Other Mathematics Commons^™

Characterizations Of Families Of Rectangular, Finite Impulse Response, Para-Unitary Systems, Daniel Alpay, Palle Jorgensen, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

We here study Finite Impulse Response (FIR) rectangular, not necessarily causal, systems which are (para)-unitary on the unit circle (=the class U). First, we offer three characterizations of these systems. Then, introduce a description of all FIRs in U, as copies of a real polytope, parametrized by the dimensions and the McMillan degree of the FIRs.

Finally, we present six simple ways (along with their combinations) to construct, from any FIR, a large family of FIRs, of various dimensions and McMillan degrees, so that whenever the original system is in U, so is the whole family.

A key role is …

Adaptive Orthonormal Systems For Matrix-Valued Functions, Daniel Alpay, Fabrizio Colombo, Tao Qian, Irene Sabadini, Tao Qian

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we consider functions in the Hardy space Hp×q2 defined in the unit disc of matrix-valued. We show that it is possible, as in the scalar case, to decompose those functions as linear combinations of suitably modified matrix-valued Blaschke product, in an adaptive way. The procedure is based on a generalization to the matrix-valued case of the maximum selection principle which involves not only selections of suitable points in the unit disc but also suitable orthogonal projections. We show that the maximum selection principle gives rise to a convergent algorithm. Finally, we discuss the case of real-valued signals.

Functions Of The Infinitesimal Generator Of A Strongly Continuous Quaternionic Group, Daniel Alpay, Fabrizio Colombo, Jonathan Gantner, David P. Kimsey

Mathematics, Physics, and Computer Science Faculty Articles and Research

The analogue of the Riesz-Dunford functional calculus has been introduced and studied recently as well as the theory of semigroups and groups of linear quaternionic operators. In this paper we suppose that T is the infinitesimal generator of a strongly continuous group of operators (ZT (t))t2R and we show how we can define bounded operators f(T ), where f belongs to a class of functions which is larger than the class of slice regular functions, using the quaternionic Laplace-Stieltjes transform. This class will include functions that are slice regular on the S-spectrum of T but not necessarily at infinity. Moreover, …

On A Class Of Quaternionic Positive Definite Functions And Their Derivatives, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper, we start the study of stochastic processes over the skew field of quaternions. We discuss the relation between positive definite functions and the covariance of centered Gaussian processes and the construction of stochastic processes and their derivatives. The use of perfect spaces and strong algebras and the notion of Fock space are crucial in this framework.

Wiener Algebra For The Quaternions, Daniel Alpay, Fabrizio Colombo, David P. Kimsey, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

We define and study the counterpart of the Wiener algebra in the quaternionic setting, both for the discrete and continuous case. We prove a Wiener-Lévy type theorem and a factorization theorem. We give applications to Toeplitz and Wiener-Hopf operators.

The Spectral Theorem For Unitary Operators Based On The S-Spectrum, Daniel Alpay, Fabrizio Colombo, David P. Kimsey, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

The quaternionic spectral theorem has already been considered in the literature, see e.g. [22], [31], [32], however, except for the finite dimensional case in which the notion of spectrum is associated to an eigenvalue problem, see [21], it is not specified which notion of spectrum underlies the theorem.

In this paper we prove the quaternionic spectral theorem for unitary operators using the S-spectrum. In the case of quaternionic matrices, the S-spectrum coincides with the right-spectrum and so our result recovers the well known theorem for matrices. The notion of S-spectrum is relatively new, see [17], and has been used for …

The H∞ Functional Calculus Based On The S-Spectrum For Quaternionic Operators And For N-Tuples Of Noncommuting Operators, Daniel Alpay, Fabrizio Colombo, Tao Qian, Irene Sabadini, Tao Qian

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we extend the H∞ functional calculus to quaternionic operators and to n-tuples of noncommuting operators using the theory of slice hyperholomorphic functions and the associated functional calculus, called S-functional calculus. The S-functional calculus has two versions one for quaternionic-valued functions and one for Clifford algebra-valued functions and can be considered the Riesz-Dunford functional calculus based on slice hyperholomorphicity because it shares with it the most important properties.

