Gaussian processes in Non-commutative probability

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Jorgensen, Palle E. T., Tian, James
Formato: Preprint
Publicado: 2024
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866929465481756672
author Jorgensen, Palle E. T.
Tian, James
author_facet Jorgensen, Palle E. T.
Tian, James
contents Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a systematic study of p.d. B(H)-valued kernels and the associated of H-valued Gaussian processes, together with their correlation and transfer operators. In our consideration of B(H)-valued kernels, we drop the p.d. assumption. We show that input-output models can be computed for systems of signed kernels taking the precise form of realizability via associated transfer block matrices (of operators analogous to the realization transforms in systems theory), i.e., represented via 2\times2 operator valued block matrices. In the context of B(H)-valued kernels we present new results on regression with H-valued Gaussian processes.
format Preprint
id arxiv_https___arxiv_org_abs_2408_10254
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Gaussian processes in Non-commutative probability
Jorgensen, Palle E. T.
Tian, James
Functional Analysis
Probability
Primary: 46L53, secondary: 46E22, 47B32, 47A20, 60G15, 62J07, 68T05
Motivated by questions in quantum theory, we study Hilbert space valued Gaussian processes, and operator-valued kernels, i.e., kernels taking values in B(H) (= all bounded linear operators in a fixed Hilbert space H). We begin with a systematic study of p.d. B(H)-valued kernels and the associated of H-valued Gaussian processes, together with their correlation and transfer operators. In our consideration of B(H)-valued kernels, we drop the p.d. assumption. We show that input-output models can be computed for systems of signed kernels taking the precise form of realizability via associated transfer block matrices (of operators analogous to the realization transforms in systems theory), i.e., represented via 2\times2 operator valued block matrices. In the context of B(H)-valued kernels we present new results on regression with H-valued Gaussian processes.
title Gaussian processes in Non-commutative probability
topic Functional Analysis
Probability
Primary: 46L53, secondary: 46E22, 47B32, 47A20, 60G15, 62J07, 68T05
url https://arxiv.org/abs/2408.10254