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arXiv:math/0702784 · Stochastic Analysis and Applications

Dilations à la Hudson–Parthasarathy of Markov Semigroups in Classical Probability

Matteo Gregoratti

Published Aug 29, 2008• 2 citations
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Abstract

We study the Classical Probability analogue of the unitary dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations. Given a homogeneous Markov chain in continuous time in a finite state space E, we introduce a second system, an environment, and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that the original Markov evolution of E can be realized by a proper choice of the initial random state of the environment. We also compare this dilations with the unitary dilations of a quantum dynamical semigroup in Quantum Probability.

DOI
10.1080/07362990802286475

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We study the Classical Probability analogue of the unitary dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations. Given a homogeneous Markov chain in continuous time in a finite state space E, we introduce a second system, an environment, and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that the original Markov evolution of E can be realized by a proper choice of the initial random state of the environment. We also compare this dilations with the unitary dilations of a quantum dynamical semigroup in Quantum Probability.
We study the classical probability analogue of the unitary dilations of a quantum dynamical semigroup in quantum probability. Given a (not necessarily homogeneous) Markov chain in discrete time in a finite state space E, we introduce a second system, an environment, and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that the original Markov evolution of E is realized by a proper choice of the initial random state of the environment. We also compare these dilations with the unitary dilations of a quantum dynamical semigroup in quantum probability: given a classical Markov semigroup, we show that it can be extended to a quantum dynamical semigroup for which we can find a quantum dilation to a group of ∗*∗-automorphisms admitting an invariant abelian subalgebra where this quantum dilation gives just our classical dilation.
We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup in Quantum Probability. Given a (not necessarily homogeneous) Markov chain in discrete time in a finite state space E, we introduce a second system, an environment, and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that the original Markov evolution of E can be realized by a proper choice of the initial random state of the environment. We also compare this dilations with the dilations of a quantum dynamical semigroup in Quantum Probability: given a classical Markov semigroup, we show that it can be extended to a quantum dynamical semigroup for which we can find a quantum dilation to a group of *-automorphisms admitting an invariant abelian subalgebra where this quantum dilation gives just our classical dilation.
Given a finite state space E, we build a universal dilation for all possible discrete time Markov chains on E, homogeneous or not: we introduce a second system (an ``environment'') and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that any Markov evolution of E can be realized by a proper choice of the initial (random) state of the environment, which therefore determines the transition probabilities of the system. We also compare this dilation with the quantum dilations of a Quantum Dynamical Semigroup: given a Classical Markov Semigroup, we show that it can be extended to a Quantum Dynamical Semigroup for which we can find a quantum dilation to a group of *-automorphisms admitting an invariant abelian subalgebra where this quantum dilation gives just our classical dilation.
We present, for the first time, the result (from 2008) that (normal, strongly continuous) Markov semigroups on B(G) (G a separable Hilbert space) admit a Hudson-Parthasarathy dilation (that is, a dilation to a cocycle perturbation of a noise) if and only if the Markov semigroup is spatial (that is, if it dominates an elementary CP-semigroup).The proof is by general abstract nonsense (taken from Arveson's classification of E 0 -semigroups on B(H) by Arveson systems up to cocycle conjugacy) and not, as usual, by constructing the cocycle as a solution of a quantum stochastic differential equation in the sense of Hudson and Parthasarathy.All other results that make similar statements (especially, [Mem.Amer.Math.Soc.240 (2016), vi+126 pages, arXiv:0901.1798]) for more general C * -algebras) have been proved later by suitable adaptations of the methods exposed here.(They use Hilbert module techniques, which we carefully avoid here in order to make the result available without any appeal to Hilbert modules.)
Hudson-Parthasarathy (H-P) type quantum stochastic dilation of a class of C 0 semigroups of completely positive maps ( quantum dynamical or Markov semigroups) on a von Neumann or C * algebra, with unbounded generators, is constructed under some assumptions on the semigroup and its generator.The assumption of symmetry with respect to a semifinite trace allows the use of Hilbert space techniques,while that of covariance with respect to an action of a Lie group on the algebra gives a better control on the domain of the generator.A dilation of the dynamical semigroup is obtained, under some further assumptions on the domain of the generator, with the help of a conjugation by a unitary quantum stochastic process satisfying Hudson-Parthasarathy equation in Fock space.