Multipliers on a Hilbert Space of Functions on R

2000 Mathematics Subject Classification: 42A45.

Hilbert Space Valued Signal Plus Noise Models: Analysis of Structural Breaks under High Dimensionality and Temporal Dependence

This thesis is concerned with change point analysis for time series, i.e. with detection of structural breaks in time-ordered, random data. This long-standing research field regained popularity over the last few years and is still undergoing, as statistical analysis in general, a transformation to high-dimensional problems. We focus on the fundamental »change in the mean« problem and provide extensions of the classical non-parametric Darling-Erdős-type cumulative sum (CUSUM) testing and estimation theory within highdimensional Hilbert space settings. In the first part we contribute to (long run) principal component based testing methods for Hilbert space valued time series under a rather broad (abrupt, epidemic, gradual, multiple) change setting and under dependence. For the dependence structure we consider either traditional m-dependence assumptions or more recently developed m-approximability conditions which cover, e.g., MA, AR and ARCH models. We derive Gumbel and Brownian bridge type approximations of the distribution of the test statistic under the null hypothesis of no change and consistency conditions under the alternative. A new formulation of the test statistic using projections on subspaces allows us to simplify the standard proof techniques and to weaken common assumptions on the covariance structure. Furthermore, we propose to adjust the principal components by an implicit estimation of a (possible) change direction. This approach adds flexibility to projection based methods, weakens typical technical conditions and provides better consistency properties under the alternative. In the second part we contribute to estimation methods for common changes in the means of panels of Hilbert space valued time series. We analyze weighted CUSUM estimates within a recently proposed »high-dimensional low sample size (HDLSS)« framework, where the sample size is fixed but the number of panels increases. We derive sharp conditions on »pointwise asymptotic accuracy« or »uniform asymptotic accuracy« of those estimates in terms of the weighting function. Particularly, we prove that a covariance-based correction of Darling-Erdős-type CUSUM estimates is required to guarantee uniform asymptotic accuracy under moderate dependence conditions within panels and that these conditions are fulfilled, e.g., by any MA(1) time series. As a counterexample we show that for AR(1) time series, close to the non-stationary case, the dependence is too strong and uniform asymptotic accuracy cannot be ensured. Finally, we conduct simulations to demonstrate that our results are practically applicable and that our methodological suggestions are advantageous.

Resonances, scattering theory, and rigged Hilbert spaces

The problem of decaying states and resonances is examined within the framework of scattering theory in a rigged Hilbert space formalism. The stationary free,''in,'' and ''out'' eigenvectors of formal scattering theory, which have a rigorous setting in rigged Hilbert space, are considered to be analytic functions of the energy eigenvalue. The value of these analytic functions at any point of regularity, real or complex, is an eigenvector with eigenvalue equal to the position of the point. The poles of the eigenvector families give origin to other eigenvectors of the Hamiltonian: the singularities of the ''out'' eigenvector family are the same as those of the continued S matrix, so that resonances are seen as eigenvectors of the Hamiltonian with eigenvalue equal to their location in the complex energy plane. Cauchy theorem then provides for expansions in terms of ''complete'' sets of eigenvectors with complex eigenvalues of the Hamiltonian. Applying such expansions to the survival amplitude of a decaying state, one finds that resonances give discrete contributions with purely exponential time behavior; the background is of course present, but explicitly separated. The resolvent of the Hamiltonian, restricted to the nuclear space appearing in the rigged Hilbert space, can be continued across the absolutely continuous spectrum; the singularities of the continuation are the same as those of the ''out'' eigenvectors. The free, ''in'' and ''out'' eigenvectors with complex eigenvalues and those corresponding to resonances can be approximated by physical vectors in the Hilbert space, as plane waves can. The need for having some further physical information in addition to the specification of the total Hamiltonian is apparent in the proposed framework. The formalism is applied to the Lee–Friedrichs model and to the scattering of a spinless particle by a local central potential. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Coherent states on Hilbert modules

We generalize the concept of coherent states, traditionally defined as special families of vectors on Hilbert spaces, to Hilbert modules. We show that Hilbert modules over C*-algebras are the natural settings for a generalization of coherent states defined on Hilbert spaces. We consider those Hilbert C*-modules which have a natural left action from another C*-algebra, say A. The coherent states are well defined in this case and they behave well with respect to the left action by A. Certain classical objects like the Cuntz algebra are related to specific examples of coherent states. Finally we show that coherent states on modules give rise to a completely positive definite kernel between two C*-algebras, in complete analogy to the Hilbert space situation. Related to this, there is a dilation result for positive operator-valued measures, in the sense of Naimark. A number of examples are worked out to illustrate the theory. Some possible physical applications are also mentioned.

