It is widely known that the commutative probability theory based on Kolmogorov's measure theoretic axioms and the quantum probability theory based on von Neumann's postulates were both created at about the same time in the 1930s (see, e.g., Kolmogorov [Kol50] and von Neumann [vNeu55] for the origins of these 2 very different but parallel lines of theory). Following Kolmogorov's original work, theory of the classical Markov processes has been the subject of intensive research for the last few decades. The classical theory, its applications, and their connections to other areas of research have been systematically developed by many prominent probabilists as illuminated by their widely referenced monographs such as those of Dynkin [Dyn62], Blumenthal and Getoor [BG68], Ethier and Kurtz [EK85], Renuv and Yor [RY99], and others. On the other hand, development of a complete theory of quantum stochastics such as quantum Markov processes has been progressing at a much slower pace in comparison with that of its classical counterpart. This is perhaps because development of a theory of quantum stochastics and quantum Markov processes requires an unusually large number of tools from operator theory and perhaps also because the probabilistic and analytical tools for understanding sample path behaviors of quantum stochastic processes have yet to be developed. The main goal of this monograph is to give a systematic exploration of relevant topics in quantum Markov processes in hopes of stimulating further research along this line and of stimulating interest in the classical stochastics community for research in its quantum counterpart. This monograph is written largely based on the current account of relevant research results by widely surveying relevant results contributed by many prominent researchers in quantum probability, quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigroups, strong quantum Markov processes, and large time asymptotic behaviors of quantum Markov semigroups through a systematic and self-contained introduction/presentation of these very interesting topics in an attempt to illuminate the rigor and beauty of quantum stochastics and quantum Markov processes.
It is widely known that the commutative probability theory based on Kolmogorov's measure theoretic axioms and the quantum probability theory based on von Neumann's postulates were both created at about the same time in the 1930s (see, e.g., Kolmogorov [Kol50] and von Neumann [vNeu55] for the origins of these 2 very different but parallel lines of theory). Following Kolmogorov's original work, theory of the classical Markov processes has been the subject of intensive research for the last few decades. The classical theory, its applications, and their connections to other areas of research have been systematically developed by many prominent probabilists as illuminated by their widely referenced monographs such as those of Dynkin [Dyn62], Blumenthal and Getoor [BG68], Ethier and Kurtz [EK85], Renuv and Yor [RY99], and others. On the other hand, development of a complete theory of quantum stochastics such as quantum Markov processes has been progressing at a much slower pace in comparison with that of its classical counterpart. This is perhaps because development of a theory of quantum stochastics and quantum Markov processes requires an unusually large number of tools from operator theory and perhaps also because the probabilistic and analytical tools for understanding sample path behaviors of quantum stochastic processes have yet to be developed. The main goal of this monograph is to give a systematic exploration of relevant topics in quantum Markov processes in hopes of stimulating further research along this line and of stimulating interest in the classical stochastics community for research in its quantum counterpart. This monograph is written largely based on the current account of relevant research results by widely surveying relevant results contributed by many prominent researchers in quantum probability, quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigroups, strong quantum Markov processes, and large time asymptotic behaviors of quantum Markov semigroups through a systematic and self-contained introduction/presentation of these very interesting topics in an attempt to illuminate the rigor and beauty of quantum stochastics and quantum Markov processes.
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigroups and processes, and large-time asymptotic behavior of quantum Markov semigroups.
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.
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.
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).
The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic processes. We then provide a brief overview of quantum mechanics and quantum field theory, from the viewpoint of quantum probability and adopting the language of Hudson and Parthasarathy. We introduce quantum stochastic processes on a boson Fock space and their calculus. Whenever possible, we make connections with the relevant concepts in classical probability theory. As an application of the theory, we introduce the theory of open quantum systems, with emphasis on the physics and modeling aspects of these systems.
The study of non-Markovian quantum processes has attracted significant interest in recent decades, giving rise to several competing notions of quantum non-Markovianity. These notes serve as an introduction to the topic for graduate students familiar with quantum mechanics and probability theory. Owing to the vastness of the literature, we focus on two prominent characterizations of quantum Markovianity based on the divisibility of quantum channels and monotonically decreasing state distinguishability. The correspondence between classical concepts (stochastic matrices, Chapman-Kolmogorov equation) and their quantum analogs (dynamical maps, CP-divisibility) is emphasized throughout.