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White Noise Space Analysis and Multiplicative Change of Measures
Journal article   Open access   Peer reviewed

White Noise Space Analysis and Multiplicative Change of Measures

Daniel Alpay, Palle Jorgensen and Motke Porat
Journal of mathematical physics, Vol.63(4), 042102
04/01/2022
DOI: 10.1063/5.0042756
url
https://doi.org/10.1063/5.0042756View
Published (Version of record) Open Access

Abstract

In this paper, we display a family of Gaussian processes, with explicit formulas and transforms. This is presented with the use of duality tools in such a way that the corresponding path-space measures are mutually singular. We make use of a corresponding family of representations of the canonical commutation relations (CCR) in an infinite number of degrees of freedom. A key feature of our construction is explicit formulas for associated transforms; these are infinite-dimensional analogs of Fourier transforms. Our framework is that of Gaussian Hilbert spaces, reproducing kernel Hilbert spaces and Fock spaces. The latter forms the setting for our CCR representations. We further show, with the use of representation theory and infinite-dimensional analysis, that our pairwise inequivalent probability spaces (for the Gaussian processes) correspond in an explicit manner to pairwise disjoint CCR representations.
Mathematical Physics Mathematical Physics (math-ph) Functional Analysis (math.FA) Probability (math.PR) Statistical and Nonlinear Physics 46T12, 47L50, 47L60, 47S50, 22E66, 58J65, 30C40, 60H05, 60H40, 81P20 FOS: Mathematics Mathematics - Probability Mathematics - Functional Analysis FOS: Physical sciences

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