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Infinite Dimensional Analysis Quantum Probability and Related Topics

CLASSICAL MARKOV PROCESSES FROM QUANTUM LÉVY PROCESSES

Uwe Franz

Published Mar 1, 1999• 2 citations
Publisher

Abstract

We show how classical Markov processes can be obtained from quantum Lévy processes. It is shown that quantum Lévy processes are quantum Markov processes, and sufficient conditions for restrictions to subalgebras to remain quantum Markov processes are given. A classical Markov process (which has the same time-ordered moments as the quantum process in the vacuum state) exists whenever we can restrict to a commutative subalgebra without losing the quantum Markov property.8 Several examples, including the Azéma martingale, with explicit calculations are presented. In particular, the action of the generator of the classical Markov processes on polynomials or their moments are calculated using Hopf algebra duality.

DOI
10.1142/s0219025799000060

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We show how classical Markov processes can be obtained from quantum Lévy processes. It is shown that quantum Lévy processes are quantum Markov processes, and sufficient conditions for restrictions to subalgebras to remain quantum Markov processes are given. A classical Markov process (which has the same time-ordered moments as the quantum process in the vacuum state) exists whenever we can restrict to a commutative subalgebra without losing the quantum Markov property.8 Several examples, including the Azéma martingale, with explicit calculations are presented. In particular, the action of the generator of the classical Markov processes on polynomials or their moments are calculated using Hopf algebra duality.
We review the basic concepts of quantum probability and revise the classical and quantum stochastic (QS) calculus using the universal Itô B*-algebra approach. A non-commutative generalization of Lévy process is defined in Fock–Guichardet space in terms of the underlying B*-Itô modular algebra. The main notions and results of classical and QS analysis are reformulated in terms of the non-commutative but associative stochastic covariation of quantum integrals defined as sesquilinear forms adapted to a quantum Lévy process in Fock space. The general semi-Markov QS dynamics is defined in terms of a hemigroup of semi-morphic transformations as adjoints to a semiunitary hemigroup resolving a QS Schrödinger equation in Fock space. The corresponding semi-Markov hemigroup of completely positive contractions resolving a quantum master equation with generalized Lindblad generator as a non-commutative analogue of Feller–Kolmogorov equation is derived by taking vacuum conditional expectation in Fock space.
We investigate some particular completely positive maps which admit a stable commutative Von Neumann subalgebra. The restriction of such maps to the stable algebra is then a Markov operator. In the first part of this article, we propose a recipe in order to find a quantum extension of a given Markov operator in the above sense. We show that the existence of such an extension is linked with the existence of a special form of dilation for the Markov operator studied by Attal in \cite{Att1}, reducing the problem to the extension of dynamical system. We then apply our method to the same problem in continuous time, proving the existence of a quantum extension for Lévy processes. In the second part of this article, we focus on the case where the commutative algebra is isomorphic to $\Acal=l^\infty(1,...,N)$ with NNN either finite or infinite. We propose a classification of the CP maps leaving $\Acal$ stable, producing physical examples of each classes.
We review the basic concepts of quantum stochastics using the universal Itô *-algebra approach.The main notions and results of classical and quantum stochastics are reformulated in this unifying approach.The thermal quantum Lévy process with commuting increments is defined in terms of the modular *-Itô algebra.The quasi-Markov quantum stochastic processes over increasing W*-algebras generated by a quantum Lévy process is characterized in terms of their quantum stochastic germs.The corresponding quantum stochastic master equation on the increasing predual L-spaces is derived as a noncommutative and non-Markov generalization of the Zakai equation driven by the dual quantum Lévy process.This is done by a noncommutative analog of the Girsanov transformation which we introduce here in full generality.
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.
This paper consists of 333 parts. The first part only considers classical processes and introduces two different extensions of the notion of hidden Markov process. In the second part, the notion of quantum hidden process is introduced. In the third part it is proven that, by restricting various types of quantum Markov chains to appropriate commutative sub-algebras (diagonal sub-algebras) one recovers all the classical hidden process and, in addition, one obtains families of processes which are not usual hidden Markov process, but are included in the above mentioned extensions of these processes. In this paper we only deal with processes with an at most countable state space.