Knowledge

Wold's decomposition

Source 📝

1205: 2530: 1906: 654: 370: 969: 521: 1730: 204: 1756: 1135: 1960:). Property 2 and the continuous functional calculus ensure that Ί preserves the *-operation. Finally, the semicommutator property shows that Ί is multiplicative. Therefore the theorem holds. 532: 1057: 830: 1582: 1526: 258: 1638: 867: 2419: 410: 2082: 1976: 2245: 2805: 2372: 2227: 2566: 2203: 1667: 151: 2095: 1901:{\displaystyle \Phi :C^{*}(S)\rightarrow C^{*}(V)\quad {\text{by}}\quad \Phi (T_{f}+K)=\bigoplus _{\alpha \in A}(T_{f}+K)\oplus f(U).} 2690: 2184: 2075: 2051: 2030: 2009: 1376: 2454: 2099: 1736: 1140:
In this terminology, the Wold decomposition expresses an isometry as a direct sum of a pure isometry and a unitary operator.
987: 2638: 2250: 1089: 2705: 2306: 2795: 2643: 2533: 2255: 2240: 2068: 2270: 2559: 649:{\displaystyle H=\left(\bigoplus _{i\geq 0}M_{i}\right)\oplus \left(\bigcap _{i\geq 0}H_{i}\right)=K_{1}\oplus K_{2}.} 2515: 2275: 1455:), in the description of the Toeplitz algebra and that the spectrum of a unitary operator is contained in the circle 2746: 2659: 2469: 2393: 2510: 2326: 2766: 2260: 1004: 2790: 2695: 2362: 2163: 2235: 792: 365:{\displaystyle H=H\supset V(H)\supset V^{2}(H)\supset \cdots =H_{0}\supset H_{1}\supset H_{2}\supset \cdots ,} 1532: 2459: 1468: 2664: 2633: 2552: 2490: 2434: 2398: 1235:
The decomposition above can be generalized slightly to a sequence of isometries, indexed by the integers.
94: 59: 1589: 2715: 2669: 2612: 964:{\displaystyle V=V\vert _{K_{1}}\oplus V\vert _{K_{2}}=\left(\bigoplus _{\alpha \in A}S\right)\oplus U,} 27:
This article is about the general mathematical result. For the application to time series analysis, see
2800: 2598: 2473: 82: 2594: 2439: 2377: 2091: 93:
can be decomposed into a pair of uncorrelated processes, one deterministic, and the other being a
2464: 2331: 516:{\displaystyle M_{i}=H_{i}\ominus H_{i+1}=V^{i}(H\ominus V(H))\quad {\text{for}}\quad i\geq 0\;,} 90: 86: 2720: 2700: 2673: 2617: 2589: 2444: 2047: 2026: 2005: 1356: 28: 2730: 2607: 2449: 2367: 2336: 2316: 2301: 2296: 2291: 2128: 1984: 1417: 218: 75: 71: 55: 2710: 2311: 2265: 2213: 2208: 2179: 2060: 773: 39: 2138: 2500: 2352: 2153: 1204: 2784: 2603: 2575: 2505: 2429: 2158: 2143: 2133: 1148: 110: 67: 1989: 1971: 2495: 2148: 2118: 17: 2041: 2020: 1999: 990:
of any proper, i.e. non-unitary, isometry is the unit disk in the complex plane.