The Riesz space structure of an Abelian W*-algebra

Let M be an Abelian W*-algebra of operators on a Hilbert space H. Let M₀ be the set of all linear, closed, densely defined transformations in H which commute with every unitary operator in the commutant M’ of M. A well known result of R. Pallu de Barriere states that if ɸ is a normal positive linear functional on M, then ɸ is of the form T → (Tx, x) for some x in H, where T is in M. An elementary proof of this result is given, using only those properties which are consequences of the fact that ReM is a Dedekind complete Riesz space with plenty of normal integrals. The techniques used lead to a natural construction of the class M₀, and an elementary proof is given of the fact that a positive self-adjoint transformation in M₀ has a unique positive square root in M₀. It is then shown that when the algebraic operations are suitably defined, then M₀ becomes a commutative algebra. If ReM₀ denotes the set of all self-adjoint elements of M₀, then it is proved that ReM₀ is Dedekind complete, universally complete Riesz spaces which contains ReM as an order dense ideal. A generalization of the result of R. Pallu de la Barriere is obtained for the Riesz space ReM₀ which characterizes the normal integrals on the order dense ideals of ReM₀. It is then shown that ReM₀ may be identified with the extended order dual of ReM, and that ReM₀ is perfect in the extended sense.

Some secondary questions related to the Riesz space ReM are also studied. In particular it is shown that ReM is a perfect Riesz space, and that every integral is normal under the assumption that every decomposition of the identity operator has non-measurable cardinal. The presence of atoms in ReM is examined briefly, and it is shown that ReM is finite dimensional if and only if every order bounded linear functional on ReM is a normal integral.

Geometry in preduals of spaces of 2-homogeneous polynomials on Hilbert spaces

Let H be a (real or complex) Hilbert space. Using spectral theory and properties of the Schatten–Von Neumann operators, we prove that every symmetric tensor of unit norm in HoH is an infinite absolute convex combination of points of the form xox with x in the unit sphere of the Hilbert space. We use this to obtain explicit characterizations of the smooth points of the unit ball of HoH .

Three constructive examples of separable pre-Hilbert spaces nonisomorphic to their closed hyperplanes

An example of a sigma -compact infinite-dimensional pre-Hilbert space H is constructed such that any continuous linear operator T: H --> H is of the form T = lambdaI + F for some lambda is an element of R and for a finite-dimensional continuous linear operator F. A class of simple examples of pre-Hilbert spaces nonisomorphic to their closed hyperplanes is given. A sigma -compact pre-Hilbert space H isomorphic to H x R x R and nonisomorphic to H x R is also constructed.

Liouville-space R-matrix-Floquet description of atomic radiative processes involving autoionizing states in the presence of intense electromagnetic fields

A reduced-density-operator description is developed for coherent optical phenomena in many-electron atomic systems, utilizing a Liouville-space, multiple-mode Floquet–Fourier representation. The Liouville-space formulation provides a natural generalization of the ordinary Hilbert-space (Hamiltonian) R-matrix-Floquet method, which has been developed for multi-photon transitions and laser-assisted electron–atom collision processes. In these applications, the R-matrix-Floquet method has been demonstrated to be capable of providing an accurate representation of the complex, multi-level structure of many-electron atomic systems in bound, continuum, and autoionizing states. The ordinary Hilbert-space (Hamiltonian) formulation of the R-matrix-Floquet method has been implemented in highly developed computer programs, which can provide a non-perturbative treatment of the interaction of a classical, multiple-mode electromagnetic field with a quantum system. This quantum system may correspond to a many-electron, bound atomic system and a single continuum electron. However, including pseudo-states in the expansion of the many-electron atomic wave function can provide a representation of multiple continuum electrons. The 'dressed' many-electron atomic states thereby obtained can be used in a realistic non-perturbative evaluation of the transition probabilities for an extensive class of atomic collision and radiation processes in the presence of intense electromagnetic fields. In order to incorporate environmental relaxation and decoherence phenomena, we propose to utilize the ordinary Hilbert-space (Hamiltonian) R-matrix-Floquet method as a starting-point for a Liouville-space (reduced-density-operator) formulation. To illustrate how the Liouville-space R-matrix-Floquet formulation can be implemented for coherent atomic radiative processes, we discuss applications to electromagnetically induced transparency, as well as to related pump–probe optical phenomena, and also to the unified description of radiative and dielectronic recombination in electron–ion beam interactions and high-temperature plasmas.

