Abstract: In a two-state free probability space , we define an algebraic two-state free Brownian motion to be a process with two-state freely independent increments whose two-state free cumulant generating function is quadratic. Note that a priori, the distribution of the process with respect to the second state is arbitrary. We show, however, that if is a von Neumann algebra, the states are normal, and is faithful, then there is only a one-parameter family of such processes. Moreover, with the exception of the actual free Brownian motion (corresponding to ), these processes only exist for finite time.
Recommendations
- scientific article; zbMATH DE number 221302
- New characterization of two-state normal distribution
- Symmetries and ergodic properties in quantum probability
- Generalised Brownian motion and second quantisation
- A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM
- scientific article; zbMATH DE number 1790016
- Noncommutative Brownian motion in monotone Fock space
- A remark on \(p\)-convolution
- Free Random Variables
Cites work
- scientific article; zbMATH DE number 5655993 (Why is no real title available?)
- scientific article; zbMATH DE number 3605240 (Why is no real title available?)
- scientific article; zbMATH DE number 1302919 (Why is no real title available?)
- scientific article; zbMATH DE number 527331 (Why is no real title available?)
- scientific article; zbMATH DE number 4002828 (Why is no real title available?)
- A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM
- Addition of freely independent random variables
- Appell polynomials and their relatives. III: Conditionally free theory
- BI-POISSON PROCESS
- Bochner-Pearson-type characterization of the free Meixner class
- Conditional moments of \(q\)-Meixner processes
- Convolution and limit theorems for conditionally free random variables
- Generators of some non-commutative stochastic processes
- INFINITE DIVISIBILITY FOR THE CONDITIONALLY FREE CONVOLUTION
- Itô formula for free stochastic integrals
- Limit theorems in free probability theory. I
- Local limit theorems in free probability theory
- Markov processes with free-Meixner laws
- Multilinear function series in conditionally free probability with amalgamation
- On a remarkable semigroup of homomorphisms with respect to free multiplicative convolution
- Semigroups of distributions with linear Jacobi parameters
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Superconvergence to the central limit and failure of the Cramér theorem for free random variables
- The central limit theorem for free additive convolution
- The von Neumann algebra associated with an infinite number of \(t\)-free noncommutative Gaussian random variables
- The von Neumann algebras generated by \(t\)-Gaussians
Cited in
(7)- New characterization of two-state normal distribution
- CMV matrices and little and big \(-1\) Jacobi polynomials
- Singular integrals, rank one perturbations and Clark model in general situation
- The strong Markov property for fermion Brownian motion
- Generators of some non-commutative stochastic processes
- Generalised Brownian motion and second quantisation
- Non-commutative stochastic independence and cumulants
This page was built for publication: Two-state free Brownian motions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q610773)