Unitary representation of walks along random vector fields and the Kolmogorov–Fokker–Planck equation in a Hilbert space

Random Hamiltonian flows in an infinite-dimensional phase space is represented by random unitary groups in a Hilbert space. For this, the phase space is equipped with a measure that is invariant under a group of symplectomorphisms. The obtained representation of random flows allows applying the Chernoff averaging technique to random processes with values in the group of nonlinear operators. The properties of random unitary groups and the limit distribution for their compositions are described.

Authors
Busovikov V.M. 1, 2 , Orlov Yu.N. 3 , Sakbaev V.Zh. 3
Issue number
2
Language
English
Pages
205-221
State
Published
Volume
218
Year
2024
Organizations
  • 1 Phystech School of Applied Mathematics and Informatics, Moscow Institute for Physics and Technology (National Research University)
  • 2 Steklov Mathematical Institute, Russian Academy of Sciences
  • 3 Keldysh Institute of Applied Mathematics, Russian Academy of Sciences
Keywords
random operator; random Hamiltonian flow; invariant measure; Weil theorem; Gaussian random walk; Laplace-Volterra operator; sobolev space; Kolmogorov-Fokker-Planck equation
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Other records

Ponomareva N.I., Brezgin S.A., Kostyusheva A.P., Slatinskaya O.V., Bayurova E.O., Gordeychuk I.V., Maksimov G.V., Sokolova D.V., Babaeva G., Khan I.I., Pokrovsky V.S., Lukashev A.S., Chulanov V.P., Kostyushev D.S.
Molecular Biology. Vol. 58. 2024. P.. 147-156