Non-Commutative Stochastic Processes and Bi-Free Probability

被引:0
|
作者
Skoufranis, Paul [1 ]
机构
[1] York Univ, Dept Math & Stat, 4700 Keele St, Toronto, ON M3J 1P3, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Non-commutative stochastic processes; bi-free probability; transition operators; MULTIPLICATIVE FUNCTIONS; SUBORDINATION; PAIRS;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically, it is demonstrated that the transition operators for non-commutative stochastic processes can be modelled using technology from bi-free probability. Several important examples are recovered with this approach, and new formula are obtained for processes with free increments. The benefits of this approach are also discussed.
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页码:421 / 444
页数:24
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