Monotone increment processes, classical Markov processes, and Loewner chains

DOI10.4064/DM808-1-2020zbMATH Open1462.30018arXiv1811.02873OpenAlexW2900414462MaRDI QIDQ5856645FDOQ5856645

Authors: Takahiro Hasebe, Sebastian Schleissinger, Uwe Franz 

Publication date: 29 March 2021

Published in: Dissertationes Mathematicae (Search for Journal in Brave)

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 $mathbbR$ 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.

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

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zbMATH Keywords

Markov processesLoewner chainsquantum stochastic processes

Mathematics Subject Classification ID

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)

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