The monotone Fock space was introduced by the author to construct a new example of noncommutative “de Moivre Laplace theorem ” [1] and of noncommutative “Brow-nian motion ” [2] in quantum probability theory (see [3] [4] for general reference to quantum probability). We note that the essentially same structure was introduced
As I type these words, I have in front of me a collection of notes from a seminar in Quantum Probability run by Luigi Accardi in Roma in 1984-5 where I was at the time based as a research fellow. In those days I was rather meticulous in ordering my jottings and on turning to page 131 in my file I find twenty pages entitled “Representations of Current Groups” by K.R. Parthasarathy. I remember being fascinated by these lectures (I think there were two) in which Partha gave an account of how the Lévy-Khinchine formula arises, naturally from the construction of continuous tensor products of unitary group representations (see e.g. [St], [Ar], [PS]) and then revealed the beautiful Fock space decomposition of infinitely divisible random variables as sums of creation, conservation and annihilation operators. This is in fact one of the many perspectives through which the historian can see the “birth” of quantum probability — as a student of Robin Hudson, I had seen the subject evolve from a different point of view, through the search for quantum central limit theorems and non-commuting analogues of Brownian motion. The marriage of these two viewpoints turned out to be a wonderful thing, leading as it did to the creation of quantum stochastic calculus.
On (alpha,q)-Poisson Operators and Their Distributions (Mathematical aspects of quantum fields and related topics)
Given a compensated Poisson process (Xt)t≥0 based on (Ω,F,P), the Wiener-Poisson isomorphism W:F+(L2(R+))→L2(Ω,F,P) is constructed. We restrict the isomorphism to F+(L2[0,1]) and prove some novel properties of the Poisson exponentials E(f):=W(e(f)). A new proof of the result Λt+At+At†=W−1XtW is also given. The analogous results for F+(L2(R+)) are briefly mentioned. The concept of a compensated Poisson process over R+ is generalised to any measure space (M,M,μ) as an isometry I:L2(M,M,μ)→L2(Ω,F,P) satisfying certain properties. For such a generalised Poisson process we recall the construction of the generalised Wiener-Poisson isomorphism, WI:F+(L2(M))→L2(Ω,F,P), using Charlier polynomials. Two alternative constructions of WI are also provided, the first using exponential vectors and then deducing the connection with Charlier polynomials, and the second using the theory of reproducing kernel Hilbert spaces. Given any measure space (M,M,μ), we construct a canonical generalised Poisson process I:L2(M,M,μ)→L2(Δ,B,P), where Δ is the maximal ideal space, with B the completion of its Borel σ-field with respect to P, of a C∗-algebra A⊆B(F+(L2(M))). The Gelfand transform A→B(L2(Δ)) is unitarily implemented by the Wiener-Poisson isomorphism WI:F+(L2(M))→L2(Δ). This construction only uses operator algebra theory and makes no a priori use of Poisson measures. A new Fock space proof of the quantum Ito formula for (Λt+At+At†)0≤t≤1 is given. If (Ft)0≤t≤1 is a real, bounded, predictable process with respect to a compensated Poisson process (Xt)0≤t≤1, we show that if Mt=∫0tFsdXs, then on Elb:=linsp{e(f):f∈Llb2[0,1]}, W−1MtW=∫0tW−1FsW(dΛs+dAs+dAs†), and that (W−1MtW)0≤t≤1 is an essentially self-adjoint quantum semimartingale. We prove, using the classical Ito formula, that if (Jt)0≤t≤1 is a regular self-adjoint quantum semimartingale, then (WMtW−1+Jt)0≤t≤1 is an essentially self-adjoint quantum semimartingale satisfying the quantum Duhamel formula, and hence the quantum Ito formula. The equivalent result for the sum of a Brownian and Poisson martingale, provided that the sum is essentially self-adjoint with core Elb, is also proved.
These notes are intended as an introduction to noncommutative (quantum) filtering theory. An introduction to quantum probability theory is given, focusing on the spectral theorem and the conditional expectation as the least squares estimate, and culminating in the construction of Wiener and Poisson processes on the Fock space. Next we describe the Hudson-Parthasarathy quantum Ito calculus and its use in the modelling of physical systems. Finally, we use a reference probability method to obtain quantum filtering equations, in the Belavkin-Zakai (unnormalized) form, for several system-observation models from quantum optics. The normalized (Belavkin-Kushner-Stratonovich) form is obtained through a noncommutative analogue of the Kallianpur-Striebel formula.
A note on Meyer's note.- Stochastic integration.- Quantum stochastic parallel transport on non-commutative vector bundles.- Input and output channels in quantum systems and quantum stochastic differential equations.- Some noncommutative Radon-Nikodym Theorems for von Neumann algebras.- Multidimensional quantum diffusions.- An application of de finetti's theorem.- The quantum Langevin equation from the independent-oscillator model.- Quantum poisson processes: Physical motivations and applications.- A noncommutative generalization of conditionally positive definite functions.- Contraction semigroups in L2 over a von neumann algebra.- Survey on a theory of non-commutative stationary markov processes.- Dynamical entropy for quantum systems.- An integral kernel approach to noise.- A note on shifts and cocycles.- Local measures in fock space stochastic calculus and a generalized ito-tanaka formula.- Representation of a class of quantum martingales II.- Conditional expectation in quantum probability.- Mutual quadratic variation and ito's table in quantum stochastic calculus.- On mixing properties of automorphisms of von neumann algebras related to measure space transformations.- First exit time: A theory of stopping times in quantum processes.- A central limit theorem on the free lie group.- Entropy, observability and the generalised second law of thermodynamics.- Remarks on asymptotic properties of groups of the bogoliubov transformations of car c*-algebras.- Linear and non-linear stochastic processes.- Detailed balance and critical slowing down.- Quantum martingales and stochastic integrals.