UNITARITY OF KUO'S FOURIER–MEHLER TRANSFORM

Author(s):  
UN CIG JI ◽  
NOBUAKI OBATA

Kuo's Fourier–Mehler transforms {ℱΘ} form a one-parameter automorphism group of the space of white noise distributions [Formula: see text]. The adjoint transforms [Formula: see text] form a one-parameter automorphism group of the space of test white noise functions [Formula: see text] but do not admit unitary extensions with respect to the L2-norm induced from the Gaussian measure with variance 1. We prove that [Formula: see text] admits an extension to a one-parameter group of unitary operators on the L2-space with respect to the Gaussian measure with variance 1/2.

1968 ◽  
Vol 32 ◽  
pp. 141-153 ◽  
Author(s):  
Masasi Kowada

It is an important problem to determine the spectral type of automorphisms or flows on a probability measure space. We shall deal with a unitary operator U and a 1-parameter group of unitary operators {Ut} on a separable Hilbert space H, and discuss their spectral types, although U and {Ut} are not necessarily supposed to be derived from an automorphism or a flow respectively.


1967 ◽  
Vol 29 ◽  
pp. 211-216 ◽  
Author(s):  
Takeyuki Hida ◽  
Hisao Nomoto

One of the authors discussed finite dimensional approximations to a white noise and a periodic Brownian motion with period 2 π on the projective limit space of spheres ([2]). The group of unitary operators derived from the periodic white noise has a pure point spectrum which consists of all integers with countably infinite multiplicity. We also have much interest in the investigation of a band limited white noise which is another typical example having quite different spectral type. Indeed, the corresponding group of unitary operators has a continuous spectrum with countably infinite multiplicity.


2005 ◽  
Vol 148 (1) ◽  
pp. 305-329 ◽  
Author(s):  
E. Glasner ◽  
B. Tsirelson ◽  
B. Weiss

2003 ◽  
Vol 68 (3) ◽  
pp. 491-500 ◽  
Author(s):  
Maxim Alshansky

A Gaussian measure is introduced on the space of Hilbert space valued tempered distributions. It is used to define a Hilbert space valued Q-Wiener process and a white noise process with a nuclear covariance operator Q. The proposed construction is used for solving operator-differential equations with additive noise with the operator coefficient generating an n-times integrated exponentially bounded semigroup.


1989 ◽  
Vol 115 ◽  
pp. 139-149 ◽  
Author(s):  
Izumi Kubo ◽  
Yoshitaka Yokoi

The first author and S. Takenaka introduced the structure of a Gel’fand triplet ℋ ⊂ (L2) ⊂ ℋ* into Hida’s calculus on generalized Brownian functionals [4-7]. They showed that the space ℋ of testing random variables has nice properties. For example, ℋ is closed under multiplication of two elements in ℋ, each element of ℋ is a continuous functional on the basic space ℰ*, in addition it can be considered as an analytic functional, and moreover exp [tΔv] (Δv is Volterra’s Laplacian) is real analytic in t ∊ R as a one-parameter group of operators on ℋ, etc.


2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


1985 ◽  
Vol 16 (4) ◽  
pp. 260-266 ◽  
Author(s):  
Lee Ann Laraway

The purpose of this study was to determine whether there is a statistically significant difference between the auditory selective attention abilities of normal and cerebral-palsied individuals. Twenty-three cerebral-palsied and 23 normal subjects between the ages of 5 and 21 were asked to repeat a series of 30 items consisting of from 2 to 4 digits in the presence of intermittent white noise. Results of the study indicate that cerebral-palsied individuals perform significantly poorer than normal individuals when the stimulus is accompanied by noise. Noise was not a significant factor in the performance of the normal subjects regardless of age.


1961 ◽  
Vol 4 (1) ◽  
pp. 72-72 ◽  
Author(s):  
Samuel Sutton ◽  
Richard Allen Chase
Keyword(s):  

1968 ◽  
Vol 11 (4) ◽  
pp. 811-816 ◽  
Author(s):  
Maurice I. Mendel

Thirty infants, ranging in age from 4 to 11 months, were tested with five different recorded sounds that varied in bandwidth and temporal configuration: a continuous band of white noise, the same band of noise interrupted twice per second, the crinkling of onionskin paper, a narrow band of noise centered at 3000 Hz, and a warbled 3000 Hz tone. With loudness and duration of the stimuli held constant, more responses occurred to sounds composed of a broadband spectrum than to those of a limited bandwidth. Temporal configuration of the sound had no effect on the number of responses elicited.


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