2725: 2424: 2414: 2321: 2123: 1952:= 0. Since the range of Ί is a C*-algebra, Ί is surjective by the minimality of 51: 35: 2357: 2197: 2193: 2189: 1264: 1911:
One can now verify Ί is an isomorphism that maps the unilateral shift to
63: 2004:. Operator Theory, Advances and Applications. Vol. 82. BirkhĂ€user. 1725:{\displaystyle V=\left(\bigoplus _{\alpha \in A}T_{z}\right)\oplus U.} 2544: 1918:
By property 1 above, Ί is linear. The map Ί is injective because
1462:
The following properties of the Toeplitz algebra will be needed:
199:{\displaystyle V=\left(\bigoplus _{\alpha \in A}S\right)\oplus U} 70:. It states that every isometry is a direct sum of copies of the 2548: 2064: 244:
A proof can be sketched as follows. Successive applications of
1199: 1287:. The Wold decomposition can be applied to characterize 1216: 1007: 232:
is a unitary operator (possible vacuous). The family {
2001:
Schur Parameters, Factorization and Dilation Problems
1759: 1670: 1592: 1535: 1471: 1092: 986:
It is immediate from the Wold decomposition that the
870: 795: 535: 413: 261: 154: 1130:{\displaystyle V=\bigoplus _{1\leq \alpha \leq N}S.} 2739: 2683: 2652: 2626: 2582: 2483: 2407: 2386: 2345: 2284: 2226: 2172: 2107: 709:is a surjective isometry, i.e., a unitary operator 2420:Spectral theory of ordinary differential equations 1900: 1724: 1632: 1576: 1520: 1129: 1079:. In other words, a pure isometry of multiplicity 1051: 963: 824: 648: 515: 364: 198: 1306:) be the continuous functions on the unit circle 1188:defined above is a wandering subspace of  786:can be written as a direct sum Hilbert spaces 2560: 2076: 8: 2022:Banach Algebra Techniques in Operator Theory 1433:) is isomorphic to the Toeplitz algebra and 1043: 1037: 904: 881: 1052:{\textstyle \bigcap _{i\geq 0}H_{i}=\{0\}.} 2567: 2553: 2545: 2111: 2083: 2069: 2061: 2040:Rosenblum, Marvin; Rovnyak, James (1985). 509: 1988: 1865: 1846: 1824: 1808: 1792: 1770: 1758: 1702: 1686: 1669: 1629: 1620: 1607: 1597: 1591: 1559: 1558: 1545: 1540: 1534: 1517: 1502: 1489: 1476: 1470: 1447:The proof hinges on the connections with 1103: 1091: 1028: 1012: 1006: 932: 912: 907: 889: 884: 869: 816: 800: 794: 637: 624: 606: 590: 567: 551: 534: 494: 463: 444: 431: 418: 412: 347: 334: 321: 293: 260: 248:give a descending sequences of copies of 241:} consists of isomorphic Hilbert spaces. 170: 153: 2373:Group algebra of a locally compact group 1279:) is the norm closure of polynomials in 1071:, i.e. the cardinality of the index set 1001:if, in the notation of the above proof, 825:{\displaystyle K_{1}=\oplus H_{\alpha }} 1577:{\displaystyle T_{f}^{*}=T_{\bar {f}}.} 1239:The C*-algebra generated by an isometry 1521:{\displaystyle T_{f}+T_{g}=T_{f+g}.