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Probability on Real Lie Algebras

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by Uwe Franz & Nicolas Privault
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Probability on Real Lie Algebras by Uwe Franz & Nicolas Privault

This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculu

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Ebook Details
Pages: 302
Size: 1.6 MB
Publisher: Cambridge University Press
Date published:   2016
ISBN: 9781316660478 (DRM-PDF)

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