Interpolation of Hilbert and Sobolev spaces: quantitative estimates and counterexamples

This paper provides an overview of interpolation of Banach and Hilbert spaces, with a focus on establishing when equivalence of norms is in fact equality of norms in the key results of the theory. (In brief, our conclusion for the Hilbert space case is that, with the right normalisations, all the key results hold with equality of norms.) In the final section we apply the Hilbert space results to the Sobolev spaces Hs(Ω) and tildeHs(Ω), for s in R and an open Ω in R^n. We exhibit examples in one and two dimensions of sets Ω for which these scales of Sobolev spaces are not interpolation scales. In the cases when they are interpolation scales (in particular, if Ω is Lipschitz) we exhibit examples that show that, in general, the interpolation norm does not coincide with the intrinsic Sobolev norm and, in fact, the ratio of these two norms can be arbitrarily large.

Weighted Fourier–Laplace transforms in reproducing kernel Hilbert spaces on the sphere

We study the action of a weighted Fourier–Laplace transform on the functions in the reproducing kernel Hilbert space (RKHS) associated with a positive definite kernel on the sphere. After defining a notion of smoothness implied by the transform, we show that smoothness of the kernel implies the same smoothness for the generating elements (spherical harmonics) in the Mercer expansion of the kernel. We prove a reproducing property for the weighted Fourier–Laplace transform of the functions in the RKHS and embed the RKHS into spaces of smooth functions. Some relevant properties of the embedding are considered, including compactness and boundedness. The approach taken in the paper includes two important notions of differentiability characterized by weighted Fourier–Laplace transforms: fractional derivatives and Laplace–Beltrami derivatives.

A new system of variational inclusions with (H,eta)-monotone operators in Hilbert spaces

In this paper, we introduce and study a new system of variational inclusions involving (H, eta)-monotone operators in Hilbert space. Using the resolvent operator associated with (H, eta)monotone operators, we prove the existence and uniqueness of solutions for this new system of variational inclusions. We also construct a new algorithm for approximating the solution of this system and discuss the convergence of the sequence of iterates generated by the algorithm. (c) 2005 Elsevier Ltd. All rights reserved.

Rota’s universal operators and invariant subspaces in Hilbert spaces

A Hilbert space operator is called universal (in the sense of Rota) if every operator on the Hilbert space is similar to a multiple of the restriction of the universal operator to one of its invariant subspaces. We exhibit an analytic Toeplitz operator whose adjoint is universal in the sense of Rota and commutes with a quasi-nilpotent injective compact operator with dense range. In articular, this new universal operator invites an approach to the Invariant Subspace Problem that uses properties of operators that commute with the universal operator.

Rota's universal operators and invariant subspaces in Hilbert spaces

A Hilbert space operator is called universal (in the sense of Rota) if every operator on the Hilbert space is similar to a multiple of the restriction of the universal operator to one of its invariant subspaces. We exhibit an analytic Toeplitz operator whose adjoint is universal in the sense of Rota and commutes with a quasi-nilpotent injective compact operator with dense range. In particular, this new universal operator invites an approach to the Invariant Subspace Problem that uses properties of operators that commute with the universal operator.

Semantic oscillations : encoding context and structure in complex valued holographic vectors

In computational linguistics, information retrieval and applied cognition, words and concepts are often represented as vectors in high dimensional spaces computed from a corpus of text. These high dimensional spaces are often referred to as Semantic Spaces. We describe a novel and efficient approach to computing these semantic spaces via the use of complex valued vector representations. We report on the practical implementation of the proposed method and some associated experiments. We also briefly discuss how the proposed system relates to previous theoretical work in Information Retrieval and Quantum Mechanics and how the notions of probability, logic and geometry are integrated within a single Hilbert space representation. In this sense the proposed system has more general application and gives rise to a variety of opportunities for future research.

Multiview point cloud kernels for semisupervised learning [Lecture Notes]

In semisupervised learning (SSL), a predictive model is learn from a collection of labeled data and a typically much larger collection of unlabeled data. These paper presented a framework called multi-view point cloud regularization (MVPCR), which unifies and generalizes several semisupervised kernel methods that are based on data-dependent regularization in reproducing kernel Hilbert spaces (RKHSs). Special cases of MVPCR include coregularized least squares (CoRLS), manifold regularization (MR), and graph-based SSL. An accompanying theorem shows how to reduce any MVPCR problem to standard supervised learning with a new multi-view kernel.