Two-state free Brownian motions

DOI10.1016/J.JFA.2010.09.004zbMATH Open1221.46066arXiv1006.1132OpenAlexW2068561107MaRDI QIDQ610773FDOQ610773

Authors: Michael Anshelevich 

Publication date: 10 December 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: In a two-state free probability space $(A,phi,psi)$, 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 $psi$ is arbitrary. We show, however, that if $A$ is a von Neumann algebra, the states $phi,psi$ are normal, and $phi$ 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 $phi=psi$), these processes only exist for finite time.

Full work available at URL: https://arxiv.org/abs/1006.1132

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zbMATH Keywords

free probabilityfree Brownian motionfree stochastic integraltwo-state non-commutative probability space

Mathematics Subject Classification ID

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

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Cited In (7)

• New characterization of two-state normal distribution
• Non-commutative stochastic independence and cumulants
• CMV matrices and little and big \(-1\) Jacobi polynomials
• Singular Integrals, Rank One Perturbations and Clark Model in General Situation
• Generalised Brownian motion and second quantisation
• The strong Markov property for fermion Brownian motion
• Generators of some non-commutative stochastic processes

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