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Teoreticheskaya i Matematicheskaya Fizika, 2017, Volume 191, Number 3, Pages 473–502
DOI: https://doi.org/10.4213/tmf9153
(Mi tmf9153)
 

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
References:
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.
Funding agency Grant number
Russian Science Foundation 14-11-00687
This research was supported by a grant from the Russian Science Foundation (Project No. 14-11-00687).
Received: 25.01.2016
Revised: 28.04.2016
English version:
Theoretical and Mathematical Physics, 2017, Volume 191, Issue 3, Pages 886–909
DOI: https://doi.org/10.1134/S0040577917060083
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\paper Averaging of random walks and shift-invariant measures on a~Hilbert space
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  • https://www.mathnet.ru/eng/tmf/v191/i3/p473
  • This publication is cited in the following 41 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теоретическая и математическая физика Theoretical and Mathematical Physics
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