Non-Commutative Stochastic Processes and Bi-Free Probability

DOI10.1512/IUMJ.2024.73.9868MaRDI QIDQ6397401zbMATH OpenFDO

Authors Paul Skoufranis

Publication date 25 April 2022

Full work available at URL https://doi.org/10.1512/IUMJ.2024.73.9868

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.

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