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The spectrum of a random operator is a random set (1909.06156v1)

Published 13 Sep 2019 in math.PR, math-ph, math.MP, and math.SP

Abstract: The theory of random sets is demonstrated to prove useful for the theory of random operators. A random operator is here defined by requiring the graph to be a random set. It is proved that the spectrum and the set of eigenvalues of random operators are random sets. These results seem to be a novelty even in the case of random bounded operators. The main technical tools are given by the measurable selection theorem, the measurable projection theorem, and a characterisation of the spectrum by approximate eigenvalues of the operator and the adjoint operator. A discussion of some of the existing definitions of the concept of a random operator is included at the end of the paper. Keywords: Random operators; Set-valued functions; General topics in linear spectral theory; Random operators and equations; Stochastic integrals; Disordered systems

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