Partition-dependent stochastic measures and \(q\)-deformed cumulants (Q5947939)

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scientific article; zbMATH DE number 1666859
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Partition-dependent stochastic measures and \(q\)-deformed cumulants
scientific article; zbMATH DE number 1666859

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    Partition-dependent stochastic measures and \(q\)-deformed cumulants (English)
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    11 December 2001
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    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.
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    q-deformed Fock space
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    q-Lévy prcesses
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    stochastic measures
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    cumulants
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    Itô table
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    von Neumann algebra
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    q-Brownian motion
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    q-Poisson process
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    set partitions
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    crossings
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