\,} 7: 1318:) generated by the unilateral shift 1633:{\displaystyle T_{f}T_{g}-T_{fg}\,} 252:isomorphically embedded in itself: 1814: 1760: 1067:is the dimension of the kernel of 25: 2691:Compact operator on Hilbert space 2043:Hardy Classes and Operator Theory 1644:The Wold decomposition says that 974:which is a Wold decomposition of 2529: 2528: 2455:Topological quantum field theory 1925:is not compact for any non-zero 1310:. We recall that the C*-algebra 1203: 765:. Suppose the dimension of each 2806:Theorems in functional analysis 1990:10.1090/S0002-9904-1967-11845-7 1972:"The C*-algebra of an isometry" 1813: 1807: 1648:is the direct sum of copies of 723:is isomorphic to another, with 499: 493: 85:, the theorem implies that any 1892: 1886: 1877: 1858: 1836: 1817: 1804: 1798: 1785: 1782: 1776: 1737:continuous functional calculus 1564: 490: 487: 481: 469: 305: 299: 283: 277: 121:) be the bounded operators on 48:Wold–von Neumann decomposition 1: 2251:Uniform boundedness principle 1075:in the Wold decomposition of 842:is an invariant subspaces of 727:being an isomorphism between 1400:is the identity function in 2046:. Oxford University Press. 1998:Constantinescu, T. (1996). 1437:is the isomorphic image of 673:are invariant subspaces of 141:states that every isometry 2822: 2660:Hilbert projection theorem 2394:Invariant subspace problem 64:isometric linear operators 26: 2639:Cauchy–Schwarz inequality 2524: 2114: 1322:takes the following form 2363:Spectrum of a C*-algebra 1383:In this identification, 1196:A sequence of isometries 857:is the unilateral shift 2460:Noncommutative geometry 2019:Douglas, R. G. (1972). 1359:with continuous symbol 383:) denotes the range of 2516:Tomita–Takesaki theory 2491:Approximation property 2435:Calculus of variations 1977:Bull. Amer. Math. Soc. 1902: 1726: 1657:and then some unitary 1634: 1578: 1522: 1179:. In particular, each 1131: 1053: 965: 826: 650: 517: 366: 200: 137:) be an isometry. The 95:moving average process 60:classification theorem 2670:Polarization identity 2613:Orthogonal complement 2511:Banach–Mazur distance 2474:Generalized functions 1903: 1727: 1635: 1579: 1523: 1243:Consider an isometry 1132: 1054: 966: 827: 651: 518: 367: 201: 2644:Riesz representation 2599:L-semi-inner product 2256:Kakutani fixed-point 2241:Riesz representation 1757: 1668: 1590: 1533: 1469: 1090: 1005: 868: 793: 533: 411: 387:. The above defined 259: 152: 83:time series analysis 2796:Invariant subspaces 2665:Parseval's identity 2634:Bessel's inequality 2440:Functional calculus 2399:Mahler's conjecture 2378:Von Neumann algebra 2092:Functional analysis 1970:Coburn, L. (1967). 1586:The semicommutator 1550: 1063:of a pure isometry 850:restricted to each 221:on a Hilbert space 209:for some index set 2465:Riemann hypothesis 2164:Topological vector 2025:. Academic Press. 1898: 1857: 1722: 1697: 1630: 1574: 1536: 1518: 1215:. You can help by 1149:wandering subspace 1127: 1120: 1049: 1023: 961: 943: 822: 716:Furthermore, each 698:. In other words, 646: 601: 562: 513: 404:). If one defines 362: 196: 181: 139:Wold decomposition 91:stochastic process 44:Wold decomposition 38:, particularly in 18:Wold decomposition 2778: 2777: 2721:Sesquilinear form 2674:Parallelogram law 2618:Orthonormal basis 2542: 2541: 2445:Integral operator 2222: 2221: 1842: 1811: 1735:So we invoke the 1682: 1567: 1357:Toeplitz operator 1233: 1232: 1099: 1008: 928: 659:It is clear that 586: 547: 497: 166: 