Probabilistic Interpretation of Number Operator Acting on Bernoulli Functionals
Jing Zhang,
Lixia Zhang and
Caishi Wang
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Jing Zhang: School of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, China
Lixia Zhang: School of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, China
Caishi Wang: School of Mathematics and Statistics, Northwest Normal University, Lanzhou 730070, China
Mathematics, 2022, vol. 10, issue 15, 1-11
Abstract:
Let N be the number operator in the space H of real-valued square-integrable Bernoulli functionals. In this paper, we further pursue properties of N from a probabilistic perspective. We first construct a nuclear space G , which is also a dense linear subspace of H , and then by taking its dual G * , we obtain a real Gel’fand triple G ⊂ H ⊂ G * . Using the well-known Minlos theorem, we prove that there exists a unique Gauss measure γ N on G * such that its covariance operator coincides with N . We examine the properties of γ N , and, among others, we show that γ N can be represented as a convolution of a sequence of Borel probability measures on G * . Some other results are also obtained.
Keywords: Bernoulli functionals; number operator; Gel’fand triple; Gauss measure; convolution of measures (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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