01487aam a2200181 4500008004500000020001800045082001800063100001500081245003700096260004700133300001600180440003600196520098900232650001801221650001701239650001601256700003301272170522b2016 xxu||||| |||| 00| 0 eng d a9781107128651 a512.482bF7P7 aFranz, Uwe aProbability on real lie algebras bCambridge university pressc2016aNew York axix, 281 p. aCambridge Tracts in Mathematics aThis 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 calculus.
http://www.cambridge.org/catalogue/catalogue.asp?isbn=9781107128651
aProbabilities aLie algebras aMathematics aPrivault, NicolaseCo-author