16:(Redirected from 2813: 2608:Prehilbert space 2569: 2562: 2555: 2546: 2532: 2531: 2450:Jones polynomial 2368:Operator algebra 2112: 2085: 2078: 2071: 2062: 2057: 2036: 2015: 1994: 1992: 1907: 1905: 1904: 1899: 1870: 1869: 1856: 1829: 1828: 1812: 1809: 1797: 1796: 1775: 1774: 1731: 1729: 1728: 1723: 1712: 1708: 1707: 1706: 1696: 1639: 1637: 1636: 1631: 1628: 1627: 1612: 1611: 1602: 1601: 1583: 1581: 1580: 1575: 1570: 1569: 1568: 1560: 1549: 1544: 1527: 1525: 1524: 1519: 1513: 1512: 1494: 1493: 1481: 1480: 1424:Theorem (Coburn) 1418:Toeplitz algebra 1416:) is called the 1377:compact operator 1228: 1225: 1207: 1200: 1136: 1134: 1133: 1128: 1119: 1058: 1056: 1055: 1050: 1033: 1032: 1022: 970: 968: 967: 962: 951: 947: 942: 919: 918: 917: 916: 896: 895: 894: 893: 831: 829: 828: 823: 821: 820: 805: 804: 655: 653: 652: 647: 642: 641: 629: 628: 616: 612: 611: 610: 600: 577: 573: 572: 571: 561: 522: 520: 519: 514: 498: 495: 468: 467: 455: 454: 436: 435: 423: 422: 371: 369: 368: 363: 352: 351: 339: 338: 326: 325: 298: 297: 219:unilateral shift 205: 203: 202: 197: 189: 185: 180: 76:unitary operator 72:unilateral shift 56:John von Neumann 21: 2821: 2820: 2816: 2815: 2814: 2812: 2811: 2810: 2791:Operator theory 2781: 2780: 2779: 2774: 2767:Segal–Bargmann 2735: 2706:Hilbert–Schmidt 2696:Densely defined 2679: 2648: 2622: 2578: 2573: 2543: 2538: 2520: 2484:Advanced topics 2479: 2403: 2382: 2341: 2307:Hilbert–Schmidt 2280: 2271:Gelfand–Naimark 2218: 2168: 2103: 2089: 2054: 2039: 2033: 2018: 2012: 1997: 1969: 1966: 1942: 1923: 1861: 1820: 1788: 1766: 1755: 1754: 1698: 1681: 1677: 1666: 1665: 1656: 1616: 1603: 1593: 1588: 1587: 1554: 1531: 1530: 1498: 1485: 1472: 1467: 1466: 1442: 1408:). The algebra 1395: 1354: 1341: 1241: 1229: 1223: 1220: 1213:needs expansion 1198: 1187: 1088: 1087: 1083:takes the form 1024: 1003: 1002: 984: 927: 923: 908: 903: 885: 880: 866: 865: 855: 840: 812: 796: 791: 790: 785: 779:. We see that 774:cardinal number 770: 764: 753: 743: 732: 721: 708: 697: 690: 672: 665: 633: 620: 602: 585: 581: 563: 546: 542: 531: 530: 459: 440: 427: 414: 409: 408: 395: 343: 330: 317: 289: 257: 256: 240: 226: 165: 161: 150: 149: 145:takes the form 103: 40:operator theory 32: 23: 22: 15: 12: 11: 5: 2819: 2817: 2809: 2808: 2803: 2798: 2793: 2783: 2782: 2776: 2775: 2773: 2772: 2764: 2758:compact & 2743: 2741: 2737: 2736: 2734: 2733: 2728: 2723: 2718: 2713: 2708: 2703: 2701:Hermitian form 2698: 2693: 2687: 2685: 2681: 2680: 2678: 2677: 2667: 2662: 2656: 2654: 2650: 2649: 2647: 2646: 2641: 2636: 2630: 2628: 2624: 2623: 2621: 2620: 2615: 2610: 2601: 2592: 2586: 2584: 2583:Basic concepts 2580: 2579: 2576:Hilbert spaces 2574: 2572: 2571: 2564: 2557: 2549: 2540: 2539: 2537: 2536: 2525: 2522: 2521: 2519: 2518: 2513: 2508: 2503: 2501:Choquet theory 2498: 2493: 2487: 2485: 2481: 2480: 2478: 2477: 2467: 2462: 2457: 2452: 2447: 2442: 2437: 2432: 2427: 2422: 2417: 2411: 2409: 2405: 2404: 2402: 2401: 2396: 2390: 2388: 2384: 2383: 2381: 2380: 2375: 2370: 2365: 2360: 2355: 2353:Banach algebra 2349: 2347: 2343: 2342: 2340: 2339: 2334: 2329: 2324: 2319: 2314: 2309: 2304: 2299: 2294: 2288: 2286: 2282: 2281: 2279: 2278: 2276:Banach–Alaoglu 2273: 2268: 2263: 2258: 2253: 2248: 2243: 2238: 2232: 2230: 2224: 2223: 2220: 2219: 2217: 2216: 2211: 2206: 2204:Locally convex 2201: 2187: 2182: 2176: 2174: 2170: 2169: 2167: 2166: 2161: 2156: 2151: 2146: 2141: 2136: 2131: 2126: 2121: 2115: 2109: 2105: 2104: 2090: 2088: 2087: 2080: 2073: 2065: 2059: 2058: 2052: 2037: 2031: 2016: 2010: 1995: 1983:(5): 722–726. 