Results 101 to 110 of about 2,704,058 (212)
INVERTIBILITY AND SPECTRA OF OPERATORS ON TENSOR PRODUCTS OF HILBERT SPACES This research was supported by the Kamea Fund. [PDF]
, 2004 Michael I. Gil’
openalex +1 more source
Earthquake Engineering &Structural Dynamics, Volume 54, Issue 7, Page 1836-1858, June 2025.ABSTRACT This study deals with the high‐fidelity block‐based finite element simulation of dynamic out‐of‐plane (OOP) responses of unreinforced masonry (URM) walls, explicitly focusing on two‐way bending behaviors under seismic loads, which is a common critical failure mode in real‐world masonry structures.
Amirhossein Ghezelbash +5 more
wiley +1 more source
From slightly coloured noises to unitless product systems [PDF]
arXiv, 2000 Stationary Gaussian generalized random processes having slowly decreasing spectral densities give rise to product systems in the sense of William Arveson (basically, continuous tensor product systems of Hilbert spaces). A continuum of nonisomorphic unitless product systems is produced, answering a question of Arveson.
arxiv
Brownian bridges for contained random walks
AIChE Journal, Volume 71, Issue 5, May 2025.Abstract Using linear operator techniques, we demonstrate an efficient method for investigating rare events in stochastic processes. Specifically, we examine contained trajectories, which are continuous random walks that only leave a specified region of phase space after a set period of time T.
George Curtis +2 more
wiley +1 more source
Testing covariance separability for continuous functional data
Journal of Time Series Analysis, Volume 46, Issue 3, Page 402-420, May 2025.Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low‐dimensional observations, it becomes challenging for more intricate objects, such as multi‐variate functions. Here, the covariance can be so complex that just saving a non‐parametric estimate is impractical and structural assumptions are ...
Holger Dette +2 more
wiley +1 more source
The Heston stochastic volatility model in Hilbert space [PDF]
arXiv, 2017 We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. The volatility process is then defined by a Cholesky decomposition of the variance process.
arxiv
Constructions of bi-g-fusion frame in Hilbert space [PDF]
arXivThe concept of a bi-g-fusion frame for a Hilbert space, which is a generalizations of a controlled g-fusion frame, is introduced and an example is given. Finally, bi-g-fusion frame in tensor product of Hilbert spaces is considered.
arxiv
On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics [PDF]
arXiv, 2018 Spectral asymptotics of a tensor product of compact operators in Hilbert space with known marginal asymptotics is studied. Methods of A. Karol', A. Nazarov and Ya. Nikitin (Trans. AMS, 2008) are generalized for operators with almost regular marginal asymptotics. In many (but not all) cases it is shown, that tensor product has almost regular asymptotics
arxiv
ON THE TENSOR PRODUCT OF OPERATORS ON HILBERT SPACE
Journal of Al-Nahrain University Science, 2007 M. Abdul-Munem Maysaa +1 more
openaire +2 more sources
Trace-class operators on Hilbert modules and Haagerup tensor products [PDF]
arXivWe show that the space of trace-class operators on a Hilbert module over a commutative C*-algebra, as defined and studied in earlier work of Stern and van Suijlekom (Journal of Functional Analysis, 2021), is completely isometrically isomorphic to a Haagerup tensor product of the module with its operator-theoretic adjoint.
arxiv