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1 Markets I: The Ecosystem and Exchange-Traded Marketsবাজার অনলাইনইংরেজি 2 Markets II: Rates, FX and Creditবাজার অনলাইনইংরেজি 3 Markets III: Commodities, Energy and Cryptoবাজার অনলাইনইংরেজি 4 Quantitative Methodsপদ্ধতি অনলাইনইংরেজি 5 Derivatives and Volatilityডেরিভেটিভস অনলাইনইংরেজি 6 Rates, Credit, XVA and Riskসুদহার, ঋণ ও ঝুঁকি অনলাইনইংরেজি 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosগবেষণা অনলাইনইংরেজি 8 Strategies I: Equities and Futuresকৌশল অনলাইনইংরেজি 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksকৌশল অনলাইনইংরেজি 10 Microstructure and Executionএক্সিকিউশন অনলাইনইংরেজি 11 Market Making and High-Frequency Tradingমার্কেট মেকিং অনলাইনইংরেজি 12 Machine Learning for Marketsমেশিন লার্নিং অনলাইনইংরেজি 13 Low-Latency Softwareপ্রযুক্তি অনলাইনইংরেজি 14 Networks, Hardware and Trading Infrastructureপ্রযুক্তি অনলাইনইংরেজি 15 Research, Data and Risk Platformsপ্রযুক্তি অনলাইনইংরেজি 16 The Desk and the Firmপ্রতিষ্ঠান অনলাইনইংরেজি 17 The Industry: Firms, Roles and Careersক্যারিয়ার অনলাইনইংরেজি 18 Interviews I: Maths, Probability and Speedক্যারিয়ার অনলাইনইংরেজি 19 Interviews II: Markets, Trading Games and the Final Roundক্যারিয়ার অনলাইনইংরেজি 20 Interviews III: Codeক্যারিয়ার অনলাইনইংরেজি
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Matemática · পরিভাষা

operador compacto কী?

Definição 15.1 Matemática universitária — Graduação 3 · অধ্যায় 15 — Operadores compactos e o teorema espectral

T∈L(E,F)T \in \mathcal L(E, F) (com E,FE, F de Banach) é compacto se a imagem T(B)T(B) da bola unitária é relativamente compacta em FF — equivalentemente, se toda sequência limitada (xn)(x_n) tem uma subsequência com (Txnk)(Tx_{n_k}) convergente. Os operadores de posto finito são compactos (conjuntos limitados em dimensão finita); a identidade de um espaço de dimensão infinita nunca é (teorema de Riesz, segundo ano).

উদাহরণ

Exemplo 15.3

(a) Operadores diagonais em ℓ2\ell^2: T(xn)=(λnxn)T(x_n) = (\lambda_nx_n) é compacto se, e somente se, λn→0\lambda_n \to 0 (Exercício 15.2). (b) Operadores com núcleo em C([0, 1])\mathcal C(\intcc01): compactos por Ascoli (Exercício 7.7). (c) Operadores de Hilbert–Schmidt: para k∈L2([0, 1]2)k \in L^2(\intcc01^2),

(Tkf)(x)=∫01k(x,y) f(y)  ⁣dy(T_kf)(x) = \int_0^1k(x, y)\,f(y)\,\dd y

define um operador compacto em L2([0, 1])L^2(\intcc01) com ∣∣∣Tk∣∣∣≤∥k∥L2\vertiii{T_k} \leq \norm k_{L^2} (Exercício 15.4: truncar a expansão de kk na base exibe TkT_k como limite de operadores de posto finito).

Exemplo 15.9

Em L2([0, 1])L^2(\intcc01), seja Tf(x)=∫01min⁡(x,y)f(y) ⁣dyTf(x) = \int_0^1\min(x, y)f(y)\dd y: um operador de Hilbert–Schmidt de núcleo real e simétrico, portanto compacto e autoadjunto. Resolvendo Tf=λfTf = \lambda f: a relação (Tf)(x)=∫0xyf(y) ⁣dy+x∫x1f(y) ⁣dy\bigl(Tf\bigr)(x) = \int_0^xyf(y)\dd y + x\int_x^1f(y)\dd y mostra que u=Tfu = Tf satisfaz u′′=−fu'' = -f (duas derivações, legítimas para ff contínua, e TfTf é contínua para f∈L2f \in L^2: convergência dominada), com u(0)=0u(0) = 0 e u′(1)=0u'(1) = 0. Assim, as autofunções resolvem λu′′=−u\lambda u'' = -u, u(0)=0u(0) = 0, u′(1)=0u'(1) = 0:

un(x)=sin⁡((n+12)πx),λn=1(n+12)2π2(n≥0),u_n(x) = \sin\Bigl(\bigl(n + \tfrac12\bigr)\pi x\Bigr), \qquad \lambda_n = \frac{1}{\bigl(n + \frac12\bigr)^2\pi^2} \quad (n \geq 0),

e o teorema espectral afirma — sem nenhuma teoria de Fourier — que esses senos formam, após normalização, uma base ortonormal de L2([0, 1])L^2(\intcc01) (o núcleo de TT é 00: Tf=0Tf = 0 força, pelas duas derivações, f=0f = 0 q.t.p.). O problema de fim de semana percorre o mesmo círculo de ideias para a corda vibrante e extrai ζ(2)\zeta(2) do traço.

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