Probability on Real Lie Algebras (Cambridge Tracts in Mathematics, Series Number 206) - 9781107128651

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 L?vy 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, L?vy processes, and the Malliavin calculus.

• | Author: Uwe Franz, Nicolas Privault
• | Publisher: Cambridge University Press
• | Publication Date: Apr 02, 2016
• | Number of Pages: 302 pages
• | Language: English
• | Binding: Hardcover/Mathematics
• | ISBN-10: 110712865X
• | ISBN-13: 9781107128651