1965: 1962: 1940: 1921: 1909: 1908: 1897: 1894: 1891: 1888: 1885: 1882: 1879: 1876: 1873: 1868: 1864: 1860: 1855: 1852: 1849: 1845: 1841: 1838: 1835: 1832: 1827: 1823: 1819: 1816: 1806: 1803: 1800: 1795: 1791: 1787: 1784: 1781: 1778: 1773: 1769: 1765: 1762: 1750:), and define 1733: 1732: 1721: 1718: 1715: 1711: 1705: 1701: 1695: 1692: 1689: 1685: 1680: 1676: 1673: 1652: 1642: 1641: 1626: 1623: 1619: 1615: 1610: 1606: 1600: 1596: 1584: 1573: 1566: 1563: 1557: 1553: 1548: 1543: 1539: 1528: 1516: 1511: 1508: 1505: 1501: 1497: 1492: 1488: 1484: 1479: 1475: 1440: 1391: 1381: 1380: 1350: 1337: 1240: 1237: 1231: 1230: 1210: 1208: 1197: 1194: 1183: 1163:) âŠ„  1138: 1137: 1126: 1123: 1118: 1115: 1112: 1109: 1106: 1102: 1098: 1095: 1048: 1045: 1042: 1039: 1036: 1031: 1027: 1021: 1018: 1015: 1011: 997:is said to be 983: 980: 972: 971: 960: 957: 954: 950: 946: 941: 938: 935: 931: 926: 922: 915: 911: 906: 902: 899: 892: 888: 883: 879: 876: 873: 853: 838: 833: 832: 819: 815: 811: 808: 803: 799: 783: 768: 759: 751: 738: 730: 719: 706: 702:restricted to 695: 688: 670: 663: 657: 656: 645: 640: 636: 632: 627: 623: 619: 615: 609: 605: 599: 596: 593: 589: 584: 580: 576: 570: 566: 560: 557: 554: 550: 545: 541: 538: 524: 523: 512: 508: 505: 502: 492: 489: 486: 483: 480: 477: 474: 471: 466: 462: 458: 453: 450: 447: 443: 439: 434: 430: 426: 421: 417: 391: 373: 372: 361: 358: 355: 350: 346: 342: 337: 333: 329: 324: 320: 316: 313: 310: 307: 304: 301: 296: 292: 288: 285: 282: 279: 276: 273: 270: 267: 264: 236: 224: 207: 206: 195: 192: 188: 184: 179: 176: 173: 169: 164: 160: 157: 102: 99: 89:discrete-time 50:, named after 29:Wold's theorem 24: 14: 13: 10: 9: 6: 4: 3: 2: 2818: 2807: 2804: 2802: 2799: 2797: 2794: 2792: 2789: 2788: 2786: 2771: 2770: 2765: 2763: 2761: 2757: 2753: 2749: 2745: 2744: 2742: 2738: 2732: 2729: 2727: 2724: 2722: 2719: 2717: 2714: 2712: 2709: 2707: 2704: 2702: 2699: 2697: 2694: 2692: 2689: 2688: 2686: 2682: 2675: 2671: 2668: 2666: 2663: 2661: 2658: 2657: 2655: 2653:Other results 2651: 2645: 2642: 2640: 2637: 2635: 2632: 2631: 2629: 2625: 2619: 2616: 2614: 2611: 2609: 2605: 2604:Hilbert space 2602: 2600: 2596: 2595:Inner product 2593: 2591: 2588: 2587: 2585: 2581: 2577: 2570: 2565: 2563: 2558: 2556: 2551: 2550: 2547: 2535: 2527: 2526: 2523: 2517: 2514: 2512: 2509: 2507: 2506:Weak topology 2504: 2502: 2499: 2497: 2494: 2492: 2489: 2488: 2486: 2482: 2475: 2471: 2468: 2466: 2463: 2461: 2458: 2456: 2453: 2451: 2448: 2446: 2443: 2441: 2438: 2436: 2433: 2431: 2430:Index theorem 2428: 2426: 2423: 2421: 2418: 2416: 2413: 2412: 2410: 2406: 2400: 2397: 2395: 2392: 2391: 2389: 2387:Open problems 