Stochastic processes and operator calculus on quantum groups
Noncommutative probability and statistics (46L53) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Central limit and other weak theorems (60F05) Processes with independent increments; Lévy processes (60G51) Research exposition (monographs, survey articles) pertaining to quantum theory (81-02) Quantum groups and related algebraic methods applied to problems in quantum theory (81R50) Quantum stochastic calculus (81S25)
The book presents recent developments in the theory of stochastic processes and operator calulus on quantum groups. It is self-contained; after an introduction stochastic processes and operator calculus on Lie groups (Chapter 2), the necessary prerequisites on quantum groups (= bialgebras or Hopf algebras) are recalled in Chapter 3. Chapter 4 contains the basic terminology of quantum probability and the definition and fundamental properties of Lévy processes on involutive bialgebras, as introduced by \textit{L. Accardi, M.\ Schürmann}, and \textit{W. von Waldenfels} [Math. Z. 198, No. 4, 451-477 (1988; Zbl 0627.60014)], see also \textit{M. Schürmann} [``White noise on bialgebras (1993; Zbl 0773.60100)]. In Chapter 5 it is shown that these processes have a natural quantum Markov structure and this property is used to construct classical versions, i.e.\ classical stochastic processes that have the same time-ordered moments. Several examples, including the famous Azéma martingale, are presented with detailed computations. In Chapters 6 and 7 it is shown that the densities and shifted moment systems (Appell systems) of Lévy processes on bialgebras satisfy certain evolution equations, and this fact is used to construct solutions of these evolution equations. The next two chapters (Chapters 8 and 9) deal with the characterization of special probability laws and convolution semigroups by the coalgebraic structure. In Chapter 8 the functionals and the convolution semigroups that satisfy an analog of the Bernstein property are determined. Chapter 9 studies the question to what extend a probability distribution is characterized by its symmetrizations, known in the literature as the problem of phase retrieval. In the last chapter various weak limit theorems are presented.
- Quantum stochastic convolution cocycles. II
- scientific article; zbMATH DE number 1551724
- White noise on bialgebras
- Quantum Lévy processes on dual groups
- Quantum stochastic convolution cocycles. III
- scientific article; zbMATH DE number 3975967
- scientific article; zbMATH DE number 1842021
- scientific article; zbMATH DE number 3913370
- CLASSICAL MARKOV PROCESSES FROM QUANTUM LÉVY PROCESSES
- Symmetries and ergodic properties in quantum probability
- Duality and multiplicative stochastic processes on quantum groups
- Algebraic random walks in the setting of symmetric functions
- Symmetries of Lévy processes on compact quantum groups, their Markov semigroups and potential theory
- Quantum Lévy processes on dual groups
- Quantum stochastic convolution cocycles. III
- OPERATOR PROCESSES MAJORIZING THEIR QUADRATIC VARIATION
- scientific article; zbMATH DE number 1551724 (Why is no real title available?)
- Lévy-Khintchine decompositions for generating functionals on algebras associated to universal compact quantum groups
- Evolution equations and Lévy processes on quantum groups
- Quantum stochastic processes for maps on Hilbert C*-modules
- Brownian motion on involutive braided spaces
- Stochastic aspects of easy quantum groups
- The Urbanik generalized convolutions in the non-commutative probability and a forgotten method of constructing generalized convolution
- Quantum stochastic convolution cocycles. II
- Approximation of quantum Lévy processes by quantum random walks
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