Algebra Commons^™

On The Class Rsi Of J-Contractive Functions Intertwining Solutions Of Linear Differential Equations, Daniel Alpay, Andrey Melnikov, Victor Vinnikov

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we extend and solve in the class of functions RSI mentioned in the title, a number of problems originally set for the class RS of rational functions contractive in the open right-half plane, and unitary on the imaginary line with respect to some preassigned self-adjoint matrix. The problems we consider include the Schur algorithm, the partial realization problem and the Nevanlinna-Pick interpolation problem. The arguments rely on the one-to-one correspondence between elements in a given subclass of RSI and elements in RS. Another important tool in the arguments is a new result pertaining to the classical tangential …

A Class Of Gaussian Processes With Fractional Spectral Measures, Daniel Alpay, Palle Jorgensen, David Levanony

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures σ (generalized spectral measures), and our focus here is on the case when the measure σ is a singular measure. We characterize the processes arising from when σ 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 (see Theorem 7.1) earlier computations of Ito stochastic integration developed for the special case of stationary increment processes having absolutely …

The Positive Real Lemma And Construction Of All Realizations Of Generalized Positive Rational Functions, Daniel Alpay, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

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. All state space realizations are partitioned into subsets, each is identified with a set of matrices satisfying the same Lyapunov inclusion. Thus, each subset forms a convex invertible cone, cic in short, and is in fact is replica of all realizations of positive functions of the same dimensions. 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 …

On The Characteristics Of A Class Of Gaussian Processes Within The White Noise Space Setting, Daniel Alpay, Haim Attia, David Levanony

Mathematics, Physics, and Computer Science Faculty Articles and Research

Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form, studied by Schoenberg, von Neumann and Krein.

Linear Stochastic State Space Theory In The White Noise Space Setting, Daniel Alpay, David Levanony, Ariel Pinhas

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study state space equations within the white noise space setting. A commutative ring of power series in a countable number of variables plays an important role. Transfer functions are rational functions with coefficients in this commutative ring, and are characterized in a number of ways. A major feature in our approach is the observation that key characteristics of a linear, time invariant, stochastic system are determined by the corresponding characteristics associated with the deterministic part of the system, namely its average behavior.

Regular Functions On The Space Of Cayley Numbers, Graziano Gentili, Daniele C. Struppa

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we present a new definition of regularity on the space Ç of Cayley numbers (often referred to as octonions), based on a Gateaux-like notion of derivative. We study the main properties of regular functions, and we develop the basic elements of a function theory on Ç. Particular attention is given to the structure of the zero sets of such functions.

Krein Systems And Canonical Systems On A Finite Interval: Accelerants With A Jump Discontinuity At The Origin And Continuous Potentials, Daniel Alpay, I. Gohberg, M. A. Kaashoek, L. Lerer, A. Sakhnovich

Mathematics, Physics, and Computer Science Faculty Articles and Research

This paper is devoted to connections between accelerants and potentials of Krein systems and of canonical systems of Dirac type, both on a finite interval. It is shown that a continuous potential is always generated by an accelerant, provided the latter is continuous with a possible jump discontinuity at the origin. Moreover, the generating accelerant is uniquely determined by the potential. The results are illustrated on pseudo-exponential potentials. The paper is a continuation of the earlier paper of the authors [1] dealing with the direct problem for Krein systems.

Linear Stochastic Systems: A White Noise Approach, Daniel Alpay, David Levanony

Mathematics, Physics, and Computer Science Faculty Articles and Research

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 ℓ1-ℓ2 stability in the discrete time case, and L2-L∞ stability in the continuous time case.

Discrete-Time Multi-Scale Systems, Daniel Alpay, Mamadou Mboup

Mathematics, Physics, and Computer Science Faculty Articles and Research

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.

The Schur Transformation For Nevanlinna Functions: Operator Representations, Resolvent Matrices, And Orthogonal Polynomials, Daniel Alpay, A. Dijksma, H. Langer

Mathematics, Physics, and Computer Science Faculty Articles and Research

A Nevanlinna function is a function which is analytic in the open upper half plane and has a non-negative imaginary part there. In this paper we study a fractional linear transformation for a Nevanlinna function n with a suitable asymptotic expansion at ∞, that is an analogue of the Schur transformation for contractive analytic functions in the unit disc. Applying the transformation p times we find a Nevanlinna function np which is a fractional linear transformation of the given function n. The main results concern the effect of this transformation to the realizations of n and np, by which we …

Generalized Q-Functions And Dirichlet-To-Neumann Maps For Elliptic Differential Operators, Daniel Alpay, Jussi Behrndt

Mathematics, Physics, and Computer Science Faculty Articles and Research

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 H2-framework are obtained.

