fractional scales
- STATES ON THE CUNTZ ALGEBRAS AND p-ADIC RANDOM WALKS
- Stochastic Processes Induced by Singular Operators
- Strong Gaussian approximation for cumulative processes
- Universal Markov kernels for quantum observables
- Universal randomization of quantum observables
Cited in
(4)- Images of Gaussian and other stochastic processes under closed, densely-defined, unbounded linear operators
- Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure
- Operator-valued kernels, machine learning, and dynamical systems
- Hilbert space-valued Gaussian processes, and quantum states
This page was built for publication: Operator-valued Gaussian processes and their covariance kernels
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600766)
