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Daniel Alpay

Publications and source records attributed to Daniel Alpay.

At least 127 records · Page 7Linked to original sources
arXiv2011

Stochastic processes induced by singular operators

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure $σ$ on $\mathbb R^n$. The case when $σ$ is assumed absolutely continuous with respect to Lebesgue measure was studied earlier in the literature, when $n=1$. Our focus here is on showing how different equivalence classes (defined from relative absolute continuity for pairs of measures) translate into concrete spectral decompositions of the corresponding stochastic processes under study. The measures $σ$ we consider are typically purely singular. Our proofs rely on the theory of (singular) unbounded operators in Hilbert space, and their spectral theory.

math.PR↗
arXiv2011

The positive real lemma and construction of all realizations of generalized positive rational functions

We here extend the well known Positive Real Lemma (also known as the Kalman-Yakubovich-Popov Lemma) to complex matrix-valued generalized positive rational function, when non-minimal realizations are considered. We then exploit this result to provide an easy construction procedure of all (not necessarily minimal) state space realizations of generalized positive functions. As a by-product, we partition all state space realizations into subsets: Each is identified with a set of matrices satisfying the same Lyapunov inclusion and thus form a convex invertible cone, cic in short. Moreover, this approach enables us to characterize systems which may be brought to be generalized positive through static output feedback. The formulation through Lyapunov inclusions suggests the introduction of an equivalence class of rational functions of various dimensions associated with the same system matrix.

math.OC↗
arXiv2011

Extending wavelet filters. Infinite dimensions, the non-rational case, and indefinite-inner product spaces

In this paper we are discussing various aspects of wavelet filters. While there are earlier studies of these filters as matrix valued functions in wavelets, in signal processing, and in systems, we here expand the framework. Motivated by applications, and by bringing to bear tools from reproducing kernel theory, we point out the role of non-positive definite Hermitian inner products (negative squares), for example Krein spaces, in the study of stability questions. We focus on the non-rational case, and establish new connections with the theory of generalized Schur functions and their associated reproducing kernel Pontryagin spaces, and the Cuntz relations.

math.CV↗
arXiv2011

Representation formulas for Hardy space functions through the Cuntz relations and new interpolation problems

We introduce connections between the Cuntz relations and the Hardy space H_2 of the open unit disk . We then use them to solve a new kind of multipoint interpolation problem in H_2, where for instance, only a linear combination of the values of a function at given points is preassigned, rather than the values at the points themselves. We also consider the case of de Branges-Rovnyak spaces.

math.FA↗
arXiv2011

An interpolation problem for functions with values in a commutative ring

It was recently shown that the theory of linear stochastic systems can be viewed as a particular case of the theory of linear systems on a certain commutative ring of power series in a countable number of variables. In the present work we study an interpolation problem in this setting. A key tool is the principle of permanence of algebraic identities.

math.FA↗
arXiv2010

A class of Gaussian processes with fractional spectral measures

We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures sigma (generalized spectral measures), and our focus here is on the case when the measure sigma is a singular measure. We characterize the processes arising from when sigma is in one of the classes of affine self-similar measures. Our analysis makes use of Kondratiev-white noise spaces. With the use of a priori estimates and the Wick calculus, we extend and sharpen earlier computations of Ito stochastic integration developed for the special case of stationary increment processes having absolutely continuous measures. We further obtain an associated Ito formula.

math.PR↗
arXiv2010

White noise based stochastic calculus associated with a class of Gaussian processes

Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions, where use is made of the topology of nuclear spaces. We also prove an associated Ito formula.

math.PR↗
arXiv2009

Discrete-time multi-scale systems

We introduce multi-scale filtering by the way of certain double convolution systems. We prove stability theorems for these systems and make connections with function theory in the poly-disc. Finally, we compare the framework developed here with the white noise space framework, within which a similar class of double convolution systems has been defined earlier.

math.FA↗
arXiv2008

Linear stochastic systems: a white noise approach

Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We prove BIBO type stability theorems for these systems, both in the discrete and continuous time cases. We also consider the case of dissipative systems for both discrete and continuous time systems. We further study $\ell_1$-$\ell_2$ stability in the discrete time case, and ${\mathbf L}_2$-${\mathbf L}_\infty$ stability in the continuous time case.

math.PR↗
arXiv2008

Generalized Q-functions and Dirichlet-to-Neumann maps for elliptic differential operators

The classical concept of $Q$-functions associated to symmetric and selfadjoint operators due to M.G. Krein and H. Langer is extended in such a way that the Dirichlet-to-Neumann map in the theory of elliptic differential equations can be interpreted as a generalized $Q$-function. For couplings of uniformly elliptic second order differential expression on bounded and unbounded domains explicit Krein type formulas for the difference of the resolvents and trace formulas in an $H^2$-framework are obtained.

math.FA↗
arXiv2007

Caratheodory-Fejer interpolation and related topics in locally convex spaces

We study Caratheodory-Herglotz functions whose values are continuous operators from a locally convex topological space which admits the factorization property into its conjugate dual space. We show how this case can be reduced to the case of functions whose values are bounded operators from a Hilbert space into itself.

math.FA↗
arXiv2007

On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions

We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a tool, we define a new function of two complex variables, which is a natural generalization of the classical Gamma function for the setting we consider

math.PR↗
arXiv2007

Schur multipliers and de Branges-Rovnyak spaces: the multiscale case

We consider bounded linear operators acting on the $\ell_2$ space indexed by the nodes of a homogeneous tree. Using the Cuntz relations between the primitive shifts on the tree, we generalize the notion of the single-scale time-varying point evaluation and introduce the corresponding reproducing kernel Hilbert space in which Cauchy's formula holds. These notions are then used in the study of the Schur multipliers and of the associated de Branges-Rovnyak spaces. As an application we obtain realization of Schur multipliers as transfer operators of multiscale input-state-output systems.

math.OA↗