000 01606aam a2200205 4500
008 170522b2016 xxu||||| |||| 00| 0 eng d
020 _a9781107128651
082 _a512.482
_bF7P7
100 _aFranz, Uwe
_9344034
245 _aProbability on real lie algebras
260 _bCambridge university press
_c2016
_aNew York
300 _axix, 281 p.
440 _aCambridge Tracts in Mathematics
_9344035
520 _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
650 _aProbabilities
_9344036
650 _aLie algebras
_9344037
650 _aMathematics
_9344038
700 _aPrivault, Nicolas
_eCo-author
_9344039
942 _2ddc
_cBK
999 _c206362
_d206362