In this paper, we define expectation of f∈E, i.e. E(f)=f(?), accordingto Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we prove a moment identity for the Skorohod ...In this paper, we define expectation of f∈E, i.e. E(f)=f(?), accordingto Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we prove a moment identity for the Skorohod integrals aboutvacuum state.展开更多
In this paper, we define expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we derive a formula for the expectation of ...In this paper, we define expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we derive a formula for the expectation of random Hermite polynomial in Skorohod integral on Guichardet- Fock spaces. In particular, we prove that the anticipative Girsanov identities under the condition E(H<sub>x</sub>(δ(x),‖x‖<sup>2</sup>)),n≥1 on Guichardet-Fock spaces.展开更多
In this note we first briefly review some recent progress in the study of the circular β ensemble on the unit circle,where β > 0 is a model parameter.In the special cases β = 1,2 and 4,this ensemble describes th...In this note we first briefly review some recent progress in the study of the circular β ensemble on the unit circle,where β > 0 is a model parameter.In the special cases β = 1,2 and 4,this ensemble describes the joint probability density of eigenvalues of random orthogonal,unitary and sympletic matrices,respectively.For general β,Killip and Nenciu discovered a five-diagonal sparse matrix model,the CMV representation.This representation is new even in the case β = 2;and it has become a powerful tool for studying the circular β ensemble.We then give an elegant derivation for the moment identities of characteristic polynomials via the link with orthogonal polynomials on the unit circle.展开更多
文摘In this paper, we define expectation of f∈E, i.e. E(f)=f(?), accordingto Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we prove a moment identity for the Skorohod integrals aboutvacuum state.
文摘In this paper, we define expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we derive a formula for the expectation of random Hermite polynomial in Skorohod integral on Guichardet- Fock spaces. In particular, we prove that the anticipative Girsanov identities under the condition E(H<sub>x</sub>(δ(x),‖x‖<sup>2</sup>)),n≥1 on Guichardet-Fock spaces.
基金supported by National Natural Science Foundation of China (Grant No.10671176)
文摘In this note we first briefly review some recent progress in the study of the circular β ensemble on the unit circle,where β > 0 is a model parameter.In the special cases β = 1,2 and 4,this ensemble describes the joint probability density of eigenvalues of random orthogonal,unitary and sympletic matrices,respectively.For general β,Killip and Nenciu discovered a five-diagonal sparse matrix model,the CMV representation.This representation is new even in the case β = 2;and it has become a powerful tool for studying the circular β ensemble.We then give an elegant derivation for the moment identities of characteristic polynomials via the link with orthogonal polynomials on the unit circle.
