Doubly stochastic operators obtained from positive operators

From Random Matrices to Stochastic Operators

We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operators. Three particular stochastic operators commonly arise, each associated with a familiar class of local eigenvalue behavior. The stochastic Airy operator displays soft edge behavior, associated with the Airy kernel. The stochastic Bessel operator displays hard edge...

Centred quadratic stochastic operators

We study the weak convergence of iterates of so–called centred kernel quadratic stochastic operators. These iterations, in a population evolution setting, describe the additive perturbation of the arithmetic mean of the traits of an individual’s parents and correspond to certain weighted sums of independent random variables. We show that one can obtain weak convergence results under rather mild...

Identification of stochastic operators

Based on the here developed functional analytic machinery we extend the theory of operator sampling and identification to apply to operators with stochastic spreading functions. We prove that identification with a delta train signal is possible for a large class of stochastic operators that have the property that the autocorrelation of the spreading function is supported on a set of 4D volume l...

Doubly Invariant Subspaces of Annulus Operators

Products of Positive Operators

A number of mathematicians have considered the problem of writing an operator as a product of \nice" operators, such as positive, hermitian or normal operators. Our principal reference for this is a paper of P.Y. Wu 6], but see also 2] and 5]. This kind of question, and related questions, have also been considered in a C*-algebra context, see 3]. A core result of Wu's paper is his theorem that ...