FN Archimer Export Format
PT CHAP
TI Bridging Koopman Operator and Time-Series Auto-Correlation Based Hilbert–Schmidt Operator
BT Chapron Bertrand, Crisan Dan, Holm Darryl, Mémin Etienne, Radomska Anna (Eds.) (2023). Stochastic Transport in Upper Ocean Dynamics. STUOD 2021 Workshop, London, UK, September 20-23. Springer International Publishing. ISBN 978-3-031-18987-6. Part of the Mathematics of Planet Earth book series (MPE,volume 10), pp.301-316
AF Zhen, Yicun
   Chapron, Bertrand
   Mémin, Etienne
AS 1:1;2:1;3:2;
FF 1:PDG-ODE-LOPS-SIAM;2:PDG-ODE-LOPS-SIAM;3:;
C1 Institut Français de Recherche pour l’Exploitation de la Mer, Plouzané, France
   INRIA/IRMAR, Rennes, France
C2 IFREMER, FRANCE
   INRIA, FRANCE
SI BREST
SE PDG-ODE-LOPS-SIAM
UM LOPS
UR https://archimer.ifremer.fr/doc/00821/93264/99906.pdf
LA English
DT Book section
DE ;Singular spectrum analysis;Koopman theory;Hilbert–Schmidt theory
AB Given a stationary continuous-time process f(t), the Hilbert–Schmidt operator Aτ can be defined for every finite τ. Let λτ,i be the eigenvalues of Aτ with descending order. In this article, a Hilbert space $$\mathcal {H}_f$$ ℋ f and the (time-shift) continuous one-parameter semigroup of isometries $$\mathcal {K}^s$$ K s are defined. Let $$\{v_i, i\in \mathbb {N}\}$$ { v i , i ∈ ℕ } be the eigenvectors of $$\mathcal {K}^s$$ K s for all s ≥ 0. Let $$f = \displaystyle \sum _{i=1}^{\infty }a_iv_i + f^{\perp }$$ f = ∑ i = 1 ∞ a i v i + f ⊥ be the orthogonal decomposition with descending |ai|. We prove that limτ→∞λτ,i = |ai|2. The continuous one-parameter semigroup $$\{\mathcal {K}^s: s\geq 0\}$$ { K s : s ≥ 0 } is equivalent, almost surely, to the classical Koopman one-parameter semigroup defined on L2(X, ν), if the dynamical system is ergodic and has invariant measure ν on the phase space X. 
PY 2023
DI 10.1007/978-3-031-18988-3_19
ID 93264
ER

EF