This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator trace-class operator-valued integrated volatility process arising in general mild solutions Hilbert space-valued evolution equations sense Da Prato and Zabczyk (2014). We prove a weak law large numbers for t...

X iv :m at h/ 04 06 10 8v 1 [ m at h. FA ] 6 J un 2 00 4 QUADRATIC REVERSES OF THE CONTINUOUS TRIANGLE INEQUALITY FOR BOCHNER INTEGRAL OF VECTOR-VALUED FUNCTIONS IN HILBERT SPACES SEVER S. DRAGOMIR Abstract. Some quadratic reverses of the continuous triangle inequality for Bochner integral of vector-valued functions in Hilbert spaces are given. Applications for complex-valued functions are prov...

This paper focuses on the empirical autocovariance operator of H-valued periodically correlated processes. It will be demonstrated that the empirical estimator converges to a limit with the same periodicity as the main process. Moreover, the rate of convergence of the empirical autocovariance operator in Hilbert-Schmidt norm is derived.

‎In this paper we provide sufficient condition for existence of a‎ ‎unique Hilbert valued ($mathbb{H}$-valued) periodically‎ ‎correlated solution to the first order autoregressive model‎ ‎$X_{n}=rho _{n}X_{n-1}+Z_{n}$‎, ‎for $nin mathbb{Z}$‎, ‎and‎ ‎formulate the existing solution and its autocovariance operator‎. ‎Also we specially investigate equivalent condition for the‎ ‎coordinate process...

in this paper, g-dual function-valued frames in l2(0;1) are in-troduced. we can achieve more reconstruction formulas to ob-tain signals in l2(0;1) by applying g-dual function-valued framesin l2(0;1).

This paper provides a foundation for multi–task learning using reproducing kernel Hilbert spaces of vector–valued functions. In this setting, the kernel is a matrix–valued function. Some explicit examples will be described which go beyond our earlier results in [7]. In particular, we characterize classes of matrix– valued kernels which are linear and are of the dot product or the translation in...

We introduce generalized operator valued Jost solutions of first order ill-posed differential equations on Hilbert spaces. We then construct an infinite dimensional Evans function for abstract differential equations as a 2– modified Fredholm determinant of the operator obtained by adding the values at zero of the generalized operator valued Jost solutions. Next, we prove a formula that connects...

This paper studies the construction of a refinement kernel for a given operator-valued reproducing kernel such that the vector-valued reproducing kernel Hilbert space of the refinement kernel contains that of the given kernel as a subspace. The study is motivated from the need of updating the current operator-valued reproducing kernel in multi-task learning when underfitting or overfitting occu...

The aim of this paper is to define the productoperation on a family of interval valued events and the notion ofjoint interval valued observable. We show the connection betweenproduct operations for interval valued events and intuitionisticfuzzy events, too. We display the relation between joint intervalvalued observable and joint intuitionistic fuzzy observable. We...