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Pálfia Miklós (SZTE, MTA): Existence and uniqueness of the L1Karcher mean 



Tuesday, 21. November 2017, 10:00  12:00


Abstract. We study the Karcher equation corresponding to probability measures on the Borel sigma algebra of positive operators on a Hilbert space with the Thompson metric. We develop an ODE flow theory for the Karcher equation of L1 probability measures, in order to establish existence and uniqueness of its solution. The ODE curves solving in the strong sense the Cauchy problem attached to the Karcher equation are exponentially contracting, hence establishing the uniqueness of stationary points. We establish the existence of the stationary point by approximating an L1 probability measure by finitely supported measures. We investigate a TrotterKato type product formula in this setting, leading to a law of large numbers. 
Location : Bolyai Intézet, I. emelet, Riesz terem, Aradi Vértanúk tere 1., Szeged 
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