No Arabic abstract
The main object of the paper is a symmetric system $J y-B(t)y=lD(t) y$ defined on an interval $cI=[a,b) $ with the regular endpoint $a$. Let $f(cd,l)$ be a matrix solution of this system of an arbitrary dimension and let $(Vf)(s)=intlimits_cI f^*(t,s)D(t)f(t),dt$ be the Fourier transform of the function $f(cd)in L_D^2(cI)$. We define a pseudospectral function of the system as a matrix-valued distribution function $s(cd)$ of the dimension $n_s$ such that $V$ is a partial isometry from $L_D^2(cI)$ to $L^2(s;bC^{n_s})$ with the minimally possible kernel. Moreover, we find the minimally possible value of $n_s$ and parameterize all spectral and pseudospectral functions of every possible dimensions $n_s$ by means of a Nevanlinna boundary parameter. The obtained results develop the results by Arov and Dym; A.~Sakhnovich, L.~Sakhnovich and Roitberg; Langer and Textorius.
This paper extends Kreins spectral shift function theory to the setting of semifinite spectral triples. We define the spectral shift function under these hypotheses via Birman-Solomyak spectral averaging formula and show that it computes spectral flow.
In this note the notions of trace compatible operators and infinitesimal spectral flow are introduced. We define the spectral shift function as the integral of infinitesimal spectral flow. It is proved that the spectral shift function thus defined is absolutely continuous and Kreins formula is established. Some examples of trace compatible affine spaces of operators are given.
We investigate minimal operator corresponding to operator differential expression with exit from space, study its selfadjoint extensions, also for one particular selfadjoint extension corresponding to boundary value problem with some rational function of eigenparameter in boundary condition establish asymptotics of spectrum and derive trace formula
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted processes with respect to normal martingales and the Ito integral in a Fock space
This note is to indicate the new sphere of applicability of the method developed by Mlak as well as by the author. Restoring those ideas is summoned by current developments concerning $K$-spectral sets on numerical ranges.