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Quantum Independent Increment Processes II: Structure of Quantum Lévy Processes, Classical Probability, and Physics

Uwe Franz, Ole Eiler Barndorff-Nielsen, Rolf Gohm

Published Dec 23, 2005• 9 citations
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Various recent results on quantum Lévy processes are presented. The first part provides an introduction to the theory of Lévy processes on involutive bialgebras. The notion of independence used for these processes is tensor independence, which generalizes the notion of independence used in classical probability and corresponds to independent observables in quantum physics. In quantum probability there exist other notions of independence and Lévy processes can also be defined for the five so-called universal independences. This is the topic of the second part. In particular, it is shown that boolean, monotone, and anti-monotone independence can be reduced to tensor independence. Finally, in the third part, several classes of quantum Lévy processes of special interest are considered, e.g., Lévy processes on real Lie algebras or Brownian motions on braided spaces. Several applications of these processes are also presented.

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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.

Cambridge University Press eBooks•Jan 25, 2016•2 citations
Various recent results on quantum Lévy processes are presented. The first part provides an introduction to the theory of Lévy processes on involutive bialgebras. The notion of independence used for these processes is tensor independence, which generalizes the notion of independence used in classical probability and corresponds to independent observables in quantum physics. In quantum probability there exist other notions of independence and Lévy processes can also be defined for the five so-called universal independences. This is the topic of the second part. In particular, it is shown that boolean, monotone, and anti-monotone independence can be reduced to tensor independence. Finally, in the third part, several classes of quantum Lévy processes of special interest are considered, e.g., Lévy processes on real Lie algebras or Brownian motions on braided spaces. Several applications of these processes are also presented.
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.