000 01606aam a2200205 4500
008 170522b2016 xxu||||| |||| 00| 0 eng d
020 _a9781107128651
082 _a512.482
100 _aFranz, Uwe
245 _aProbability on real lie algebras
260 _bCambridge university press
_aNew York
300 _axix, 281 p.
440 _aCambridge Tracts in Mathematics
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
650 _aLie algebras
650 _aMathematics
700 _aPrivault, Nicolas
942 _2ddc
999 _c206362