Quantum probability for probabilists
These notes accumulate the material presented at the Strasbourg Probability Seminar to teach and learn the noncommutative probability. The text, a first version of which appeared in successive volumes of the Séminaire de Probabilités, has been unified, augmented and translated into English. The main topic of the notes is quantum stochastic calculus, a new quickly developing field on borders of stochastic processes and operator theory in Fock spaces and taking some inspirations from quantum theory of open systems [see the review of \textit{K. R. Parthasarathy}'s book: An introduction to quantum stochastic calculus. (1992), Zbl 0751.60046.] The volume comprises 7 chapters and 5 appendices. Chapter I gives an introduction into the algebraic formulation of the noncommutative probability, while Chapter II deals in detail with the first nontrivial example of two-level systems. Formally this case plays the role of Bernoulli scheme in standard presentations of probability theory, however in the noncommutative case it has much reacher algebraic structure. The case of commuting spins leads to a generalization of the de Moivre- Laplace theorem, preparing for Gaussian states on canonical commutation relations to be introduced in Chapter III, while the case of anticommuting spins discloses a remarkable description of quantum Bernoulli laws as Gaussian states on Clifford algebras. Chapter III is titled ``Harmonic oscillator and gives a brief account of canonical commutation relations, Weyl operators and Gaussian (quasi- free) states for one degree of freedom. Fock spaces for infinitely many degrees of freedom are described in Chapters IV and V, stressing the relation with the Wiener-Itô multiple stochastic integrals. Considerable attention is paid to Maassen's kernel calculus, generalizing Berezin's formalism of second quantization and describing products of operators in terms of their kernels. The main topic ``Stochastic calculus in Fock space is reached in Chapter VI, which has 70 pages, i.e. 1/4 of the volume. It contains the definition of quantum stochastic integrals of adapted operator-valued processes in Fock space with respect to basic operator martingales, quantum Itô's formula and the existence and uniqueness theorem for quantum stochastic differential equations and flows. Along with the basic results of Hudson-Parthasarathy-Evans on the case of bounded operator coefficients, a variety of more recent achievements is surveyed, such as Azéma martingales and their noncommutative interpretation, representation of solutions of quantum stochastic differential equations as time-ordered exponentials, approaches to the ``quantum Stone's theorem and to equations with unbounded coefficients. Finally, Chapter VII gives an introduction to processes with independent increments on coalgebras, developed by the Heidelberg school. Appendices 1-4 contain supplementary background material on operator theory, noncommutative conditioning, two-events and \(C^*\)-algebras. Of special interest is Appendix 5 devoted to applications of Fock space to the theory of local times, derivation of Dynkin's formula for expectations relative to stochastic processes of local times of a symmetric Markov process, its ``supersymmetric version and applications to the self-intersections for two-dimensional Brownian motion. The central concept of the volume is the Fock space, and within this frame the lectures are remarkable for their scope. Written with encyclopaedic erudition and designed as a pilot survey rather than a pedantic course, they will be interesting to a broad audience including probabilists eager to penetrate the noncommutative domain and to specialists in this field who will find a variety of new stimulating observations and connections with other branches of mathematics.
- Unitary processes with independent increments and representations of Hilbert tensor algebras
- Wick calculus for nonlinear Gaussian functionals
- Self-intersection local times and collision local times of bifractional Brownian motions
- Operator algebras in statistical mechanics and noncommutative probability theory
- Riesz transforms associated with the number operator on the Walsh system and the fermions
- \(H\)-separable rings and their Hopf-Galois extensions
- On the generators of quantum stochastic flows
- Sufficient conditions for conservativity of minimal quantum dynamical semigroups
- The quantum stochastic equation is unitarily equivalent to a symmetric boundary value problem for the Schrödinger equation
- Some remarks on Besov spaces and the wavelet de-noising method
- Dirichlet forms and Markovian semigroups on standard forms of von Neumann algebras
- Feynman-Kac representation of some noncommutative elliptic operators
- Stochastic integrals: A combinatorial approach
- Wick theorems in non-Gaussian white noise calculus
- Wick calculus on spaces of generalized functions of compound Poisson white noise
- Probability distribution of \(\alpha a^{+2} + \bar\alpha a^{-2} + \beta a^+a^- + \gamma a^-a^+\)
- Formal power series, operator calculus, and duality on Lie algebras
- Quantum extensions of semigroups generated by Bessel processes
- Symmetric form of the Hudson-Parthasarathy stochastic equation
- Stochastic integral representation theorem for quantum semimartingales.
- Stochastic integral representations of second quantization operators.
