Hilbert Spaces Induced by Hilbert Space Valued Functions

Operator-valued bases on Hilbert spaces

In this paper we develop a natural generalization of Schauder basis theory, we term operator-valued basis or simply ov-basis theory, using operator-algebraic methods. We prove several results for ov-basis concerning duality, orthogonality, biorthogonality and minimality. We prove that the operators of a dual ov-basis are continuous. We also dene the concepts of Bessel, Hilbert ov-basis and obta...

Hilbert Space-valued Mixingales

operator-valued bases on hilbert spaces

in this paper we develop a natural generalization of schauder basis theory, we term operator-valued basis or simply ov-basis theory, using operator-algebraic methods. we prove several results for ov-basis concerning duality, orthogonality, biorthogonality and minimality. we prove that the operators of a dual ov-basis are continuous. we also de ne the concepts of bessel, hilbert ov-basis and obt...

Hilbert Spaces Induced by Toeplitz Covariance Kernels

We consider the reproducing kernel Hilbert space Hμ induced by a kernel which is obtained using the Fourier-Stieltjes transform of a regular, positive, finite Borel measure μ on a locally compact abelian topological group Γ. Denote by G the dual of Γ. We determine Hμ as a certain subspace of the space C0(G) of all continuous function on G vanishing at infinity. Our main application is calculati...

Zakai Equations for Hilbert Space Valued Processes*

versity A state process is described by either a discrete time Hilbert space valued process, or a stochastic differential equation in Hilbert space. The state is observed through a finite dimensional process. Using a change of measure and a Fusive theorem the Zakai equation is obtained in discrete or continuous time. A risk sensitive state estimate is also defined.