The S-functional calculus is based on the notion of S-spectrum which, in the case of quaternionic normal operators on a Hilbert space, is also the notion of spectrum that appears …

Characterizations Of Rectangular (Para)-Unitary Rational Functions, Daniel Alpay, Palle Jorgensen, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

We here present three characterizations of not necessarily causal, rational functions which are (co)-isometric on the unit circle:
(i) through the realization matrix of Schur stable systems,
(ii) the Blaschke-Potapov product, which is then employed to introduce an easy-to-use description of all these functions with dimensions and McMillan degree as parameters,
(iii) through the (not necessarily reducible) Matrix Fraction Description (MFD).
In cases (ii) and (iii) the poles of the rational functions involved may be anywhere in the complex plane, but the unit circle (including both zero and infinity). A special attention is devoted to exploring the gap between the …

The Spectral Theorem For Quaternionic Unbounded Normal Operators Based On The S-Spectrum, Daniel Alpay, Fabrizio Colombo, David P. Kimsey

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we prove the spectral theorem for quaternionic unbounded normal operators using the notion of S-spectrum. The proof technique consists of first establishing a spectral theorem for quaternionic bounded normal operators and then using a transformation which maps a quaternionic unbounded normal operator to a quaternionic bounded normal operator. With this paper we complete the foundation of spectral analysis of quaternionic operators. The S-spectrum has been introduced to define the quaternionic functional calculus but it turns out to be the correct object also for the spectral theorem for quaternionic normal operators. The fact that the correct notion of …

A New Realization Of Rational Functions, With Applications To Linear Combination Interpolation, Daniel Alpay, Palle Jorgensen, Izchak Lewkowicz, Dan Volok

Mathematics, Physics, and Computer Science Faculty Articles and Research

We introduce the following linear combination interpolation problem (LCI): Given N distinct numbers w1,…wN and N+1 complex numbers a1,…,aN and c, find all functions f(z) analytic in a simply connected set (depending on f) containing the points w1,…,wN such that ∑u=1Nauf(wu)=c. To this end we prove a representation theorem for such functions f in terms of an associated polynomial p(z). We first introduce the following two operations, (i) substitution of p, and (ii) multiplication by monomials zj,0≤j

On Algebras Which Are Inductive Limits Of Banach Spaces, Daniel Alpay, Guy Salomon

Mathematics, Physics, and Computer Science Faculty Articles and Research

We introduce algebras which are inductive limits of Banach spaces and carry inequalities which are counterparts of the inequality for the norm in a Banach algebra. We then define an associated Wiener algebra, and prove the corresponding version of the well-known Wiener theorem. Finally, we consider factorization theory in these algebra, and in particular, in the associated Wiener algebra.

Boundary Interpolation For Slice Hyperholomorphic Schur Functions, Khaled Abu-Ghanem, Daniel Alpay, Fabrizio Colombo, David P. Kimsey, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

A boundary Nevanlinna-Pick interpolation problem is posed and solved in the quaternionic setting. Given nonnegative real numbers κ1,…,κN, quaternions p1,…,pN all of modulus 1, so that the 2-spheres determined by each point do not intersect and pu≠1 for u=1,…,N, and quaternions s1,…,sN, we wish to find a slice hyperholomorphic Schur function s so that
limr→1r∈(0,1)s(rpu)=suforu=1,…,N,
and
limr→1r∈(0,1)1−s(rpu)su¯¯¯¯¯1−r≤κu,foru=1,…,N.
Our arguments relies on the theory of slice hyperholomorphic functions and reproducing kernel Hilbert spaces.

Spectral Theory For Gaussian Processes: Reproducing Kernels, Random Functions, Boundaries, And L2-Wavelet Generators With Fractional Scales, Daniel Alpay

Mathematics, Physics, and Computer Science Faculty Articles and Research

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by a host of applications, e.g., in mathematical physics, and in stochastic differential equations, and their use in financial models. In this paper, we show that, for three classes of cases in the correspondence, it is possible to obtain explicit formulas which are amenable to computations of the respective Gaussian stochastic processes. For achieving this, we first develop two functional analytic tools. They are: …

Self-Mappings Of The Quaternionic Unit Ball: Multiplier Properties, Schwarz-Pick Inequality, And Nevanlinna-Pick Interpolation Problem, Daniel Alpay, Vladimir Bolotnikov, Fabrizio Colombo, Irene Sabadini, Fabrizio Colombo

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study several aspects concerning slice regular functions mapping the quaternionic open unit ball B into itself. We characterize these functions in terms of their Taylor coefficients at the origin and identify them as contractive multipliers of the Hardy space H2(B). In addition, we formulate and solve the Nevanlinna-Pick interpolation problem in the class of such functions presenting necessary and sufficient conditions for the existence and for the uniqueness of a solution. Finally, we describe all solutions to the problem in the indeterminate case.

