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 |