2385: 2379: 2376: 2374: 2371: 2369: 2366: 2364: 2361: 2359: 2356: 2354: 2351: 2350: 2348: 2344: 2338: 2335: 2333: 2330: 2328: 2325: 2323: 2320: 2318: 2315: 2313: 2310: 2308: 2305: 2303: 2300: 2298: 2295: 2293: 2290: 2289: 2287: 2283: 2277: 2274: 2272: 2269: 2267: 2264: 2262: 2259: 2257: 2254: 2252: 2249: 2247: 2244: 2242: 2239: 2237: 2234: 2233: 2231: 2229: 2225: 2215: 2212: 2210: 2207: 2205: 2202: 2199: 2195: 2191: 2188: 2186: 2183: 2181: 2178: 2177: 2175: 2171: 2165: 2162: 2160: 2157: 2155: 2152: 2150: 2147: 2145: 2142: 2140: 2137: 2135: 2132: 2130: 2127: 2125: 2122: 2120: 2117: 2116: 2113: 2110: 2106: 2101: 2097: 2093: 2086: 2081: 2079: 2074: 2072: 2067: 2066: 2063: 2055: 2053:0-19-503591-7 2049: 2045: 2044: 2038: 2034: 2032:0-12-221350-5 2028: 2024: 2023: 2017: 2013: 2011:3-7643-5285-X 2007: 2003: 2002: 1996: 1991: 1986: 1982: 1979: 1978: 1973: 1968: 1967: 1963: 1961: 1959: 1955: 1951: 1947: 1943: 1936: 1932: 1928: 1924: 1916: 1914: 1895: 1889: 1883: 1880: 1874: 1871: 1866: 1862: 1853: 1850: 1847: 1843: 1839: 1833: 1830: 1825: 1821: 1801: 1793: 1789: 1779: 1771: 1767: 1763: 1753: 1752: 1751: 1749: 1745: 1741: 1738: 1719: 1716: 1713: 1709: 1703: 1699: 1693: 1690: 1687: 1683: 1678: 1674: 1671: 1664: 1663: 1662: 1660: 1655: 1651: 1647: 1624: 1621: 1617: 1613: 1608: 1604: 1598: 1594: 1585: 1571: 1561: 1555: 1551: 1546: 1541: 1537: 1529: 1514: 1509: 1506: 1503: 1499: 1495: 1490: 1486: 1482: 1477: 1473: 1465: 1464: 1463: 1460: 1458: 1454: 1450: 1445: 1443: 1436: 1432: 1428: 1425: 1421: 1419: 1415: 1411: 1407: 1403: 1399: 1394: 1390: 1386: 1378: 1374: 1370: 1366: 1362: 1358: 1353: 1349: 1345: 1340: 1336: 1332: 1328: 1325: 1324: 1323: 1321: 1317: 1313: 1309: 1305: 1301: 1296: 1294: 1290: 1286: 1282: 1278: 1274: 1270: 1267:generated by 1266: 1262: 1258: 1255:). Denote by 1254: 1250: 1246: 1238: 1236: 1227: 1218: 1214: 1211:This section 1209: 1206: 1202: 1201: 1195: 1193: 1191: 1186: 1182: 1178: 1175: â‰   1174: 1170: 1166: 1162: 1158: 1154: 1150: 1146: 1141: 1124: 1121: 1116: 1113: 1110: 1107: 1104: 1100: 1096: 1093: 1086: 1085: 1084: 1082: 1078: 1074: 1070: 1066: 1062: 1046: 1040: 1034: 1029: 1025: 1019: 1016: 1013: 1009: 1000: 996: 991: 989: 981: 979: 977: 958: 955: 952: 948: 944: 939: 936: 933: 929: 924: 920: 913: 909: 900: 897: 890: 886: 877: 874: 871: 864: 863: 862: 860: 856: 849: 845: 841: 817: 813: 809: 806: 801: 797: 789: 788: 787: 782: 778: 775: 771: 762: 758: 754: 747: 741: 737: 733: 726: 722: 714: 712: 705: 701: 694: 687: 683: 678: 676: 669: 662: 643: 638: 634: 630: 625: 621: 617: 613: 607: 603: 597: 594: 591: 587: 582: 578: 574: 568: 564: 558: 555: 552: 548: 543: 539: 536: 529: 528: 527: 510: 506: 503: 500: 484: 478: 475: 472: 464: 460: 456: 451: 448: 445: 441: 437: 432: 428: 424: 419: 415: 407: 406: 405: 403: 399: 396: =  394: 390: 386: 382: 378: 359: 356: 353: 348: 344: 340: 335: 331: 327: 322: 318: 314: 311: 308: 302: 294: 290: 286: 280: 274: 271: 268: 265: 262: 255: 254: 253: 251: 247: 242: 239: 235: 231: 227: 220: 216: 212: 193: 190: 186: 182: 177: 174: 171: 167: 162: 158: 155: 148: 147: 146: 144: 140: 