Realizations Of Infinite Products, Ruelle Operators And Wavelet Filters, Daniel Alpay, Palle Jorgensen, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

Using the system theory notion of state-space realization of matrix-valued rational functions, we describe the Ruelle operator associated with wavelet filters. The resulting realization of infinite products of rational functions have the following four features: 1) It is defined in an infinite-dimensional complex domain. 2) Starting with a realization of a single rational matrix-function M, we show that a resulting infinite product realization obtained from M takes the form of an (infinitedimensional) Toeplitz operator with the symbol that is a reflection of the initial realization for M. 3) Starting with a subclass of rational matrix functions, including scalar-valued ones corresponding …

Wiener-Chaos Approach To Optimal Prediction, Daniel Alpay, Alon Kipnis

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this work we combine Wiener chaos expansion approach to study the dynamics of a stochastic system with the classical problem of the prediction of a Gaussian process based on part of its sample path. This is done by considering special bases for the Gaussian space G generated by the process, which allows us to obtain an orthogonal basis for the Fock space of G such that each basis element is either measurable or independent with respect to the given samples. This allows us to easily derive the chaos expansion of a random variable conditioned on part of the sample …

Quaternionic Hardy Spaces In The Open Unit Ball And Half Space And Blaschke Products, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

The Hardy spaces H2(B) and H2(H+), where B and H+ denote, respectively, the open unit ball of the quaternions and the half space of quaternions with positive real part, as well as Blaschke products, have been intensively studied in a series of papers where they are used as a tool to prove other results in Schur analysis. This paper gives an overview on the topic, collecting the various results available.

An Extension Of Herglotz's Theorem To The Quaternions, Daniel Alpay, Fabrizio Colombo, David P. Kimsey, Irene Sabadini, David P. Kimsey

Mathematics, Physics, and Computer Science Faculty Articles and Research

A classical theorem of Herglotz states that a function n↦r(n) from Z into Cs×s is positive definite if and only there exists a Cs×s-valued positive measure dμ on [0,2π] such that r(n)=∫2π0eintdμ(t)for n∈Z. We prove a quaternionic analogue of this result when the function is allowed to have a number of negative squares. A key tool in the argument is the theory of slice hyperholomorphic functions, and the representation of such functions which have a positive real part in the unit ball of the quaternions. We study in great detail the case of positive definite functions.

A New Resolvent Equation For The S-Functional Calculus, Daniel Alpay, Fabrizio Colombo, Jonathan Gantner, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

The S-functional calculus is a functional calculus for (n + 1)-tuples of non necessarily commuting operators that can be considered a higher dimensional version of the classical Riesz-Dunford functional calculus for a single operator. In this last calculus, the resolvent equation plays an important role in the proof of several results. Associated with the S-functional calculus there are two resolvent operators: the left S−1 L (s, T ) and the right one S−1 R (s, T ), where s = (s0, s1, . . . , sn) ∈ Rn+1 and T = (T0, T1, . . . , Tn) is …

Infinite Product Representations For Kernels And Iteration Of Functions, Daniel Alpay, Palle Jorgensen, Izchak Lewkowicz, Itzik Marziano

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study infinite products of reproducing kernels with view to their use in dynamics (of iterated function systems), in harmonic analysis, and in stochastic processes. On the way, we construct a new family of representations of the Cuntz relations. Then, using these representations we associate a fixed filled Julia set with a Hilbert space. This is based on analysis and conformal geometry of a fixed rational mapping R in one complex variable, and its iterations.

Inner Product Spaces And Krein Spaces In The Quaternionic Setting, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we provide a study of quaternionic inner product spaces. This includes ortho-complemented subspaces, fundamental decompositions as well as a number of results of topological nature. Our main purpose is to show that a closed uniformly positive subspace in a quaternionic Krein space is ortho-complemented, and this leads to our choice of the results presented in the paper.

Interpolation By Polynomials With Symmetries, Daniel Alpay, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

We here specialize the standard matrix-valued polynomial interpolation to the case where on the imaginary axis the interpolating polynomials admit various symmetries: Positive semidefinite, Skew-Hermitian, J- Hermitian, Hamiltonian and others.

The procedure is comprized of three stages, illustrated through the case where on $i\R$ the interpolating polynomials are to be positive semidefinite. We first, on the expense of doubling the degree, obtain a minimal degree interpolating polynomial P(s) which on $i\R$ is Hermitian. Then we find all polynomials Ψ(s), vanishing at the interpolation points which are positive semidefinite on $i\R$. Finally, using the fact that the set of positive semidefinite …

On Free Stochastic Processes And Their Derivatives, Daniel Alpay, Palle Jorgensen, Guy Salomon

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study a family of free stochastic processes whose covariance kernels K may be derived as a transform of a tempered measure σ. These processes arise, for example, in consideration non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal bases in the corresponding noncommutative L2 of sample-space. We define a stochastic integral for our family of free processes.

