AVERAGING OF RANDOM AFFINE TRANSFORMATIONS OF FUNCTIONS DOMAIN

被引:1
|
作者
Kalmetev, R. Sh. [1 ,2 ]
Orlov, Yu. N. [1 ]
Sakbaev, V. Zh. [1 ,2 ,3 ]
机构
[1] Russian Acad Sci, Keldysh Inst Appl Math, Miusskaya Sq 4, Moscow 125047, Russia
[2] Moscow Inst Phys & Technol, Inst Lane 9, Dolgoprudnyi 141700, Russia
[3] RAS, Ufa Fed Res Ctr, Inst Math, Chernyshevsky Str 112, Ufa 450077, Russia
来源
UFA MATHEMATICAL JOURNAL | 2023年 / 15卷 / 02期
关键词
Feynman-Chernoff iterations; Chernoff theorem; operator-valued random process; Fokker-Planck equation; EQUATIONS;
D O I
10.13108/2023-15-2-55
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study the averaging of Feynman-Chernoff iterations of random operator-valued strongly continuous functions, the values of which are bounded linear operators on separable Hilbert space. In this work we consider averaging for a certain family of such random operator-valued functions. Linear operators, being the values of the considered functions, act in the Hilbert space of square integrable functions on a finite-dimensional Euclidean space and they are defined by random affine transformations of the functions domain. At the same time, the compositions of independent identically distributed random affine transformations are a non-commutative analogue of random walk. For an operator-valued function being an averaging of Feynman-Chernoff iterations, we prove an upper bound for its norm and we also establish that the closure of the derivative of this operator-valued function at zero is a generator a strongly continuous semigroup. In the work we obtain sufficient conditions for the convergence of the mathematical expectation of the sequence of Feynman-Chernoff iterations to the semigroup resolving the Cauchy problem for the corresponding Fokker-Planck equation.
引用
收藏
页码:55 / 64
页数:10
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