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Probability on real lie algebras

Author: Uwe Franz; Nicolas Privault
Publisher: Cambridge : Cambridge University Press, 2016. ©2016
Series: Cambridge tracts in mathematics, no. 206.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Franz, Uwe.
Probability on real Lie algebras.
New York, NY : Cambridge University Press, 2016
(DLC) 2015028912
(OCoLC)915159472
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Uwe Franz; Nicolas Privault
ISBN: 9781316415054 1316415058 9781316661079 1316661075
OCLC Number: 938434832
Description: 1 online resource (xix, 281 pages) : illustrations.
Contents: Boson Fock space --
Real Lie algebras --
Basic probability distributions on Lie algebras --
Noncommutative random variables --
Noncommutative stochastic integration --
Random variables on real Lie algebras --
Weyl calculus on real Lie algebras --
Lévy processes on real Lie algebras --
A guide to the Malliavin calculus --
Noncommutative Girsanov theorem --
Noncommutative integration by parts --
Smoothness of densities on real Lie algebras.
Series Title: Cambridge tracts in mathematics, no. 206.
Responsibility: Uwe Franz, Université de Franche-Comté ; Nicolas Privault, Nanyang Technological University, Singapore.

Abstract:

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.  Read more...

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