Krein-Langer Factorization And Related Topics In The Slice Hyperholomorphic Setting, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study various aspects of Schur analysis in the slice hyperholomorphic setting. We present two sets of results: first, we give new results on the functional calculus for slice hyperholomorphic functions. In particular, we introduce and study some properties of the Riesz projectors. Then we prove a Beurling-Lax type theorem, the so-called structure theorem. A crucial fact which allows to prove our results, is the fact that the right spectrum of a quaternionic linear operator and the point S-spectrum coincide. Finally, we study the Krein-Langer factorization for slice hyperholomorphic generalized Schur functions. Both the Beurling-Lax type theorem and the Krein-Langer …

Topological Convolution Algebras, Daniel Alpay, Guy Salomon

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we introduce a new family of topological convolution algebras of the form ⋃p∈NL2(S,μp), where S is a Borel semi-group in a locally compact group G, which carries an inequality of the type ∥f∗g∥p≤Ap,q∥f∥q∥g∥p for p>q+d where d pre-assigned, and Ap,q is a constant. We give a sufficient condition on the measures μp for such an inequality to hold. We study the functional calculus and the spectrum of the elements of these algebras, and present two examples, one in the setting of non commutative stochastic distributions, and the other related to Dirichlet series.

A Generalized White Noise Space Approach To Stochastic Integration For A Class Of Gaussian Stationary Increment Processes, Daniel Alpay, Alon Kipnis

Mathematics, Physics, and Computer Science Faculty Articles and Research

Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integral with respect to this process, which obeys the Wick-Itô calculus rules, can be naturally defined using ideas taken from Hida’s white noise space theory. We use the Bochner-Minlos theorem to associate a probability space to the process, and define the counterpart of the S-transform in this space. We then use this transform to define the stochastic integral and prove an associated Itô formula.

On Discrete Analytic Functions: Products, Rational Functions, And Reproducing Kernels, Daniel Alpay, Palle Jorgensen, Ron Seager, Dan Volok

Mathematics, Physics, and Computer Science Faculty Articles and Research

We introduce a family of discrete analytic functions, called expandable discrete analytic functions, which includes discrete analytic polynomials, and define two products in this family. The first one is defined in a way similar to the Cauchy-Kovalevskaya product of hyperholomorphic functions, and allows us to define rational discrete analytic functions. To define the second product we need a new space of entire functions which is contractively included in the Fock space. We study in this space some counterparts of Schur analysis.

Representation Formulas For Hardy Space Functions Through The Cuntz Relations And New Interpolation Problems, Daniel Alpay, Palle Jorgensen, Izchak Lewkowicz, Itzik Marziano

Mathematics, Physics, and Computer Science Faculty Articles and Research

We introduce connections between the Cuntz relations and the Hardy space H2 of the open unit disk D. We then use them to solve a new kind of multipoint interpolation problem in H2, 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.

Pontryagin De Branges-Rovnyak Spaces Of Slice Hyperholomorphic Functions, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

We study reproducing kernel Hilbert and Pontryagin spaces of slice hyperholomorphic functions which are analogs of the Hilbert spaces of analytic functions introduced by de Branges and Rovnyak. In the first part of the paper we focus on the case of Hilbert spaces, and introduce in particular a version of the Hardy space. Then we define Blaschke factors and Blaschke products and we consider an interpolation problem. In the second part of the paper we turn to the case of Pontryagin spaces. We first prove some results from the theory of Pontryagin spaces in the quaternionic setting and, in particular, …

Convex Cones Of Generalized Positive Rational Functions And Nevanlinna-Pick Interpolation, Daniel Alpay, Izchak Lewkowicz

Mathematics, Physics, and Computer Science Faculty Articles and Research

Scalar rational functions with a non-negative real part on the right half plane, called positive, are classical in the study of electrical networks, dissipative systems, Nevanlinna-Pick interpolation and other areas. We here study generalized positive functions, i.e with a non-negative real part on the imaginary axis. These functions form a Convex Invertible Cone, cic in short, and we explore two partitionings of this set: (i) into (infinitely many non-invertible) convex cones of functions with prescribed poles and zeroes in the right half plane and (ii) each generalized positive function can be written as a sum of even and odd parts. …