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Generalized Random Spectral Measures

Author

Listed:
  • Dang Hung Thang

    (Hanoi University of Sciences)

  • Nguyen Thinh

    (Hanoi University of Sciences)

  • Tran Xuan Quy

    (Thai Nguyen University)

Abstract

In an attempt to examine the random version of the spectral theorem, the notion of random spectral measures and generalized random spectral measures are introduced and investigated. It is shown that each generalized random spectral measure on $$(\mathbb C ,\mathcal{B}(\mathbb C ))$$ admits a modification which is a random spectral measure.

Suggested Citation

  • Dang Hung Thang & Nguyen Thinh & Tran Xuan Quy, 2014. "Generalized Random Spectral Measures," Journal of Theoretical Probability, Springer, vol. 27(2), pages 576-600, June.
    • Handle: RePEc:spr:jotpro:v:27:y:2014:i:2:d:10.1007_s10959-012-0461-0
    DOI: 10.1007/s10959-012-0461-0
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    References listed on IDEAS

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    1. Ram U. Verma, 1997. "Stochastic approximation-solvability of linear random equations involving numerical ranges," International Journal of Stochastic Analysis, Hindawi, vol. 10, pages 1-9, January.
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