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Stochastic Processes Induced By Singular Operators, Daniel Alpay, Palle Jorgensen
Stochastic Processes Induced By Singular Operators, Daniel Alpay, Palle Jorgensen
Mathematics, Physics, and Computer Science Faculty Articles and Research
In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure σ on Rn. The case when σ is assumed absolutely continuous with respect to Lebesgue measure was stud- ied 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 …