Probability on Real Lie Algebras (Cambridge Tracts in Mathematics, Series Number 206) - Hardcover

Franz, Uwe; Privault, Nicolas

Hardcover

ISBN 10: 110712865X ISBN 13: 9781107128651

Publisher: Cambridge University Press, 2016

Synopsis

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.

About this title

Book Description:

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. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory.

About the Author:

Uwe Franz is Professor at the Laboratoire de Mathématiques, UFR Sciences et Techniques, Université de Franche-Comté, Besançon, France.

About this edition

• Publisher: Cambridge University Press
• Publication date: 2016
• ISBN 10: 110712865X
• ISBN 13: 9781107128651
• Binding: Hardcover
• Edition number: 1
• Number of pages: 302