<p>We study iterated weighted residual (WR) splittings generated by a positive operator <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(R_{0}\in B\left( H\right) _{+}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>R</mi> <mn>0</mn> </msub> <mo>∈</mo> <mi>B</mi> <msub> <mfenced close=")" open="("> <mi>H</mi> </mfenced> <mo>+</mo> </msub> </mrow> </math></EquationSource> </InlineEquation> and a finite family of contractions <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(C_{1},\dots ,C_{m}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>C</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>⋯</mo> <mo>,</mo> <msub> <mi>C</mi> <mi>m</mi> </msub> </mrow> </math></EquationSource> </InlineEquation> in <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(B\left( H\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>B</mi> <mfenced close=")" open="("> <mi>H</mi> </mfenced> </mrow> </math></EquationSource> </InlineEquation>. The associated residual update <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(R\mapsto R^{1/2}(I-C^{*}_{j}C_{j})R^{1/2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>R</mi> <mo>↦</mo> <msup> <mi>R</mi> <mrow> <mn>1</mn> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </msup> <mrow> <mo stretchy="false">(</mo> <mi>I</mi> <mo>-</mo> <msubsup> <mi>C</mi> <mi>j</mi> <mrow> <mrow /> <mo>∗</mo> </mrow> </msubsup> <msub> <mi>C</mi> <mi>j</mi> </msub> <mo stretchy="false">)</mo> </mrow> <msup> <mi>R</mi> <mrow> <mn>1</mn> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation> produces an <i>m</i>-ary energy tree of residuals <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\left\{ R_{w}\right\} \)</EquationSource> <EquationSource Format="MATHML"><math> <mfenced close="}" open="{"> <msub> <mi>R</mi> <mi>w</mi> </msub> </mfenced> </math></EquationSource> </InlineEquation> and dissipated pieces <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\left\{ D_{w,j}\right\} \)</EquationSource> <EquationSource Format="MATHML"><math> <mfenced close="}" open="{"> <msub> <mi>D</mi> <mrow> <mi>w</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> </mfenced> </math></EquationSource> </InlineEquation> indexed by finite words. From this tree we construct intrinsic path measures on the path space by biasing transitions either by a fixed quadratic form <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(x\mapsto \left\langle x,D_{w,j}x\right\rangle \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>x</mi> <mo>↦</mo> <mfenced close="〉" open="〈"> <mi>x</mi> <mo>,</mo> <msub> <mi>D</mi> <mrow> <mi>w</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> <mi>x</mi> </mfenced> </mrow> </math></EquationSource> </InlineEquation> (defining the measures <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\nu _{x}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ν</mi> <mi>x</mi> </msub> </math></EquationSource> </InlineEquation>) or, in the trace-class setting, by <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\textrm{tr}\left( D_{w,j}\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mtext>tr</mtext> <mfenced close=")" open="("> <msub> <mi>D</mi> <mrow> <mi>w</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> </mfenced> </mrow> </math></EquationSource> </InlineEquation> (yielding a reference measure <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\nu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ν</mi> <mtext>tr</mtext> </msub> </math></EquationSource> </InlineEquation>). When <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(R_{0}\in S_{1}\left( H\right) _{+}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>R</mi> <mn>0</mn> </msub> <mo>∈</mo> <msub> <mi>S</mi> <mn>1</mn> </msub> <msub> <mfenced close=")" open="("> <mi>H</mi> </mfenced> <mo>+</mo> </msub> </mrow> </math></EquationSource> </InlineEquation>, we show that <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(\nu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ν</mi> <mtext>tr</mtext> </msub> </math></EquationSource> </InlineEquation> dominates the family <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(\left\{ \nu _{x}\right\} \)</EquationSource> <EquationSource Format="MATHML"><math> <mfenced close="}" open="{"> <msub> <mi>ν</mi> <mi>x</mi> </msub> </mfenced> </math></EquationSource> </InlineEquation> and identify <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(d\nu _{x}/d\nu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <msub> <mi>ν</mi> <mi>x</mi> </msub> <mo stretchy="false">/</mo> <mi>d</mi> <msub> <mi>ν</mi> <mtext>tr</mtext> </msub> </mrow> </math></EquationSource> </InlineEquation> as a canonical martingale limit of cylinder likelihood ratios. Along <InlineEquation ID="IEq15"> <EquationSource Format="TEX">\(\nu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ν</mi> <mtext>tr</mtext> </msub> </math></EquationSource> </InlineEquation>-almost every branch the residuals decrease to a terminal trace-class random variable <InlineEquation ID="IEq16"> <EquationSource Format="TEX">\(R_{\infty }\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>R</mi> <mi>∞</mi> </msub> </math></EquationSource> </InlineEquation>, which we interpret as the WR boundary variable. We then disintegrate <InlineEquation ID="IEq17"> <EquationSource Format="TEX">\(\nu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ν</mi> <mtext>tr</mtext> </msub> </math></EquationSource> </InlineEquation> over <InlineEquation ID="IEq18"> <EquationSource Format="TEX">\(\sigma \left( R_{\infty }\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>σ</mi> <mfenced close=")" open="("> <msub> <mi>R</mi> <mi>∞</mi> </msub> </mfenced> </mrow> </math></EquationSource> </InlineEquation>, obtaining a boundary law <InlineEquation ID="IEq19"> <EquationSource Format="TEX">\(\mu _{\textrm{tr}}=\left( R_{\infty }\right) _{\#}\nu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>μ</mi> <mtext>tr</mtext> </msub> <mo>=</mo> <msub> <mfenced close=")" open="("> <msub> <mi>R</mi> <mi>∞</mi> </msub> </mfenced> <mo>#</mo> </msub> <msub> <mi>ν</mi> <mtext>tr</mtext> </msub> </mrow> </math></EquationSource> </InlineEquation> and conditional path measures <InlineEquation ID="IEq20"> <EquationSource Format="TEX">\(\left\{ \nu ^{T}_{\textrm{tr}}\right\} \)</EquationSource> <EquationSource Format="MATHML"><math> <mfenced close="}" open="{"> <msubsup> <mi>ν</mi> <mtext>tr</mtext> <mi>T</mi> </msubsup> </mfenced> </math></EquationSource> </InlineEquation>. Finally, we show that each <InlineEquation ID="IEq21"> <EquationSource Format="TEX">\(\nu _{x}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ν</mi> <mi>x</mi> </msub> </math></EquationSource> </InlineEquation> admits a boundary representation as a mixture of <InlineEquation ID="IEq22"> <EquationSource Format="TEX">\(\left\{ \nu ^{T}_{\textrm{tr}}\right\} \)</EquationSource> <EquationSource Format="MATHML"><math> <mfenced close="}" open="{"> <msubsup> <mi>ν</mi> <mtext>tr</mtext> <mi>T</mi> </msubsup> </mfenced> </math></EquationSource> </InlineEquation> with an explicit boundary density <InlineEquation ID="IEq23"> <EquationSource Format="TEX">\(h_{x}=d\mu _{x}/d\mu _{\textrm{tr}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>h</mi> <mi>x</mi> </msub> <mo>=</mo> <mi>d</mi> <msub> <mi>μ</mi> <mi>x</mi> </msub> <mo stretchy="false">/</mo> <mi>d</mi> <msub> <mi>μ</mi> <mtext>tr</mtext> </msub> </mrow> </math></EquationSource> </InlineEquation>, thereby organizing the family of intrinsic WR path measures by a single trace-biased boundary disintegration.</p>

