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Probability on real lie algebras

By: Contributor(s): Material type: TextTextSeries: Cambridge Tracts in MathematicsPublication details: Cambridge university press 2016 New YorkDescription: xix, 281 pISBN:
  • 9781107128651
Subject(s): DDC classification:
  • 512.482 F7P7
Summary: 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
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Item type Current library Item location Collection Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 28-A / Slot 1361 (0 Floor, East Wing) Non-fiction General Stacks 512.482 F7P7 (Browse shelf(Opens below)) Available 194423

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


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