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This article is cited in 2 scientific papers (total in 2 papers)
Averaging of random affine transformations of functions domain
R. Sh. Kalmetevab, Yu. N. Orlova, V. Zh. Sakbaevabc a Keldysh Institute of Applied Mathematics of Russian Academy of Sciences
b Miusskaya sq. 4, 125047, Moscow, Russia
c Institute of Mathematics, Ufa Federal Research Center, RAS, Chernyshevsky str. 112, 450077, Ufa, Russia
Abstract:
We study the averaging of Feynman-Chernoff iterations of random operator-valued strongly continuous functions, the values of which are bounded linear operators on separable Hilbert space. In this work we consider averaging for a certain family of such random operator-valued functions. Linear operators, being the values of the considered functions, act in the Hilbert space of square integrable functions on a finite-dimensional Euclidean space and they are defined by random affine transformations of the functions domain. At the same time, the compositions of independent identically distributed random affine transformations are a non-commutative analogue of random walk.
For an operator-valued function being an averaging of Feynman-Chernoff iterations, we prove an upper bound for its norm and we also establish that the closure of the derivative of this operator-valued function at zero is a generator a strongly continuous semigroup. In the work we obtain sufficient conditions for the convergence of the mathematical expectation of the sequence of Feynman-Chernoff iterations to the semigroup resolving the Cauchy problem for the corresponding Fokker-Planck equation.
Keywords:
Feynman-Chernoff iterations, Chernoff theorem, operator-valued random process, Fokker-Planck equation.
Received: 21.12.2022
Citation:
R. Sh. Kalmetev, Yu. N. Orlov, V. Zh. Sakbaev, “Averaging of random affine transformations of functions domain”, Ufimsk. Mat. Zh., 15:2 (2023), 55–64; Ufa Math. J., 15:2 (2023), 55–64
Linking options:
https://www.mathnet.ru/eng/ufa653https://doi.org/10.13108/2023-15-2-55 https://www.mathnet.ru/eng/ufa/v15/i2/p55
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Abstract page: | 62 | Russian version PDF: | 14 | English version PDF: | 19 | References: | 14 |
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