In this chapter we describe the abstract definiton and the basic facts on algebraic Markov processes (see [5]). The main goal is to show that the fundamental definitions and properties of Markov processes are easiy formulated in an algebraic languaje suitable for the study of Markov processes appearing in quantum theory. Moreover, we discuss in detail the notion of complete positivity which turns out to be the natural generalisation of positivity for commutative (classical) case and a non-commutative version of the Feynman-Kac formula which is the basic ingredient in the construction of Markov cocycles and processes.
In this chapter we describe the abstract definiton and the basic facts on algebraic Markov processes (see [5]). The main goal is to show that the fundamental definitions and properties of Markov processes are easiy formulated in an algebraic languaje suitable for the study of Markov processes appearing in quantum theory. Moreover, we discuss in detail the notion of complete positivity which turns out to be the natural generalisation of positivity for commutative (classical) case and a non-commutative version of the Feynman-Kac formula which is the basic ingredient in the construction of Markov cocycles and processes.
We develop a rather general framework for constructing quantum Markov processes through Markov operator cocycles (see Chapter 2, Section 3) that satisfy a quantum stochastic differential equation.In order to achieve this goal we first recall the basic facts of Boson Fock quantum stochastic calculus and then give the fundamental results in the theory of quantum stochastic differential equations concerning existence, uniqueness, time reversal, isometricity and coisometricity of solutions. Next we construct the quantum flow associated with a Markov operator cocycle, and give a condition that guarantees that the restriction to a commutative subalgebra is a commutative flow.
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.
In this chapter, we define and explore basic properties of a quantum Markov semigroup { I t , t ≥ 0} of linear maps on the C* -algebra or von Neumann algebra A that characterizes the quantum system. The quantum Markov semigroup (QMS) plays a key role in describing quantum Markov processes that are to be explored in the subsequent chapters. The concept of QMS extends the semigroup of probability transition operators { T t , t ≥ 0} for a classical Markov process to its noncommutative counterpart. Suppose the classical Markov process { X t , t ≥ 0} is defined on the complete filtered classical probability space (Ω, Ƒ, P ; {Ƒ t , t ≥ 0}) and with values in a measurable space (핏, B (X)). Recall that for each t ≥ 0, the probability transition operator T t : L ∞ (X, B (X)) → L ∞ (X, B (X)) by ( T t f )( X s ) = E x [ f ( X s + t ) | Ƒ s ] ∀ s , t ≥ 0. A semigroup of linear maps on the C* -algebra or von Neumann algebra A is said to be a quantum dynamical semigroup (QDS) if (i) I 0 = J (the identity operator on A ); (ii) I t I s = I t + s for all t , s ≥ 0; (iii) I t is completely positive for each t ≥ 0; and (iv) I t is σ weakly continuous on A , i.e., a ↦ tr ( ρI t ( a )) is continuous from A to ℂ for each ρ ∈ S ( A ) (the space of quantum states) and for each t ≥ 0. If in addition I t ( I ) = I , (respectively, I t ( I ) ≤ I ) for all t ≥ 0, then the QDS is said to be a quantum Makrov semigroup (QMS) (respectively, quantum sub-Markov semigroup).
In this paper, we propose an algebraic approach to the definition of Hidden Markov Processes (HMP) which has two advantages: on the one hand, it prepares the ground for the quantum extension of these processes (discussed in the second part of this paper), on the other hand it suggests two natural extensions of these processes: one of them highlights a different notion of conditional independence between the observable and the hidden process; the other one drops the assumption that the hidden process is Markov. The latter extension is motivated by the examples of hidden, but not hidden Markov processes produced in the second part of the paper. Furthermore, we prove that any hidden Markov process can be interpreted as a restriction, to a suitable sub-algebra, of a Markov process.
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.