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This article is cited in 41 scientific papers (total in 41 papers)
Averaging of random walks and shift-invariant measures on a Hilbert space
V. Zh. Sakbaev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia
Abstract:
We study random walks in a Hilbert space $H$ and representations using them of solutions of the Cauchy problem for differential equations whose initial conditions are numerical functions on $H$. We construct a finitely additive analogue of the Lebesgue measure: a nonnegative finitely additive measure $\lambda$ that is defined on a minimal subset ring of an infinite-dimensional Hilbert space $H$ containing all infinite-dimensional rectangles with absolutely converging products of the side lengths and is invariant under shifts and rotations in $H$. We define the Hilbert space $\mathcal H$ of equivalence classes of complex-valued functions on $H$ that are square integrable with respect to a shift-invariant measure $\lambda$. Using averaging of the shift operator in $\mathcal H$ over random vectors in $H$ with a distribution given by a one-parameter semigroup (with respect to convolution) of Gaussian measures on $H$, we define a one-parameter semigroup of contracting self-adjoint transformations on $\mathcal H$, whose generator is called the diffusion operator. We obtain a representation of solutions of the Cauchy problem for the Schrödinger equation whose Hamiltonian is the diffusion operator.
Keywords:
invariant measure on Hilbert space, finitely additive measure, random walk,
Schrödinger equation, Cauchy problem.
Received: 25.01.2016 Revised: 28.04.2016
Citation:
V. Zh. Sakbaev, “Averaging of random walks and shift-invariant measures on a Hilbert space”, TMF, 191:3 (2017), 473–502; Theoret. and Math. Phys., 191:3 (2017), 886–909
Linking options:
https://www.mathnet.ru/eng/tmf9153https://doi.org/10.4213/tmf9153 https://www.mathnet.ru/eng/tmf/v191/i3/p473
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Abstract page: | 690 | Full-text PDF : | 160 | References: | 74 | First page: | 28 |
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