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White Noise in the Square-Integrable Space and the Free Field on the Torus as Noise Weights and a Variance Sequence on a Negative Sobolev Space

On the negative Sobolev space H−mH^{-m} of the torus with its rescaled trigonometric basis, white noise in L2L^2 gives a weight sequence and the free field (1 - Laplacian)−1Laplacian)^{-1} gives a variance sequence; their ratio is the Fourier weight, and the noise space is exactly L2L^2 of the torus.

Statement

We work in the setting of The Flat Torus: Standing Notation, used here with a natural number nn satisfying 1≤n1\le n, and in the setting of Real Hilbert Spaces: Standing Notation and Background, whose standing space HH is not used here. The real Hilbert space L2(Tn)L^{2}(\mathbb{T}^{n}) with inner product ⟨⋅,⋅⟩L2\langle\cdot,\cdot\rangle_{L^{2}} and norm ∥⋅∥L2\lVert\cdot\rVert_{L^{2}}, the coefficient families, the Fourier coefficient family U^\hat{U} of a class UU, the classes EkE_{k}, the enumerations of the lattice Zn\mathbb{Z}^{n}, the Fourier weights μk=1+4π2∥k∥2\mu_{k}=1+4\pi^{2}\lVert k\rVert^{2} and the positive numbers ρk\rho_{k} with ρk2=1μk\rho_{k}^{2}=\frac{1}{\mu_{k}}, and the natural powers tlt^{l}, are as in Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families. Let m∈Nm\in\mathbb{N} satisfy n≤m+1n\le m+1, and let κ\kappa be an enumeration of Zn\mathbb{Z}^{n}. H−m(Tn)H^{-m}(\mathbb{T}^{n}) is the Sobolev space of order −m-m, with the inner product ⟨⋅,⋅⟩H−m\langle\cdot,\cdot\rangle_{H^{-m}}; it is a real Hilbert space by The Negative-Order Sobolev Spaces of the Torus are Hilbert Spaces: the Embedding of the Square-Integrable Classes, the Rescaled Trigonometric Basis, the Series Form of the Inner Product and the Inclusion of the Scale §hilbert; for Φ∈H−m(Tn)\Phi\in H^{-m}(\mathbb{T}^{n}) and k∈Znk\in\mathbb{Z}^{n}, Φ(k)\Phi(k) is the value of the coefficient family Φ\Phi at kk; and ζm,k∈H−m(Tn)\zeta_{m,k}\in H^{-m}(\mathbb{T}^{n}) are the elements of The Negative-Order Sobolev Spaces of the Torus are Hilbert Spaces: the Embedding of the Square-Integrable Classes, the Rescaled Trigonometric Basis, the Series Form of the Inner Product and the Inclusion of the Scale §basis. For j∈Nj\in\mathbb{N} put

ej=ζm,κ(j),aj=(ρκ(j)m)2,cj=(ρκ(j)m+1)2.e_{j}=\zeta_{m,\kappa(j)},\qquad a_{j}=\bigl(\rho_{\kappa(j)}^{m}\bigr)^{2},\qquad c_{j}=\bigl(\rho_{\kappa(j)}^{m+1}\bigr)^{2}.

1. (The basis) (ej)j∈N(e_{j})_{j\in\mathbb{N}} is an orthonormal basis of H−m(Tn)H^{-m}(\mathbb{T}^{n}), and ⟨Φ,ej⟩H−m=ρκ(j)m Φ(κ(j))\langle\Phi,e_{j}\rangle_{H^{-m}}=\rho_{\kappa(j)}^{m}\,\Phi(\kappa(j)) for every Φ∈H−m(Tn)\Phi\in H^{-m}(\mathbb{T}^{n}) and j∈Nj\in\mathbb{N}.

2. (The noise weights) a=(aj)j∈Na=(a_{j})_{j\in\mathbb{N}} is a weight sequence, and aj≤1a_{j}\le1 for every j∈Nj\in\mathbb{N}.

3. (The variances) c=(cj)j∈Nc=(c_{j})_{j\in\mathbb{N}} is a variance sequence.

4. (The ratio) For every j∈Nj\in\mathbb{N}, cj≤ajc_{j}\le a_{j} and aj=μκ(j) cja_{j}=\mu_{\kappa(j)}\,c_{j}.

5. (The noise space is the square-integrable space) Read The Noise Space of a Weight Sequence on a Hilbert Space with an Orthonormal Basis with the real Hilbert space H−m(Tn)H^{-m}(\mathbb{T}^{n}) in place of XX, the orthonormal basis (ej)j∈N(e_{j})_{j\in\mathbb{N}} of claim 1 and the weight sequence aa of claim 2, and let XaX^{a}, ⟨⋅,⋅⟩a\langle\cdot,\cdot\rangle_{a} and ∣⋅∣a|\cdot|_{a} be the noise space, noise pairing and noise norm so obtained. Then for every U∈L2(Tn)U\in L^{2}(\mathbb{T}^{n}) one has U^∈Xa\hat{U}\in X^{a}, and the map U↦U^U\mapsto\hat{U} is a bijection from L2(Tn)L^{2}(\mathbb{T}^{n}) onto XaX^{a} with

⟨U^,U^′⟩a=⟨U,U′⟩L2for all U,U′∈L2(Tn).\langle\hat{U},\hat{U}'\rangle_{a}=\langle U,U'\rangle_{L^{2}}\qquad\text{for all }U,U'\in L^{2}(\mathbb{T}^{n}).

6. (The noise basis is the trigonometric basis) For every j∈Nj\in\mathbb{N}, aj1/2=ρκ(j)ma_{j}^{1/2}=\rho_{\kappa(j)}^{m}, where aj1/2a_{j}^{1/2} is the nonnegative square root of aja_{j}, and aj1/2 ej=E^κ(j)a_{j}^{1/2}\,e_{j}=\hat{E}_{\kappa(j)} for every j∈Nj\in\mathbb{N}.

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