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Boundary disintegration for weighted residual energy trees

  • James Tian

摘要

We study iterated weighted residual (WR) splittings generated by a positive operator \(R_{0}\in B\left( H\right) _{+}\) R 0 B H + and a finite family of contractions \(C_{1},\dots ,C_{m}\) C 1 , , C m in \(B\left( H\right) \) B H . The associated residual update \(R\mapsto R^{1/2}(I-C^{*}_{j}C_{j})R^{1/2}\) R R 1 / 2 ( I - C j C j ) R 1 / 2 produces an m-ary energy tree of residuals \(\left\{ R_{w}\right\} \) R w and dissipated pieces \(\left\{ D_{w,j}\right\} \) D w , j indexed by finite words. From this tree we construct intrinsic path measures on the path space by biasing transitions either by a fixed quadratic form \(x\mapsto \left\langle x,D_{w,j}x\right\rangle \) x x , D w , j x (defining the measures \(\nu _{x}\) ν x ) or, in the trace-class setting, by \(\textrm{tr}\left( D_{w,j}\right) \) tr D w , j (yielding a reference measure \(\nu _{\textrm{tr}}\) ν tr ). When \(R_{0}\in S_{1}\left( H\right) _{+}\) R 0 S 1 H + , we show that \(\nu _{\textrm{tr}}\) ν tr dominates the family \(\left\{ \nu _{x}\right\} \) ν x and identify \(d\nu _{x}/d\nu _{\textrm{tr}}\) d ν x / d ν tr as a canonical martingale limit of cylinder likelihood ratios. Along \(\nu _{\textrm{tr}}\) ν tr -almost every branch the residuals decrease to a terminal trace-class random variable \(R_{\infty }\) R , which we interpret as the WR boundary variable. We then disintegrate \(\nu _{\textrm{tr}}\) ν tr over \(\sigma \left( R_{\infty }\right) \) σ R , obtaining a boundary law \(\mu _{\textrm{tr}}=\left( R_{\infty }\right) _{\#}\nu _{\textrm{tr}}\) μ tr = R # ν tr and conditional path measures \(\left\{ \nu ^{T}_{\textrm{tr}}\right\} \) ν tr T . Finally, we show that each \(\nu _{x}\) ν x admits a boundary representation as a mixture of \(\left\{ \nu ^{T}_{\textrm{tr}}\right\} \) ν tr T with an explicit boundary density \(h_{x}=d\mu _{x}/d\mu _{\textrm{tr}}\) h x = d μ x / d μ tr , thereby organizing the family of intrinsic WR path measures by a single trace-biased boundary disintegration.