On free stochastic processes and their derivatives
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Publication:404130
DOI10.1016/J.SPA.2014.05.007zbMATH Open1296.60181arXiv1311.3239OpenAlexW2034509887MaRDI QIDQ404130FDOQ404130
Authors: Daniel Alpay, Palle Jorgensen, Guy Salomon 
Publication date: 4 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: We study a family of free stochastic processes whose covariance kernels may be derived as a transform of a tempered measure . These processes arise, for example, in consideration non-commutative analysis involving free probability. Hence our use of semi-circle distributions, as opposed to Gaussians. In this setting we find an orthonormal bases in the corresponding non-commutative of sample-space. We define a stochastic integral for our family of free processes.
Full work available at URL: https://arxiv.org/abs/1311.3239
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