Two-state free Brownian motions (Q610773): Difference between revisions

Let \(({\mathcal A}, \varphi, \psi)\) be an algebraic two-state noncommutative probability space, where \({\mathcal A}\) is a von Neumann algebra, \(\varphi\) is a faithful normal state on \({\mathcal A}\), and \(\psi\) is a normal (typically not faithful) state on \({\mathcal A}\). Let \({\mathcal A}^{sa}\) denote the selfadjoint part of \({\mathcal A}\). A family \(\{ X(t), 0 \leqslant t \leqslant T \}\) \(\subset\) \({\mathcal A}^{sa}\) is called a process with two-state freely independent increments if the increments \[ X( [s,t)) = X(t) - X(s) \] of the process \(X\) corresponding to disjoint intervals are two-state freely independent. It is said that \(X\) has a two-state normal distribution if the two-state free cumulant functional \[ R_n^{\varphi, \psi}(X) = R^{\varphi, \psi}\undersetbrace{\text{n}} \to{(X, X, \cdots, X)} =0 \] for \(n > 2\). In \(( {\mathcal A}, \varphi, \psi)\) the author defines an algebraic two-state free Brownian motion to be a process with two-state freely independent increments whose two-state free cumulant generating function \(R^{\varphi, \psi}(z)\) is quadratic. Note that a priori, the distribution of the process with respect to the second state \(\psi\) is arbitrary. The author shows that there is only a one-parameter family of the two-state free Brownian motions. The method of proof involves stochastic integration, and the actual existence proof uses a Fock space construction. Moreover, with the exception of the actual free Brownian motion corresponding to the case \(\varphi= \psi\), these processes with parameter \(\alpha\) can be realized in \(( {\mathcal A}, \varphi, \psi)\) for finite time \(t \in [0, 1/\alpha^2]\) depending on \(\alpha\). For other related works, see, e.g., \textit{M. Anshelevich} [Ill. J. Math. 53, No.~1, 39--66 (2009; Zbl 1185.46044)] and \textit{M. Bożejko} and \textit{W. Bryc} [Infin.\ Dimens.\ Anal.\ Quantum Probab.\ Relat.\ Top.\ 12, No.~2, 231--249 (2009; Zbl 1183.46062)]. Another useful reference in the analytic setting is \textit{E. Ricard} [Ann.\ Inst.\ Fourier (Grenoble) 56, No.~2, 475--498 (2006; Zbl 1116.46056)].