136: 132: 128: 124: 120: 116: 112: 111:Hilbert space 108: 100: 98: 96: 92: 88: 84: 79: 77: 73: 69: 68:Hilbert space 65: 61: 57: 53: 49: 45: 41: 37: 30: 19: 2768: 2759: 2755: 2751: 2747: 2716:Self-adjoint 2627:Main results 2496:Balanced set 2470:Distribution 2408:Applications 2261:Krein–Milman 2246:Closed graph 2042: 2021: 2000: 1980: 1975: 1957: 1953: 1949: 1948:= 0 implies 1945: 1938: 1934: 1930: 1926: 1919: 1917: 1912: 1910: 1747: 1743: 1739: 1734: 1658: 1653: 1649: 1645: 1643: 1461: 1456: 1452: 1448: 1446: 1438: 1434: 1430: 1426: 1423: 1422: 1413: 1409: 1405: 1401: 1397: 1392: 1388: 1384: 1382: 1372: 1368: 1364: 1360: 1351: 1347: 1343: 1338: 1334: 1330: 1326: 1319: 1315: 1311: 1307: 1303: 1299: 1297: 1292: 1288: 1284: 1280: 1276: 1272: 1268: 1260: 1256: 1252: 1248: 1244: 1242: 1234: 1221: 1217:adding to it 1212: 1189: 1184: 1180: 1176: 1172: 1168: 1164: 1160: 1156: 1152: 1147:is called a 1144: 1142: 1139: 1080: 1076: 1072: 1068: 1064: 1061:multiplicity 1060: 998: 994: 993:An isometry 992: 985: 975: 973: 861:. Therefore 858: 851: 847: 843: 836: 834: 780: 776: 766: 760: 756: 749: 745: 739: 735: 728: 724: 717: 715: 710: 703: 699: 692: 685: 681: 679: 674: 667: 660: 658: 525: 401: 397: 392: 388: 384: 380: 376: 374: 249: 245: 243: 237: 233: 229: 222: 214: 210: 208: 142: 138: 134: 130: 126: 122: 118: 114: 106: 104: 80: 47: 43: 33: 2801:C*-algebras 2726:Trace class 2425:Heat kernel 2415:Hardy space 2322:Trace class 2236:Hahn–Banach 2198:Topological 1937:) and thus 1640:is compact. 1143:A subspace 835:where each 66:on a given 52:Herman Wold 36:mathematics 2785:Categories 2358:C*-algebra 2173:Properties 1964:References 1265:C*-algebra 1171:) for all 87:stationary 2332:Unbounded 2327:Transpose 2285:Operators 2214:Separable 2209:Reflexive 2194:Algebraic 2180:Barrelled 1881:⊕ 1851:∈ 1848:α 1844:⨁ 1815:Φ 1794:∗ 1786:→ 1772:∗ 1761:Φ 1714:⊕ 1691:∈ 1688:α 1684:⨁ 1614:− 1565:¯ 1547:∗ 1224:June 2008 1114:≤ 1111:α 1108:≤ 1101:⨁ 1017:≥ 1010:⋂ 953:⊕ 937:∈ 934:α 930:⨁ 898:⊕ 818:α 810:⊕ 748:"shifts" 631:⊕ 595:≥ 588:⋂ 579:⊕ 556:≥ 549:⨁ 504:≥ 476:⊖ 438:⊖ 357:⋯ 354:⊃ 341:⊃ 328:⊃ 312:⋯ 309:⊃ 287:⊃ 272:⊃ 191:⊕ 175:∈ 172:α 168:⨁ 2740:Examples 2534:Category 2346:Algebras 2228:Theorems 2185:Complete 2154:Schwartz 2100:glossary 1363:∈ 988:spectrum 772:is some 213:, where 2754:) with 2731:Unitary 2590:Adjoint 2337:Unitary 2317:Nuclear 2302:Compact 2297:Bounded 2292:Adjoint 2266:Min–max 2159:Sobolev 2144:Nuclear 2134:Hilbert 2129:FrĂ©chet 2094: ( 1271:, i.e. 982:Remarks 217:is the 101:Details 58:, is a 2711:Normal 2312:Normal 2149:Orlicz 2139:Hölder 2119:Banach 2108:Spaces 2096:topics 2050:  2029:  2008:  1396:where 1371:) and 1263:) the 375:where 228:, and 125:, and 74:and a 2762:<∞ 2124:Besov 1375:is a 1355:is a 1333:) = { 526:then 109:be a 2684:Maps 2606:and 2597:and 2472:(or 2190:Dual 2048:ISBN 2027:ISBN 2006:ISBN 1298:Let 1283:and 1059:The 999:pure 846:and 734:and 691:) = 666:and 105:Let 62:for 54:and 1985:doi 1295:). 1219:. 1155:if 1151:of 755:to 680:So 496:for 81:In 46:or 34:In 2787:: 2098:– 1981:73 1974:. 1954:C* 1944:+ 1929:∈ 1915:: 1810:by 1742:→ 1661:: 1459:. 