Transformée En Échelle De Signaux Stationnaires, Daniel Alpay, Mamadou Mboup

Mathematics, Physics, and Computer Science Faculty Articles and Research

Using the scale transform of a discrete time signal we define a new family of linear systems. We focus on a particular case related to function theory in the bidisk.

Krein Systems, Daniel Alpay, I. Gohberg, M. A. Kaashoek, L. Lerer, A. Sakhnovich

Mathematics, Physics, and Computer Science Faculty Articles and Research

In the present paper we extend results of M.G. Krein associated to the spectral problem for Krein systems to systems with matrix valued accelerants with a possible jump discontinuity at the origin. Explicit formulas for the accelerant are given in terms of the matrizant of the system in question. Recent developments in the theory of continuous analogs of the resultant operator play an essential role.

On The Reproducing Kernel Hilbert Spaces Associated With The Fractional And Bi-Fractional Brownian Motions, Daniel Alpay, David Levanony

Mathematics, Physics, and Computer Science Faculty Articles and Research

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.

Rational Functions Associated To The White Noise Space And Related Topics, Daniel Alpay, David Levanony

Mathematics, Physics, and Computer Science Faculty Articles and Research

Motivated by the hyper-holomorphic case we introduce and study rational functions in the setting of Hida’s white noise space. The Fueter polynomials are replaced by a basis computed in terms of the Hermite functions, and the Cauchy-Kovalevskaya product is replaced by the Wick product.

A Characterization Of Schur Multipliers Between Character-Automorphic Hardy Spaces, Daniel Alpay, M. Mboup

Mathematics, Physics, and Computer Science Faculty Articles and Research

We give a new characterization of character-automorphic Hardy spaces of order 2 and of their contractive multipliers in terms of de Branges Rovnyak spaces. Keys tools in our arguments are analytic extension and a factorization result for matrix-valued analytic functions due to Leech.

Carathéodory Functions In The Banach Space Setting, Daniel Alpay, Olga Timoshenko, Dan Volok

Mathematics, Physics, and Computer Science Faculty Articles and Research

We prove representation theorems for Carathéodory functions in the setting of Banach spaces.

Matrix-J-Unitary Non-Commutative Rational Formal Power Series, Daniel Alpay, D. S. Kalyuzhnyi-Verbovetzkii

Mathematics, Physics, and Computer Science Faculty Articles and Research

Formal power series in N non-commuting indeterminates can be considered as a counterpart of functions of one variable holomorphic at 0, and some of their properties are described in terms of coefficients. However, really fruitful analysis begins when one considers for them evaluations on N-tuples of n × n matrices (with n = 1, 2, . . .) or operators on an infinite-dimensional separable Hilbert space. Moreover, such evaluations appear in control, optimization and stabilization problems of modern system engineering.

In this paper, a theory of realization and minimal factorization of rational matrix-valued functions which are J-unitary on the imaginary …

Point Evaluation And Hardy Space On A Homogeneous Tree, Daniel Alpay, Dan Volok

Mathematics, Physics, and Computer Science Faculty Articles and Research

We consider stationary multiscale systems as defined by Basseville, Benveniste, Nikoukhah and Willsky. We show that there are deep analogies with the discrete time non stationary setting as developed by the first author, Dewilde and Dym. Following these analogies we define a point evaluation with values in a C*–algebra and the corresponding “Hardy space” in which Cauchy’s formula holds. This point evaluation is used to define in this context the counterpart of classical notions such as Blaschke factors.

Rational Hyperholomorphic Functions In R4, Daniel Alpay, Michael Shapiro, Dan Volok

Mathematics, Physics, and Computer Science Faculty Articles and Research

We introduce the notion of rationality for hyperholomorphic functions (functions in the kernel of the Cauchy-Fueter operator). Following the case of one complex variable, we give three equivalent definitions: the first in terms of Cauchy-Kovalevskaya quotients of polynomials, the second in terms of realizations and the third in terms of backward-shift invariance. Also introduced and studied are the counterparts of the Arveson space and Blaschke factors.

