Probability on real lie algebras
Franz, Uwe
creator
Privault, Nicolas
Co-author
text
New York
Cambridge university press
2016
monographic
| 0
xix, 281 p.
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 calculus.
http://www.cambridge.org/catalogue/catalogue.asp?isbn=9781107128651
Probabilities
Lie algebras
Mathematics
512.482 F7P7
Cambridge Tracts in Mathematics
9781107128651
170522