Abstract
We study certain infinite-dimensional probability measures in connection with frame analysis. Earlier work on frame-measures has so far focused on the case of finite-dimensional frames. We point out that there are good reasons for a sharp distinction between stochastic analysis involving frames in finite vs. infinite dimensions. For the case of infinite-dimensional Hilbert space ℋ, we study three cases of measures. We first show that, for ℋ infinite dimensional, one must resort to infinite dimensional measure spaces which properly contain ℋ. The three cases we consider are: (i) Gaussian frame measures, (ii) Markov path-space measures, and (iii) determinantal measures.
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Jorgensen, P.E.T., Song, MS. Infinite-Dimensional Measure Spaces and Frame Analysis. Acta Appl Math 155, 41–56 (2018). https://doi.org/10.1007/s10440-017-0144-z
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DOI: https://doi.org/10.1007/s10440-017-0144-z