Notes On Interpolation In The Generalized Schur Class. Ii. Nudelman's Problem, Daniel Alpay, T. Constantinescu, A. Dijksma, J. Rovnyak, A. Dijksma

Mathematics, Physics, and Computer Science Faculty Articles and Research

An indefinite generalization of Nudel′man’s problem is used in a systematic approach to interpolation theorems for generalized Schur and Nevanlinna functions with interior and boundary data. Besides results on existence criteria for Pick-Nevanlinna and Carath´eodory-Fej´er interpolation, the method yields new results on generalized interpolation in the sense of Sarason and boundary interpolation, including properties of the finite Hilbert transform relative to weights. The main theorem appeals to the Ball and Helton almost-commutant lifting theorem to provide criteria for the existence of a solution to Nudel′man’s problem.

A Note On Interpolation In The Generalized Schur Class. I. Applications Of Realization Theory, Daniel Alpay, T. Constantinescu, A. Dijksma, J. Rovnyak, A. Dijksma

Mathematics, Physics, and Computer Science Faculty Articles and Research

Realization theory for operator colligations on Pontryagin spaces is used to study interpolation and factorization in generalized Schur classes. Several criteria are derived which imply that a given function is almost the restriction of a generalized Schur function. The role of realization theory in coefficient problems is also discussed; a solution of an indefinite Carathéodory-Fejér problem is obtained, as well as a result that relates the number of negative (positive) squares of the reproducing kernels associated with the canonical coisometric, isometric, and unitary realizations of a generalized Schur function to the number of negative (positive) eigenvalues of matrices derived from …

Some Extensions Of Loewner's Theory Of Monotone Operator Functions, Daniel Alpay, Vladimir Bolotnikov, A. Dijksma, J. Rovnyak, A. Dijksma

Mathematics, Physics, and Computer Science Faculty Articles and Research

Several extensions of Loewner’s theory of monotone operator functions are given. These include a theorem on boundary interpolation for matrix-valued functions in the generalized Nevanlinna class. The theory of monotone operator functions is generalized from scalar- to matrix-valued functions of an operator argument. A notion of -monotonicity is introduced and characterized in terms of classical Nevanlinna functions with removable singularities on a real interval. Corresponding results for Stieltjes functions are presented.

A Theorem On Reproducing Kernel Hilbert Spaces Of Pairs, Daniel Alpay

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we study reproducing kernel Hilbert and Banach spaces of pairs. These are a generalization of reproducing kernel Krein spaces and, roughly speaking, consist of pairs of Hilbert (or Banach) spaces of functions in duality with respect to a sesquilinear form and admitting a left and right reproducing kernel. We first investigate some properties of these spaces of pairs. It is then proved that to every function K(z, ω) analytic in z and ω* there is a neighborhood of the origin that can be associated with a reproducing kernel Hilbert space of pairs with left reproducing kernel K(z, …

Some Remarks On Reproducing Kernel Krein Spaces, Daniel Alpay

Mathematics, Physics, and Computer Science Faculty Articles and Research

The one-to-one correspondence between positive functions and reproducing kernel Hilbert spaces was extended by L. Schwartz to a (onto, but not one-to-one) correspondence between difference of positive functions and reproducing kernel Krein spaces. After discussing this result, we prove that matrix value function K(z,ω) symmetric and jointly analytic in z and ω in a neighborhood of the origin is the reproducing kernel of a reproducing kernel Krein space. We conclude with an example showing that such a function can be the reproducing kernel of two different Krein spaces.

Dilatations Des Commutants D'Opérateurs Pour Des Espaces De Krein De Fonctions Analytiques, Daniel Alpay

Mathematics, Physics, and Computer Science Faculty Articles and Research

Let K1 and K2 be two Krein spaces of functions analytic in the unit disk and invariant for the left shift operator R0(R0f(z)=(f(z)−f(0))/z), and let A be a linear continuous operator from K1 into K2 whose adjoint commutes with R0. We study dilations of A which preserve this commuting property and such that the Hermitian forms defined by I−AA∗ and I−BB∗ have the same number of negative squares. We thus obtain a version of the commutant lifting theorem in the framework of Krein spaces of analytic functions. To prove this result we suppose that the graph of the operator A∗, …

Reproducing Kernel Krein Spaces Of Analytic Functions And Inverse Scattering, Daniel Alpay

Mathematics, Physics, and Computer Science Faculty Articles and Research

The purpose of this thesis is to study certain reproducing kernel Krein spaces of analytic functions, the relationships between these spaces and an inverse scattering problem associated with matrix valued functions of bounded type, and an operator model.

Roughly speaking, these results correspond to a generalization of earlier investigations on the applications of de Branges' theory of reproducing kernel Hilbert spaces of analytic functions to the inverse scattering problem for a matrix valued function of the Schur class.

The present work considers first a generalization of a portion of de Branges' theory to Krein spaces. We then formulate a general …