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.

Авторы
Busovikov V.M.1, 2 , Orlov Yu.N. 3 , Sakbaev V.Zh. 3
Номер выпуска
2
Язык
Английский
Страницы
205-221
Статус
Опубликовано
Том
218
Год
2024
Организации
  • 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
Ключевые слова
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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Другие записи

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. Том 58. 2024. С. 147-156