An application of the nonselfadjoint operators theory in the study of stochastic processes.
Commuting Nonselfadjoint Operators and their Characteristic Operator-Functions
* Partially supported by Grant MM-428/94 of MESC.In this paper we present some generalizations of results of M. S. Livšic [4,6], concerning regular colligations (A1, A2, H, Φ, E, σ1, σ2, γ, ˜γ) (σ1 > 0) of a pair of commuting nonselfadjoint operators A1, A2 with finite dimensional imaginary parts, their complete characteristic functions and a class Ω(σ1, σ2) of operator-functions W(x1, x2, z): E → E in the case of an inner function W(1, 0, z) of the class Ω(σ1). ...
Complete Pick positivity and unitary invariance
The characteristic function for a contraction is a classical complete unitary invariant devised by Sz.-Nagy and Foiaş. Just as a contraction is related to the Szegö kernel for |z|,|w| < 1, by means of , we consider an arbitrary open connected domain Ω in ℂⁿ, a complete Pick kernel k on Ω and a tuple T = (T₁, ..., Tₙ) of commuting bounded operators on a complex separable Hilbert space ℋ such that (1/k)(T,T*) ≥ 0. For a complete Pick kernel the 1/k functional calculus makes sense in a beautiful...
Extensions of symmetric operators I: The inner characteristic function case
Given a symmetric linear transformation on a Hilbert space, a natural problem to consider is the characterization of its set of symmetric extensions. This problem is equivalent to the study of the partial isometric extensions of a fixed partial isometry. We provide a new function theoretic characterization of the set of all self-adjoint extensions of any symmetric linear transformation B with finite equal indices and inner Livšic characteristic function θB by constructing a bijection between the...
Linear Colligations and Dynamic System Corresponding to Operators in the Banach Space
2000 Mathematics Subject Classification: Primary 47A48, 93B28, 47A65; Secondary 34C94.New concepts of linear colligations and dynamic systems, corresponding to the linear operators, acting in the Banach spaces, are introduced. The main properties of the transfer function and its relation to the dual transfer function are established.
On the GBDT Version of the Bäcklund-Darboux Transformation and its Applications to Linear and Nonlinear Equations and Weyl Theory
A general theorem on the GBDT version of the Bäcklund-Darboux transformation for systems depending rationally on the spectral parameter is treated and its applications to nonlinear equations are given. Explicit solutions of direct and inverse problems for Dirac-type systems, including systems with singularities, and for the system auxiliary to the N-wave equation are reviewed. New results on explicit construction of the wave functions for radial...
On two-sided interpolation for upper triangular matrices.
Potapov-Ginsburg Transformation and Functional Models of Non-Dissipative Operators
2000 Mathematics Subject Classification: Primary 47A20, 47A45; Secondary 47A48.A relation between an arbitrary bounded operator A and dissipative operator A+, built by A in the following way A+ = A+ij*Q-j, where A-A* = ij*Jj, (J = Q+-Q- is involution), is studied. The characteristic functions of the operators A and A+ are expressed by each other using the known Potapov-Ginsburg linear-fractional transformations. The explicit form of the resolvent (A-lI)-1 is expressed by (A+-lI)-1 and (A+*-lI)-1...
Some problems of the spectral theory of operator pencils.
Spectral versus classical Nevanlinna-Pick interpolation in dimension two.
The Krein string and characteristic functions of non-self-adjoint operators.
The Operators Aγ = γA + -γA for a Class of Nondissipative Operators A with a Limit of the Corresponding Correlation Function
2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12In this work we present the operators Aγ = γA + -γA with Re γ = 1/2 in the case of an operator A from the class of nondissipative operators generating nonselfadjoint curves, whose correlation functions have a limit as t → ±∞. The asympthotics of the stationary curves e^(itAγ)f as t → ±∞ onto the absolutely continuous subspace of Aγ are obtained. These asymptotics and the obtained asymptotics in [9] of the nondissipative curves...
Triangular Models and Asymptotics of Continuous Curves with Bounded and Unbounded Semigroup Generators
2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12.In this paper classes of K^r -operators are considered – the classes of bounded and unbounded operators A with equal domains of A and A*, finite dimensional imaginary parts and presented as a coupling of a dissipative operator and an antidissipative one with real absolutely continuous spectra and the class of unbounded dissipative K^r -operators A with different domains of A and A* and with real absolutely continuous spectra....