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Infinite Dimensional Analysis Quantum Probability and Related Topics

TIME REFLECTED MARKOV PROCESSES

Luigi Accardi, Anilesh Mohari

Published Sep 1, 1999• 23 citations
Publisher

Abstract

A classical stochastic process which is Markovian for its past filtration is also Markovian for its future filtration. We show with a counterexample based on quantum liftings of a finite state classical Markov chain that this property cannot hold in the category of expected Markov processes. Using a duality theory for von Neumann algebras with weights, developed by Petz on the basis of previous results by Groh and Kümmerer, we show that a quantum version of this symmetry can be established in the category of weak Markov processes in the sense of Bhat and Parthasarathy. Here time reversal is implemented by an anti-unitary operator and a weak Markov process is time reversal invariant if and only if the associated semigroup coincides with its Petz dual. This construction allows one to extend to the quantum case, both for backward and forward processes, the Misra–Prigogine–Courbage internal time operator and to show that the two operators are intertwined by the time reversal anti-automorphism.

DOI
10.1142/s0219025799000230

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A classical stochastic process which is Markovian for its past filtration is also Markovian for its future filtration. We show with a counterexample based on quantum liftings of a finite state classical Markov chain that this property cannot hold in the category of expected Markov processes. Using a duality theory for von Neumann algebras with weights, developed by Petz on the basis of previous results by Groh and Kümmerer, we show that a quantum version of this symmetry can be established in the category of weak Markov processes in the sense of Bhat and Parthasarathy. Here time reversal is implemented by an anti-unitary operator and a weak Markov process is time reversal invariant if and only if the associated semigroup coincides with its Petz dual. This construction allows one to extend to the quantum case, both for backward and forward processes, the Misra–Prigogine–Courbage internal time operator and to show that the two operators are intertwined by the time reversal anti-automorphism.
As mentioned previously, a classical Markov semigroup of transition operators { T t , t ≥ 0} can be generated from a classical Markov process { X t , t ≥ 0}. On the other hand, given a Markov semigroup, a Markov process { X t , t ≥ 0} can be constructed based on the Markov semigroup { T t , t ≥ 0} using the Kolmogorov consistency theorem. In the context of quantum probability space ( A , ρ ), a Markov dilation (i.e., construction of a quantum Markov process from a given quantum Markov semigroup of operators { I t , t ≥ 0}) turns out to be a nontrivial matter. This is partly due to the fact that, although the general concept of conditional expectation of an observable given a sub-von Neumann algebras B ⊂ A can be defined and required properties can be described, an explicit construction of such a conditional expectation is still unavailable in general. The main objective of this chapter is to introduce relevant concepts and to develop some properties of quantum Markov processes in the content of quantum probability explored in previous chapters. There are 2 major components in this chapter: (i) introduction of concepts and derivation of properties of a quantum Markov processes based on some assumed and/or derived properties of conditional expectation E ρ [· | A t ] ] given a filtration of sub-von Neumann algebras { A t ] , t ≥ 0} of A , and (ii) Markov dilation or construction of a weak quantum Markov flow (WQMF) from a given quantum Markov semigroup { I t , t ≥ 0} using the weak conditional expectation E [· | F t ], where { F t , t ≥ 0} is a filtration of orthogonal projection operators defined on the complex Hilbert space ℍ. The main objective of the first component is to introduce the relevant concept and develop some properties of quantum Markov processes in the content of quantum probability explored in previous chapters. Although the theory of (classical) Markov processes is well known in the probability community (see, for example, Dynkin [Dyn62], Ethier and Kurtz [EK85]), we outline some basic concept and results from the classical theory of homogeneous Markov processes below for comparison purpose.
An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations always exist; in the quantum case, however, they exist only if a certain weak compatibility criterion is satisfied. This compatibility criterion was introduced among others in a recent paper by the author. Then, state-independent conditional expectations and quantum Markov processes are studied. A classical Markov process is a probability measure, together with a system of random variables, satisfying the Markov property and can equivalently be described by a system of Markovian kernels (often forming a semigroup). This equivalence is partly extended to quantum probabilities. It is shown that a dynamical (semi)group can be derived from a given system of quantum observables satisfying the Markov property, and the group generators are studied. The results are presented in the framework of Jordan operator algebras, and a very general type of observables (including the usual real-valued observables or self-adjoint operators) is considered.
Stationary quantum stochastic process j is introduced as a *-homomorphism embedding an involutive graded algebra K~=⊕i=1∞Ki\tilde K=\oplus_{i=1}^{\infty}K_iK~=⊕i=1∞​Ki​ into a ring of (abelian) cohomologies of the one-parameter group ααα consisting of *-automorphisms of certain operator algebra in a Hilbert space such that every x from KiK_iKi​ is translated into an additive i−αi-αi−α-cocycle j(x). It is shown that (noncommutative) multiplicative markovian cocycle defines a perturbation of the stationary quantum stochastic process in the sense of such definition. The E0E_0E0​-semigroup β~\tilde ββ~​ on the von Neumann algebra N\cal NN associated with the markovian perturbation of K-flow j posseses the restriction β~∣N0,N0⊂N\tilde β|_{{\cal N}_0}, {\cal N}_0\subset {\cal N}β~​∣N0​​,N0​⊂N, which is conjugate to the flow of Powers shifts βββ associated with j. It yields for β~\tilde ββ~​ an analogue of the Wold decomposition for classical stochastic process on completely nondeterministic and deterministic parts. The examples of quantum stationary stochastic processes on the algebras of canonical commutation, anticommutation and square of white noise relations are considered. In the model situation of the space L2(R)L^2(\mathbb R)L2(R) all markovian cocycles of the group of shifts are described up to unitary equivalence of perturbations.
We consider a class of quantum dissipative semigroup on a von-Neumann algebra which admits a normal invariant state. We investigate asymptotic behavior of the dissipative dynamics and their relation to that of the canonical Markov shift. In case the normal invariant state is also faithful, we also extend the notion of `quantum detailed balance' introduced by Frigerio-Gorini and prove that forward weak Markov process and backward weak Markov process are equivalent by an anti-unitary operator.
A generic quantum Markov semigroup [Formula: see text] of a d-level quantum open system with a faithful normal invariant state ρ admits a dual semigroup [Formula: see text] with respect to the scalar product induced by ρ. We show that the difference of the generators [Formula: see text] can be written as the sum of a derivation 2i[H, ⋅] and a weighted difference of automorphisms [Formula: see text] where [Formula: see text] is a family of cycles on the d levels of the system, wc are positive weights and [Formula: see text] are unitaries. This formula allows us to represent the deviation from equilibrium (in a "small" time interval) as the superposition of cycles of the system where the difference between the forward and backward evolution is written as the difference of a reversible evolution and its time reversal. Moreover, it generalises cycle decomposition of Markov jump processes. We also find a similar formula with partial isometries instead of unitaries.