1444:. 1427:C* 1420:. 1410:C* 1387:= 1379:}. 1346:| 1342:+ 1327:C* 1312:C* 1289:C* 1285:V* 1273:C* 1257:C* 1247:∈ 1192:. 1069:V* 978:. 763:+1 744:: 742:+1 713:. 677:. 129:∈ 113:, 97:. 78:. 42:, 2769:F 2760:n 2756:K 2752:K 2750:( 2748:C 2676:) 2672:( 2568:e 2561:t 2554:v 2476:) 2200:) 2196:/ 2192:( 2102:) 2084:e 2077:t 2070:v 2056:. 2035:. 2014:. 1993:. 1987:: 1958:V 1956:( 1950:f 1946:K 1941:f 1939:T 1935:T 1933:( 1931:C 1927:f 1922:f 1920:T 1913:V 1896:. 1893:) 1890:U 1887:( 1884:f 1878:) 1875:K 1872:+ 1867:f 1863:T 1859:( 1854:A 1840:= 1837:) 1834:K 1831:+ 1826:f 1822:T 1818:( 1805:) 1802:V 1799:( 1790:C 1783:) 1780:S 1777:( 1768:C 1764:: 1748:U 1746:( 1744:f 1740:f 1720:. 1717:U 1710:) 1704:z 1700:T 1694:A 1679:( 1675:= 1672:V 1659:U 1654:z 1650:T 1646:V 1625:g 1622:f 1618:T 1609:g 1605:T 1599:f 1595:T 1572:. 1562:f 1556:T 1552:= 1542:f 1538:T 1515:. 1510:g 1507:+ 1504:f 1500:T 1496:= 1491:g 1487:T 1483:+ 1478:f 1474:T 1457:T 1453:T 1451:( 1449:C 1441:z 1439:T 1435:V 1431:V 1429:( 1414:S 1412:( 1406:T 1404:( 1402:C 1398:z 1393:z 1389:T 1385:S 1373:K 1369:T 1367:( 1365:C 1361:f 1352:f 1348:T 1344:K 1339:f 1335:T 1331:S 1329:( 1320:S 1316:S 1314:( 1308:T 1304:T 1302:( 1300:C 1293:V 1291:( 1281:V 1277:V 1275:( 1269:V 1261:V 1259:( 1253:H 1251:( 1249:L 1245:V 1226:) 1222:( 1190:V 1185:i 1181:M 1177:m 1173:n 1169:M 1167:( 1165:V 1161:M 1159:( 1157:V 1153:V 1145:M 1125:. 1122:S 1117:N 1105:1 1097:= 1094:V 1081:N 1077:V 1073:A 1065:V 1047:. 1044:} 1041:0 1038:{ 1035:= 1030:i 1026:H 1020:0 1014:i 995:V 976:V 959:, 956:U 949:) 945:S 940:A 925:( 921:= 914:2 910:K 905:| 901:V 891:1 887:K 882:| 878:V 875:= 872:V 859:S 854:α 852:H 848:V 844:V 839:α 837:H 814:H 807:= 802:1 798:K 784:1 781:K 777:α 769:i 767:M 761:i 757:M 752:i 750:M 746:V 740:i 736:M 731:i 729:M 725:V 720:i 718:M 711:U 707:2 704:K 700:V 696:2 693:K 689:2 686:K 684:( 682:V 675:V 671:2 668:K 664:1 661:K 644:. 639:2 635:K 626:1 622:K 618:= 614:) 608:i 604:H 598:0 592:i 583:( 575:) 569:i 565:M 559:0 553:i 544:( 540:= 537:H 511:, 507:0 501:i 491:) 488:) 485:H 482:( 479:V 473:H 470:( 465:i 461:V 457:= 452:1 449:+ 446:i 442:H 433:i 429:H 425:= 420:i 416:M 402:H 400:( 398:V 393:i 389:H 385:V 381:H 379:( 377:V 360:, 349:2 345:H 336:1 332:H 323:0 319:H 315:= 306:) 303:H 300:( 295:2 291:V 284:) 281:H 278:( 275:V 269:H 266:= 263:H 250:H 246:V 238:α 234:H 230:U 225:α 223:H 215:S 211:A 194:U 187:) 183:S 178:A 163:( 159:= 156:V 143:V 135:H 133:( 131:L 127:V 123:H 119:H 117:( 115:L 107:H 31:. 20:)

Index

Wold decomposition
Wold's theorem
mathematics
operator theory
Herman Wold
John von Neumann
classification theorem
isometric linear operators
Hilbert space
unilateral shift
unitary operator
time series analysis
stationary
stochastic process
moving average process
Hilbert space
unilateral shift
cardinal number
spectrum
wandering subspace

adding to it
C*-algebra
Toeplitz operator
compact operator
Toeplitz algebra
continuous functional calculus
"The C*-algebra of an isometry"
Bull. Amer. Math. Soc.
doi

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.

↑