Monotone increment processes, classical Markov processes, and Loewner chains

DOI10.4064/DM808-1-2020MaRDI QIDQ5856645zbMATH OpenOpenAlexFDO

Authors Takahiro Hasebe, Sebastian Schleissinger, Uwe Franz

Publication date 29 March 2021

Published in Dissertationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.02873

Markov processes Loewner chains quantum stochastic processes

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) General theory of conformal mappings (30C35) Operator algebra methods applied to problems in quantum theory (81R15) Quantum stochastic calculus (81S25)

Abstract: We prove one-to-one correspondences between certain decreasing Loewner chains in the upper half-plane, a special class of real-valued Markov processes, and quantum stochastic processes with monotonically independent additive increments. This leads us to a detailed investigation of probability measures on

m a t h b b R

with univalent Cauchy transform. We discuss several subclasses of such measures and obtain characterizations in terms of analytic and geometric properties of the corresponding Cauchy transforms. Furthermore, we obtain analogous results for the setting of decreasing Loewner chains in the unit disk, which correspond to quantum stochastic processes of unitary operators with monotonically independent multiplicative increments.

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