SearcharxivSearch

arXiv · math/0608343

On a spectral representation for correlation measures in configuration space analysis

Abstract

The paper is devoted to the study of configuration space analysis by using the projective spectral theorem. For a manifold $X$, let $Γ_X$, resp.\ $Γ_{X,0}$ denote the space of all, resp. finite configurations in $X$. The so-called $K$-transform, introduced by A. Lenard, maps functions on $Γ_{X,0}$ into functions on $Γ_{X}$ and its adjoint $K^*$ maps probability measures on $Γ_X$ into $σ$-finite measures on $Γ_{X,0}$. For a probability measure $μ$ on $Γ_X$, $ρ_μ:=K^*μ$ is called the correlation measure of $μ$. We consider the inverse problem of existence of a probability measure $μ$ whose correlation measure $ρ_μ$ is equal to a given measure $ρ$. We introduce an operation of $\star$-convolution of two functions on $Γ_{X,0}$ and suppose that the measure $ρ$ is $\star$-positive definite, which enables us to introduce the Hilbert space ${\cal H}_ρ$ of functions on $Γ_{X,0}$ with the scalar product $(G^{(1)},G^{(2)})_{{\cal H}_ρ}= \int_{Γ_{X,0}}(G^{(1)}\star\bar G{}^{(2)})(η) ρ(dη)$. Under a condition on the growth of the measure $ρ$ on the $n$-point configuration spaces, we construct the Fourier transform in generalized joint eigenvectors of some special family $A=(A_ϕ)_{ϕ\in\D}$, $\D:=C_0^\infty(X)$, of commuting selfadjoint operators in ${\cal H}_ρ$. We show that this Fourier transform is a unitary between ${\cal H}_ρ$ and the $L^2$-space $L^2(Γ_X,dμ)$, where $μ$ is the spectral measure of $A$. Moreover, this unitary coincides with the $K$-transform, while the measure $ρ$ is the correlation measure of $μ$.

Explore related subjects

Keep this discovery

BibTeXRIS

Yu. M. Berezansky, Yu. G. Kondratiev, T. Kuna, E. Lytvynov. 2006-08-14. On a spectral representation for correlation measures in configuration space analysis. https://arxiv.org/abs/math/0608343

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR