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JOURNALS // Ufimskii Matematicheskii Zhurnal // Archive

Ufimsk. Mat. Zh., 2023 Volume 15, Issue 2, Pages 55–64 (Mi ufa653)

Averaging of random affine transformations of functions domain

R. Sh. Kalmetevab, Yu. N. Orlova, V. Zh. Sakbaevabc

a Keldysh Institute of Applied Mathematics of Russian Academy of Sciences
b Miusskaya sq. 4, 125047, Moscow, Russia
c Institute of Mathematics, Ufa Federal Research Center, RAS, Chernyshevsky str. 112, 450077, Ufa, Russia

Abstract: 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.

Keywords: Feynman-Chernoff iterations, Chernoff theorem, operator-valued random process, Fokker-Planck equation.

UDC: 517.983

MSC: 47D06, 47D07, 60B15, 60J60

Received: 21.12.2022


 English version:
Ufa Mathematical Journal, 2023, 15:2, 55–64


© Steklov Math. Inst. of RAS, 2024