Partition-dependent stochastic measures and \(q\)-deformed cumulants (Q5947939): Difference between revisions

This interesting and important paper deals with the \(q\)-probability calculus on the \(q\)-deformed Fock space. Multiple \(q\)-Lévy processes are defined and their joint distributions characterized with partition-dependent cumulants. These, in turn, are defined as the expectations of partition-dependent stochastic measures derived from the processes. An explicit formula is given for the cumulants, using the number of restricted crossings of the partition. A notion of \(q\)-convolution is introduced for a large class of probability measures. Special attention is directed to the \(q\)-Brownian motion and the \(q\)-Poisson process. The Itô table for \(q\)-Lévy processes and the quadratic co-variation are calculated. Finally, the author gives preliminary information on the von Neumann algebras generated by the processes.