- Classical and quantum part of the environment for quantum Langevin equations
- Particle creation at a point source by means of interior-boundary conditions
- Convolution semigroups on locally compact quantum groups and noncommutative Dirichlet forms
- Open quantum random walk in terms of quantum Bernoulli noise
- On the exponentiation of the affine metaplectic Lie algebra
- Dirichlet forms constructed from annihilation operators on Bernoulli functionals
- Analysis of generalized Lévy white noise functionals
- Markovian cocycles on operator algebras adapted to a Fock filtration
- Non-commutative martingale transforms
- Solving quantum stochastic differential equations with unbounded coefficients
- Clark formula and logarithmic Sobolev inequalities for Bernoulli measures
- Quantum stochastic calculus with maximal operator domains.
- Square function inequalities for non-commutative martingales
- On dissipative stochastic equations in a Hilbert space
- Spectral families of quantum stochastic integrals
- Non-commutative chaotic expansion of Hilbert-Schmidt operators on Fock space
- A different quantum stochastic calculus for the Poisson process
- Exponentials and Schwinger functionals in noncommutative Gaussian analysis
- Fermionic quantum stochastic flows
- A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
- Entanglement of bipartite quantum systems driven by repeated interactions
- Scaling limits for the Gibbs states on distance-regular graphs with classical parameters
- Hypercontractivity and logarithmic Sobolev inequality for non-primitive quantum Markov semigroups and estimation of decoherence rates
- Implementing quantum stochastic differential equations on a quantum computer
- Field calculus: Quantum and statistical field theory without the Feynman diagrams
- Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
- Kravchuk polynomials and induced/reduced operators on Clifford algebras
- The extreme points of the tracial state space of noncommutative 3-spheres
- Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise
- Loewner's differential equation and spidernets
- An efficient computational method for statistical moments of Burger's equation with random initial conditions
- A Pedestrian approach to the invariant Gibbs measures for the 2-\(d\) defocusing nonlinear Schrödinger equations
- Quasifree stochastic cocycles and quantum random walks
- Stochastic analysis for a non-Markovian generator: an introduction
- Smoothness of local times and self-intersection local times of Gaussian random fields
- Relationship between the Itô-Schrödinger and Hudson-Parthasarathy equations
- Kolmogorov's axioms for probabilities with values in hyperbolic numbers
- Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode
- On the collision local time of fractional Brownian motions
- Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions
- Itô's Lemma with quantum calculus (\(q\)-calculus): some implications
- Harnack inequality on configuration spaces: the coupling approach and a unified treatment
- Non-commutative stochastic distributions and applications to linear systems theory
- Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme
- Topological properties of solution sets of Lipschitzian quantum stochastic differential inclusions
- Asymptotics of characters of symmetric groups, genus expansion and free probability.
- Extended statistical modeling under symmetry; the link toward quantum mechanics
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations
- The optional stopping theorem for quantum martingales
- A homomorphism theorem and a Trotter product formula for quantum stochastic flows with unbounded coefficients
- From Pauli matrices to quantum Itô formula
- Graph-theoretic approach to stochastic integrals with Clifford algebras
- Quantum stochastic calculus associated with quadratic quantum noises
- Quantum Markov semigroups constructed from quantum Bernoulli noises
- An implementation problem for boson fields and quantum Girsanov transform
- Complex obtuse random walks and their continuous-time limits
- On extended stochastic integrals with respect to Lévy processes
- On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis
- Random Walk and Diffusion on a Smash Line Algebra
- scientific article; zbMATH DE number 1816892 (Why is no real title available?)
- scientific article; zbMATH DE number 7228866 (Why is no real title available?)
- White Noise Approach to stochastic integration
- On exchange mechanisms for bosons
- Quantum probabilities for time-extended alternatives
- Representations of Lie groups and random matrices
- scientific article; zbMATH DE number 3975967 (Why is no real title available?)
- scientific article; zbMATH DE number 4030647 (Why is no real title available?)
- scientific article; zbMATH DE number 4078409 (Why is no real title available?)
- The degenerate convergence criterion and Feller's weak law of large numbers for double arrays in noncommutative probability
- scientific article; zbMATH DE number 18215 (Why is no real title available?)
- scientific article; zbMATH DE number 53766 (Why is no real title available?)
- Quantum and non-causal stochastic calculus
- scientific article; zbMATH DE number 1278011 (Why is no real title available?)
- Quantum stochastic differential equations in terms of quantum white noise
- Existence and stability results for strong solutions of lipschitzian quantum stochastic differential equations
- Discrete chaotic calculus and covariance identities
- On Wick calculus on spaces of nonregular generalized functions of Lévy white noise analysis
- Solution of the Hudson-Parthasarathy equation by ordered products
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