Probability on real Lie algebras / Uwe Franz, Université de Franche-Comté, Nicolas Privault, Nanyang Technological University, Singapore.

Format:

Book

Author/Creator:

Franz, Uwe, author.

Privault, Nicolas, author.

Series:

Cambridge tracts in mathematics ; 206.

Cambridge tracts in mathematics ; 206

Language:

English

Subjects (All):

Lie algebras.

Probabilities.

Physical Description:

1 online resource (xix, 281 pages) : digital, PDF file(s).

Place of Publication:

Cambridge : Cambridge University Press, 2016.

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.

Notes:

Title from publisher's bibliographic system (viewed on 05 Feb 2016).

Includes bibliographical references and index.

ISBN:

1-316-65977-1

1-316-66037-0

1-316-66047-8

1-316-66107-5

1-316-66057-5

1-316-41505-8

1-316-66067-2